Tensor Representation in High-Frequency Financial Data for Price Change Prediction.
Dat Thanh TranMartin MagrisJuho KanniainenMoncef GabboujAlexandros IosifidisPublished in: CoRR (2017)
Keyphrases
- high frequency
- financial data
- financial time series
- low frequency
- stock market
- bankruptcy prediction
- high resolution
- stock trading
- wavelet transform
- visual quality
- high frequencies
- subband
- stock exchange
- wavelet domain
- wavelet coefficients
- financial ratios
- financial statements
- low pass
- credit card
- stock price
- financial information
- discrete wavelet transform
- credit risk
- low and high frequency
- frequency band
- short term