Estimating Risk of Dynamic Trading Strategies from High Frequency Data Flow.
Yuri BalasanovAlexander DoynikovVictor Lavrent'evLeonid NazarovPublished in: ICDM (2015)
Keyphrases
- high frequency
- data flow
- low frequency
- trading strategies
- control flow
- database machine
- object oriented software
- high resolution
- high frequencies
- low pass
- wavelet coefficients
- wavelet transform
- discrete wavelet transform
- subband
- high frequency components
- frequency band
- low bit rate coding
- process model
- trading agents
- frequency domain
- decision support system
- general purpose
- multiscale
- systolic array
- low and high frequency
- image segmentation