Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading.
David AlaminosM. Belén SalasAntonio Partal-UreñaPublished in: Pattern Recognit. (2024)
Keyphrases
- high frequency
- neural network
- low frequency
- exchange rate
- high resolution
- visual quality
- wavelet transform
- trading strategies
- subband
- wavelet analysis
- wavelet coefficients
- discrete wavelet transform
- low pass
- high frequencies
- wavelet domain
- high frequency components
- phase shifting
- wavelet decomposition
- artificial neural networks
- multi resolution analysis
- feature selection
- frequency band
- filter bank
- computational complexity
- high quality