A Mixed-Stable Approach to the Management of the Portfolio Using High-Frequency Financial Data.
Igoris BelovasLeonidas SakalauskasVadimas StarikoviciusPublished in: Inf. Technol. Control. (2017)
Keyphrases
- high frequency
- financial data
- portfolio management
- low frequency
- stock market
- visual quality
- high resolution
- financial crisis
- bankruptcy prediction
- wavelet transform
- stock exchange
- corporate governance
- subband
- stock trading
- stock price
- credit card
- financial time series
- financial information
- wavelet domain
- low pass
- financial ratios
- investment decisions
- portfolio selection
- credit risk
- portfolio optimization
- multiresolution
- frequency band
- high frequencies
- wavelet coefficients
- financial statements
- low bit rate coding
- transaction costs
- discrete wavelet transform
- high frequency components
- frequency domain
- co occurrence
- text mining
- low and high frequency