Research in High Frequency Trading and Pairs Selection Algorithm with Baltic Region Stocks.
Mantas VaitonisSaulius MasteikaPublished in: ICIST (2016)
Keyphrases
- high frequency
- selection algorithm
- low frequency
- trading strategies
- stock data
- dow jones
- stock exchange
- trading systems
- market data
- high resolution
- prototype selection
- visual quality
- financial markets
- stock market
- high frequencies
- subband
- discrete wavelet transform
- low pass
- frequency band
- wavelet transform
- data sets
- wavelet coefficients
- stock price
- high quality
- search algorithm
- input image
- high frequency components
- computer vision
- evolutionary algorithm
- multiresolution
- simulated annealing
- image compression
- frequency domain