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What is the "true price"? state space models for high frequency FX data.

John E. MoodyLizhong Wu
Published in: CIFEr (1997)
Keyphrases
  • high frequency
  • state space
  • low frequency
  • wavelet transform
  • image data
  • image compression
  • wavelet decomposition
  • high quality
  • multiscale
  • reinforcement learning