Online evolving fuzzy rule-based prediction model for high frequency trading financial data stream.
Xiaowei GuPlamen P. AngelovAzliza Mohd AliWilliam A. GruverGeorgi GaydadjievPublished in: EAIS (2016)
Keyphrases
- high frequency
- prediction model
- data streams
- low frequency
- regression model
- visual quality
- high resolution
- trading systems
- financial markets
- wavelet coefficients
- subband
- discrete wavelet transform
- neural network
- high frequency components
- trading strategies
- low pass
- high frequencies
- change detection
- response surface methodology
- stepwise regression
- foreign exchange
- customer churn
- frequency band
- bp neural network
- fuzzy rules
- wavelet transform
- financial information
- low bit rate coding
- wavelet domain
- multi resolution analysis
- financial data
- wavelet analysis
- image compression
- multiscale
- data mining