On the Predictability of High-Frequency Financial Time Series.
Mieko Tanaka-YamawakiPublished in: KES (2003)
Keyphrases
- high frequency
- financial time series
- low frequency
- stock market
- financial time series forecasting
- financial data
- non stationary
- visual quality
- stock price
- exchange rate
- high resolution
- turning points
- high frequencies
- multivariate time series
- wavelet transform
- discrete wavelet transform
- wavelet domain
- multiresolution
- low pass
- wavelet coefficients
- subband
- spatial domain
- image processing
- low bit rate coding
- high frequency components
- feature vectors