Multi-scale capability: A better approach to performance measurement for algorithmic trading.
Ricky CooperMichael OngBen Van VlietPublished in: Algorithmic Finance (2015)
Keyphrases
- multiscale
- natural images
- edge detection
- electronic commerce
- scale space
- image processing
- multiple scales
- coarse to fine
- machine learning
- wavelet transform
- image representation
- keypoints
- trading strategies
- trading systems
- database
- data acquisition
- local binary pattern
- wavelet decomposition
- learning capabilities
- feature space
- information retrieval
- measurement error
- deep structure
- automatic scale selection