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Discovery of Jump Breaks in Joint Volatility for Volume and Price of High-Frequency Trading Data in China.

Xiao-Wei AiTianming HuGong-Ping BiCheng-Feng LeiHui Xiong
Published in: KSEM (2017)
Keyphrases
  • high frequency
  • knowledge discovery
  • high resolution
  • high quality
  • low frequency
  • image data
  • stock data
  • machine learning
  • computer vision
  • multiresolution
  • discrete wavelet transform
  • historical data