Effects of High Frequency Trading on the Malaysian Stock Market.
Faith KabandaAli AlaaliHong Keat YapPublished in: ICoMS (2019)
Keyphrases
- high frequency
- stock market
- trading rules
- stock exchange
- stock data
- financial markets
- low frequency
- trading strategies
- foreign exchange
- stock trading
- trading systems
- trading signals
- stock price
- high resolution
- technical indicators
- visual quality
- financial time series
- short term
- financial data
- wavelet transform
- high frequencies
- subband
- stock returns
- listed companies
- stock index futures
- discrete wavelet transform
- market data
- financial news
- investment strategies
- wavelet coefficients
- portfolio optimization
- high frequency components
- garch model
- image segmentation
- financial information
- image processing
- stock market data
- portfolio selection
- computer vision
- post processing
- wavelet domain