Markov Chains for High Frequency Stock Trading Strategies.
Cesar C. AlmiñanaPublished in: SAI (1) (2022)
Keyphrases
- high frequency
- markov chain
- trading strategies
- stock market
- trading systems
- low frequency
- steady state
- finite state
- stock price
- trading agents
- transition probabilities
- high resolution
- stochastic process
- random walk
- test bed
- short term
- subband
- state space
- stationary distribution
- markov processes
- financial markets
- probabilistic automata
- high frequencies
- wavelet transform
- transition matrix
- discrete wavelet transform
- long term
- remote sensing
- wavelet coefficients
- non stationary
- image data