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Seize the (intra)day: Features selection and rules extraction for tradings on high-frequency data.

Marina Resta
Published in: Neurocomputing (2009)
Keyphrases
  • high frequency
  • low frequency
  • feature extraction
  • image data
  • machine learning
  • multiscale
  • wavelet transform
  • feature set
  • mean shift
  • visual quality