Volatility Management of High Frequency Trading Environments.
Matthew BrookCraig SharpGary UshawWilliam BlewittGraham MorganPublished in: CBI (2013)
Keyphrases
- high frequency
- low frequency
- financial markets
- high resolution
- visual quality
- stock trading
- foreign exchange
- wavelet coefficients
- discrete wavelet transform
- subband
- wavelet transform
- high frequencies
- stock market
- frequency band
- stock data
- multi resolution analysis
- high frequency components
- low pass
- exchange rate
- wavelet decomposition
- trading systems
- high pass
- remote sensing
- motion estimation
- phase shifting
- multiscale