High frequency trading, liquidity, and execution cost.
Edward W. SunTimm KruseMin-Teh YuPublished in: Ann. Oper. Res. (2014)
Keyphrases
- high frequency
- low frequency
- financial markets
- visual quality
- futures market
- high resolution
- wavelet coefficients
- wavelet transform
- subband
- discrete wavelet transform
- high frequencies
- high frequency components
- wavelet decomposition
- computer vision
- low pass
- wavelet domain
- frequency band
- stock exchange
- multi resolution analysis
- phase shifting
- feature selection