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Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics.
Hugh L. Christensen
James K. Murphy
Simon J. Godsill
Published in:
IEEE J. Sel. Top. Signal Process. (2012)
Keyphrases
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high frequency
low frequency
high resolution
subband
visual quality
wavelet transform
wavelet coefficients
high frequencies
low pass
wavelet decomposition
discrete wavelet transform
machine learning
short term
frequency band
phase shifting
low bit rate coding
image segmentation