A neural network based approach to support the Market Making strategies in High-Frequency Trading.
Everton SilvaDouglas CastilhoAdriano C. M. PereiraHumberto BrandaoPublished in: IJCNN (2014)
Keyphrases
- high frequency
- low frequency
- neural network
- visual quality
- trading strategies
- high resolution
- wavelet transform
- wavelet coefficients
- investment strategies
- trading agents
- discrete wavelet transform
- low pass
- subband
- high frequencies
- futures market
- high frequency components
- trading systems
- wavelet decomposition
- frequency band
- high pass
- electricity markets
- multi resolution analysis
- stock market
- high quality