Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic.
Vince VellaWing Lon NgPublished in: Expert Syst. Appl. (2016)
Keyphrases
- high frequency
- low frequency
- visual quality
- high resolution
- wavelet transform
- subband
- high frequencies
- risk management
- discrete wavelet transform
- low pass
- multi resolution analysis
- high frequency components
- low bit rate coding
- multiresolution
- financial markets
- wavelet domain
- remote sensing
- wavelet coefficients
- image compression