Sparse Coding-Inspired Optimal Trading System for HFT Industry.
Yue DengYouyong KongFeng BaoQionghai DaiPublished in: IEEE Trans. Ind. Informatics (2015)
Keyphrases
- sparse coding
- dictionary learning
- sparse representation
- natural images
- linear combination
- image classification
- trading systems
- unsupervised learning
- image representation
- generative model
- sparse codes
- image patches
- technical indicators
- investment strategies
- higher order
- multiscale
- input image
- feature space
- information retrieval
- neural network