Statistical arbitrage trading with wavelets and artificial neural networks.
Christopher ZapartPublished in: CIFEr (2003)
Keyphrases
- artificial neural networks
- financial markets
- texture retrieval
- multiresolution
- image compression
- using artificial neural networks
- back propagation
- statistical analysis
- computational intelligence
- neural network
- statistical information
- information theoretic
- signal processing
- data driven
- data sets
- stock price
- wavelet transform
- image representation
- statistical models
- long term
- stock market
- multilayer perceptron
- statistical tests
- feature extraction
- image processing
- genetic algorithm
- trading systems
- statistical approaches
- multiresolution analysis