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Spread Movement Prediction for Pairs Trading with High-Frequency Limit Order Data.
Chiu-Hung Su
Hsu-Chao Lai
Wen-Yueh Shih
Jun-Zhe Wang
Jiun-Long Huang
Published in:
BigComp (2022)
Keyphrases
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high frequency
low frequency
computer vision
image processing
high resolution
image data
low pass
low and high frequency