Statistical Analysis and Agent-Based Microstructure Modeling of High-Frequency Financial Trading.
Linda PontaEnrico ScalasMarco RabertoSilvano CincottiPublished in: IEEE J. Sel. Top. Signal Process. (2012)
Keyphrases
- high frequency
- statistical analysis
- low frequency
- visual quality
- high resolution
- financial markets
- subband
- wavelet domain
- low pass
- foreign exchange
- wavelet transform
- high frequencies
- wavelet decomposition
- frequency band
- discrete wavelet transform
- high frequency components
- multi resolution analysis
- feature selection
- financial information
- trading systems
- stock market
- wavelet coefficients
- image quality
- image compression
- multiresolution