A Parallel Workflow for Real-time Correlation and Clustering of High-Frequency Stock Market Data.
Camilo RostokerAlan WagnerHolger H. HoosPublished in: IPDPS (2007)
Keyphrases
- high frequency
- low frequency
- stock market data
- high resolution
- high frequencies
- wavelet transform
- stock trading
- subband
- stock price
- wavelet coefficients
- discrete wavelet transform
- low pass
- financial data
- high frequency components
- outlier detection
- high quality
- subband decomposition
- image data
- low and high frequency
- low bit rate coding