Jump detection in high-frequency financial data using wavelets.
Mateus Gonzalez de Freitas PintoGuilherme de Oliveira Lima C. MarquesChang ChiannPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2023)
Keyphrases
- high frequency
- financial data
- wavelet transform
- multi resolution analysis
- low frequency
- wavelet decomposition
- high resolution
- subband
- stock market
- phase shifting
- wavelet coefficients
- low pass
- multiresolution
- stock trading
- bankruptcy prediction
- discrete wavelet transform
- stock exchange
- frequency band
- high frequencies
- feature extraction
- detection algorithm
- multiscale
- wavelet domain
- frequency domain
- anomaly detection
- image compression
- financial information
- high frequency components
- computer vision
- financial statements
- credit card
- contourlet transform
- high quality
- low bit rate coding