Characteristics of High-Frequency Trading and Its Forecasts.
Shigeki KohdaKenichi YoshidaPublished in: COMPSAC (2021)
Keyphrases
- high frequency
- low frequency
- wavelet transform
- visual quality
- subband
- high resolution
- trading strategies
- short term
- wavelet domain
- high frequency components
- financial markets
- multi resolution analysis
- discrete wavelet transform
- high frequencies
- low pass
- wavelet coefficients
- phase shifting
- wavelet decomposition
- trading systems
- image processing
- low bit rate coding
- historical data
- frequency domain
- multiresolution
- computational complexity