Impact of self-learning based high-frequency traders on the stock market.
Kirill MansurovAlexander SemenovDmitry GrigorievAndrey A. RadionovRustam IbragimovPublished in: Expert Syst. Appl. (2023)
Keyphrases
- stock market
- high frequency
- low frequency
- visual quality
- high resolution
- short term
- stock price
- subband
- stock exchange
- high frequencies
- financial time series
- financial data
- trading rules
- wavelet transform
- wavelet coefficients
- stock index futures
- stock data
- high frequency components
- discrete wavelet transform
- stock trading
- stock returns
- low pass
- wavelet domain
- listed companies
- frequency band
- long term
- multiresolution
- trading strategies
- image processing
- garch model
- financial markets
- multiscale
- feature extraction
- machine learning
- low bit rate coding