Login / Signup

Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model.

Shen-Hang HuangWen-Yueh ShihJing-You LuHao-Han ChangChao-Hsien ChuJun-Zhe WangJiun-Long HuangTian-Shyr Dai
Published in: BigComp (2020)
Keyphrases
  • deep learning
  • probabilistic model
  • wavelet transform
  • learning algorithm
  • pairwise
  • multiresolution
  • computer vision
  • similarity measure
  • multiscale
  • object detection
  • weakly supervised