Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News.

Pierre Bajgrowicz Olivier Scaillet Adrien Treccani

Published in: Manag. Sci. (2016)

Keyphrases

high frequency
image data
wavelet transform
machine learning
low frequency
discrete wavelet transform
high quality
high resolution
subband
visual quality
wavelet decomposition