High-Frequency Trading Strategies.
Michael GoldsteinAmy KwanRichard PhilipPublished in: Manag. Sci. (2023)
Keyphrases
- high frequency
- trading strategies
- low frequency
- test bed
- trading agents
- stock market
- high resolution
- visual quality
- wavelet transform
- computer programs
- trading systems
- low pass
- subband
- discrete wavelet transform
- high frequencies
- financial markets
- high frequency components
- multi resolution analysis
- frequency band
- machine learning
- wavelet coefficients
- multiresolution
- computer vision
- stock price
- phase shifting