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Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.
Ye-Sheen Lim
Denise Gorse
Published in:
CoRR (2020)
Keyphrases
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high frequency
low frequency
high resolution
visual quality
wavelet transform
subband
high frequency components
wavelet decomposition
discrete wavelet transform
high frequencies
wavelet coefficients
multi resolution analysis
digital camera
super resolution
frequency band
subband decomposition
low bit rate coding