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A novel recurrent neural network based online portfolio analysis for high frequency trading.
Xinwei Cao
Adam Francis
Xujin Pu
Zenan Zhang
Vasilios N. Katsikis
Predrag S. Stanimirovic
Ivona Brajevic
Shuai Li
Published in:
Expert Syst. Appl. (2023)
Keyphrases
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high frequency
low frequency
neural network
wavelet transform
high resolution
subband
machine learning
image analysis
feature extraction
multiscale
visual quality
stock market
wavelet decomposition
low pass
high frequencies