Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators.
Saúl Alonso-MonsalveAndrés L. Suárez-CetruloAlejandro CervantesDavid QuintanaPublished in: Expert Syst. Appl. (2020)
Keyphrases
- high frequency
- technical indicators
- financial time series
- exchange rate
- foreign exchange
- neural network
- low frequency
- stock price
- high resolution
- stock market
- wavelet transform
- subband
- high frequencies
- high frequency components
- non stationary
- discrete wavelet transform
- wavelet coefficients
- long run
- currency exchange
- low pass
- computer vision
- early warning
- financial data
- low and high frequency
- wavelet domain
- image processing
- decision making
- image classification
- decision support system
- image data
- multiresolution
- reinforcement learning
- multiscale
- low bit rate coding