Trading rules for high-frequency financial data based on hybrid clustering.
Han-Min YeMin WangTing-Liang WangPublished in: FSKD (2011)
Keyphrases
- high frequency
- financial data
- trading rules
- stock market
- stock exchange
- low frequency
- high resolution
- financial time series
- bankruptcy prediction
- high frequencies
- wavelet transform
- wavelet coefficients
- stock price
- subband
- high frequency components
- short term
- financial information
- discrete wavelet transform
- financial ratios
- low and high frequency
- credit card
- image segmentation
- long term