Execution Risk in High-Frequency Arbitrage.

Roman Kozhan Wing Wah Tham

Published in: Manag. Sci. (2012)

Keyphrases

high frequency
low frequency
portfolio management
visual quality
high resolution
wavelet transform
subband
low pass
wavelet decomposition
wavelet domain
risk management
high frequencies
discrete wavelet transform
wavelet coefficients
stock price
face recognition
high frequency components
computer vision