Prediction based - High Frequency Trading on Financial Time Series.
Farhad KiaJános LevendovszkyPublished in: IJCCI (2013)
Keyphrases
- high frequency
- financial time series
- stock exchange
- stock market
- low frequency
- financial time series forecasting
- financial data
- stock price
- visual quality
- non stationary
- high resolution
- exchange rate
- stock data
- financial markets
- multivariate time series
- subband
- high frequencies
- turning points
- low pass
- trading systems
- wavelet transform
- wavelet coefficients
- low bit rate coding
- frequency band
- discrete wavelet transform
- high frequency components
- wavelet domain
- image compression
- multiresolution
- data streams
- similarity measure
- face recognition