Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.
Ye-Sheen LimDenise GorsePublished in: IJCNN (2020)
Keyphrases
- high frequency
- low frequency
- visual quality
- subband
- high resolution
- low pass
- wavelet transform
- high frequencies
- wavelet domain
- high frequency components
- wavelet coefficients
- discrete wavelet transform
- wavelet decomposition
- blocking artifacts
- subband decomposition
- machine learning
- low bit rate coding
- gray scale
- motion estimation
- multi resolution analysis
- image analysis
- feature extraction
- image sequences