A novel feature engineering approach for high-frequency financial data.
Pablo MantillaSebastián Dormido-CantoPublished in: Eng. Appl. Artif. Intell. (2023)
Keyphrases
- high frequency
- financial data
- feature engineering
- dependency parsing
- low frequency
- text classification
- machine learning
- stock market
- natural language processing
- labeled data
- high resolution
- bankruptcy prediction
- credit card
- speech processing
- wavelet transform
- stock price
- subband
- high frequency components
- financial information
- wavelet coefficients
- data analysis
- feature selection
- short term
- text mining
- supervised learning
- hidden markov models
- pattern recognition
- multiscale
- decision trees
- image processing