A binary ensemble classifier for high-frequency trading.
Everton SilvaHumberto BrandaoDouglas CastilhoAdriano C. M. PereiraPublished in: IJCNN (2015)
Keyphrases
- high frequency
- ensemble classifier
- low frequency
- ensemble learning
- random forest
- high resolution
- visual quality
- wavelet transform
- concept drift
- discrete wavelet transform
- ensemble methods
- subband
- support vector machine
- fusion method
- feature selection
- wavelet coefficients
- classification models
- base classifiers
- multiresolution
- preprocessing step
- frequency domain
- image quality