A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2011.09.049
@@ Property / DOI: 10.1016/j.ejor.2011.09.049 / rank @@
-Normal rank
@@ Property / cites work @@
+A framework of irregularity enlightenment for data pre-processing in data mining
+Normal rank
@@ Property / cites work @@
+Q5483032
@@ Property / cites work: Q5483032 / rank @@
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+The Econometrics of Ultra-high-frequency Data
@@ Property / cites work: The Econometrics of Ultra-high-frequency Data / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
+Normal rank
@@ Property / cites work @@
+Q2768756
@@ Property / cites work: Q2768756 / rank @@
+Normal rank
@@ Property / cites work @@
+Systematic risk and timescales
@@ Property / cites work: Systematic risk and timescales / rank @@
+Normal rank
@@ Property / cites work @@
+Jump-preserving regression and smoothing using local linear fitting: a compromise
+Normal rank
@@ Property / cites work @@
+Q4449255
@@ Property / cites work: Q4449255 / rank @@
+Normal rank
@@ Property / cites work @@
+A wavelet-based spectral procedure for steady-state simulation analysis
+Normal rank
@@ Property / cites work @@
+Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes
+Normal rank
@@ Property / cites work @@
+A theory for multiresolution signal decomposition: the wavelet representation
+Normal rank
@@ Property / cites work @@
+Singularity detection and processing with wavelets
+Normal rank
@@ Property / cites work @@
+Q5480287
@@ Property / cites work: Q5480287 / rank @@
+Normal rank
@@ Property / cites work @@
+A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
+Normal rank
@@ Property / cites work @@
+Wavelets in Economics and Finance: Past and Future
+Normal rank
@@ Property / cites work @@
+Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
+Normal rank
@@ Property / cites work @@
+Jump and sharp cusp detection by wavelets
@@ Property / cites work: Jump and sharp cusp detection by wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Change Curve Estimation via Wavelets
@@ Property / cites work: Change Curve Estimation via Wavelets / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2011.09.049
@@ Property / DOI: 10.1016/J.EJOR.2011.09.049 / rank @@
+Normal rank