Graph-based stock correlation and prediction for high-frequency trading systems.
Tao YinChenzhengyi LiuFangyu DingZiming FengBo YuanNing ZhangPublished in: Pattern Recognit. (2022)
Keyphrases
- high frequency
- trading systems
- low frequency
- technical indicators
- stock price
- stock market
- visual quality
- high resolution
- financial time series
- wavelet transform
- low pass
- high frequencies
- wavelet coefficients
- financial markets
- discrete wavelet transform
- subband
- high frequency components
- frequency domain
- low and high frequency
- high quality
- multi resolution analysis
- risk management
- frequency band
- wavelet domain
- text classification
- multiscale