Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets.
João NobreRui Ferreira NevesPublished in: Expert Syst. Appl. (2019)
Keyphrases
- discrete wavelet transform
- financial markets
- principal component analysis
- multiresolution
- wavelet domain
- wavelet coefficients
- shift invariant
- subband
- image fusion
- high frequency
- stock market
- haar wavelet transform
- stock price
- dual tree
- low frequency
- wavelet transform
- feature vectors
- complex wavelet transform
- feature space
- face recognition
- visual quality
- human visual system
- machine learning
- denoising
- image processing