Trading Imbalance in Chinese Stock Market - A High-Frequency View.
Shan LuJichang ZhaoHuiwen WangPublished in: Entropy (2020)
Keyphrases
- high frequency
- chinese stock market
- low frequency
- stock exchange
- visual quality
- high resolution
- subband
- stock market
- wavelet transform
- stock returns
- discrete wavelet transform
- high frequencies
- wavelet coefficients
- low bit rate coding
- computer vision
- high frequency components
- financial markets
- stock price
- image processing
- stock data
- cross sectional