Tensor representation in high-frequency financial data for price change prediction.
Dat Thanh TranMartin MagrisJuho KanniainenMoncef GabboujAlexandros IosifidisPublished in: SSCI (2017)
Keyphrases
- high frequency
- financial data
- financial time series
- low frequency
- stock market
- wavelet transform
- bankruptcy prediction
- visual quality
- stock trading
- high resolution
- stock price
- financial statements
- high frequencies
- wavelet coefficients
- financial information
- stock exchange
- low pass
- subband
- high frequency components
- discrete wavelet transform
- credit risk
- wavelet domain
- credit card
- long term
- social networks
- short term
- multiscale
- knowledge discovery
- frequency domain