Locally Linear Embedding for High-Frequency Trading Marker Discovery.
Henry HanJie TengJunruo XiaYunhan WangZihao GuoDeqing LiPublished in: IDMB (2019)
Keyphrases
- high frequency
- locally linear embedding
- low frequency
- manifold learning
- dimensionality reduction
- high dimensional
- low dimensional
- high dimensional data
- subband
- high resolution
- wavelet transform
- wavelet coefficients
- subspace learning
- dimensional data
- principal component analysis
- discrete wavelet transform
- wavelet decomposition
- principal components analysis
- semi supervised
- wavelet domain
- pattern recognition