Predict high-frequency trading marker via manifold learning.
Henry HanJie TengJunruo XiaYunhan WangZihao GuoDeqing LiPublished in: Knowl. Based Syst. (2021)
Keyphrases
- high frequency
- manifold learning
- low frequency
- dimensionality reduction
- nonlinear dimensionality reduction
- diffusion maps
- low dimensional
- high dimensional
- semi supervised
- high resolution
- high dimensional data
- wavelet transform
- dimension reduction
- feature extraction
- wavelet coefficients
- high frequency components
- sparse representation
- laplacian eigenmaps
- subband
- multiresolution
- feature space
- pattern recognition
- data sets
- manifold structure
- wavelet decomposition
- wavelet domain
- locally linear embedding
- unsupervised learning
- video sequences
- feature vectors
- low dimensional manifolds
- data points