Multiscale cross-correlations and triangular arbitrage opportunities in the Forex.
Robert GebarowskiPawel OswiecimkaMarcin WatorekStanislaw DrozdzPublished in: CoRR (2019)
Keyphrases
- cross correlations
- multiscale
- image pixels
- color images
- denoising
- edge detection
- image representation
- image processing
- wavelet transform
- scale space
- natural images
- multi frame
- image segmentation
- optic flow
- exchange rate
- multiresolution
- computationally efficient
- image denoising
- partial differential equations
- high quality
- portfolio management
- color image denoising