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Analysis of Individual High-Frequency Traders' Buy-Sell Order Strategy Based on Multivariate Hawkes Process.
Hiroki Watari
Hideki Takayasu
Misako Takayasu
Published in:
Entropy (2022)
Keyphrases
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high frequency
low frequency
high resolution
low pass
wavelet coefficients
visual quality
noisy images
computer vision
frequency domain
data fusion
multi resolution analysis
low bit rate coding