Statistical Modeling of High-Frequency Financial Data.
Rama ContPublished in: IEEE Signal Process. Mag. (2011)
Keyphrases
- statistical modeling
- financial data
- high frequency
- low frequency
- statistical models
- stock market
- high resolution
- stock exchange
- wavelet transform
- subband
- stock trading
- bankruptcy prediction
- high frequencies
- wavelet coefficients
- low pass
- financial ratios
- stock price
- discrete wavelet transform
- financial statements
- credit card
- high frequency components
- financial information
- parameter estimation
- probabilistic model
- long term
- multiresolution
- data mining
- low bit rate coding
- higher order
- data streams
- machine learning