Explainable machine learning for high frequency trading dynamics discovery.
Henry HanJeffrey Yi-Lin ForrestJiacun WangShuining YuanFei HanDiane LiPublished in: Inf. Sci. (2024)
Keyphrases
- high frequency
- machine learning
- low frequency
- visual quality
- wavelet transform
- subband
- data mining
- high resolution
- feature selection
- discrete wavelet transform
- phase shifting
- low pass
- wavelet coefficients
- wavelet decomposition
- high frequencies
- financial markets
- blocking artifacts
- subband decomposition
- human visual system
- frequency band
- high frequency components
- image compression
- image processing