Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading
Crossref DOI link: https://doi.org/10.1007/s10614-017-9711-7
Published Online: 2017-06-15
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Yi-Ting
Sun, Edward W.
Yu, Min-Teh
Funding for this research was provided by:
DAAD (Referent ST34-Asien, Pazifik)
License valid from 2017-06-15