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Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes.
Victor Yurievich Korolev
A. V. Chertok
Alexander Yu. Korchagin
Alexander I. Zeifman
Published in:
Appl. Math. Comput. (2015)
Keyphrases
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high frequency
low frequency
visual quality
wavelet transform
high resolution
subband
high frequencies
wavelet domain
discrete wavelet transform
feature extraction
feature space
scheduling problem
low pass
frequency band