Biclustering high-frequency financial time series based on information theory.
Haitao LiuJian ZouNalini RavishankerPublished in: Stat. Anal. Data Min. (2022)
Keyphrases
- information theory
- high frequency
- financial time series
- information theoretic
- low frequency
- stock market
- financial time series forecasting
- non stationary
- financial data
- exchange rate
- high resolution
- turning points
- visual quality
- stock price
- wavelet transform
- subband
- mutual information
- multivariate time series
- discrete wavelet transform
- wavelet domain
- short term
- image processing
- wavelet coefficients
- feature selection