High-Frequency Exchange-Rate Prediction with an Artificial Neural Network.
Taufiq ChoudhryFrank McGroartyKe PengShiyun WangPublished in: Intell. Syst. Account. Finance Manag. (2012)
Keyphrases
- high frequency
- exchange rate
- financial time series
- low frequency
- high resolution
- visual quality
- high frequencies
- subband
- wavelet transform
- stock price
- discrete wavelet transform
- foreign exchange
- currency exchange
- wavelet coefficients
- wavelet domain
- multi resolution analysis
- long run
- long term
- low pass
- high frequency components
- low bit rate coding
- stock market
- frequency domain
- co occurrence
- feature extraction
- machine learning