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Deep Hybrid Models for Forecasting Stock Midprices from the High-Frequency Limit Order Book.
Duc-Phu Nguyen
Nhat-Tan Le
Tien-Thinh Nguyen
Thanh-Phuong Nguyen
Tien-Duc Van
Son-Tu Phan
Khuong Nguyen-An
Published in:
FDSE (CCIS Volume) (2022)
Keyphrases
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high frequency
low frequency
hybrid models
high resolution
subband
visual quality
hybrid model
wavelet transform
wavelet coefficients
machine learning
support vector regression
discrete wavelet transform
frequency band
neural network
multiresolution
pattern recognition
multispectral