Analyzing predictive performance of linear models on high-frequency currency exchange rates.
Chanakya SerjamAkito SakuraiPublished in: Vietnam. J. Comput. Sci. (2018)
Keyphrases
- high frequency
- linear models
- currency exchange
- exchange rate
- low frequency
- variable selection
- linear regression
- subband
- high resolution
- linear model
- gaussian processes
- high frequency components
- wavelet transform
- wavelet coefficients
- discrete wavelet transform
- causal relationships
- similarity measure
- frequency domain
- image segmentation
- stock price
- multiresolution
- bayesian networks