Seize the (intra)day: Features selection and rules extraction for tradings on high-frequency data

Neurocomputing

Volumn 72, Issue 16-18, 2009, Pages 3413-3427

  Resta, Marina ^a  

^a UNIVERSITY OF GENOA   (Italy)

Author keywords

Commission fees; Intraday tradings; Self organizing maps; Similarity measures

Indexed keywords

COMMISSION FEES; DECISION MAKING TOOL; DISTANCE METRICS; FEATURES SELECTION; FINANCIAL INDEX; HIGH FREQUENCY DATA; INTRADAY TRADINGS; RULES EXTRACTION; SIMILARITY MEASURES; STATISTICAL INDICATORS; SYSTEMATIC STUDY; TRADING RULES; TRADING STRATEGIES; UNSUPERVISED NEURAL NETWORKS;

COMMERCE; CONFORMAL MAPPING; FEATURE EXTRACTION; KNOWLEDGE BASED SYSTEMS;

SELF ORGANIZING MAPS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; COMMERCIAL PHENOMENA; DECISION MAKING; FINANCIAL MANAGEMENT; INFORMATION PROCESSING; INTERMETHOD COMPARISON; MARKETING; MATHEMATICAL ANALYSIS; PRIORITY JOURNAL; PROFIT; PURCHASING;

EID: 69449094854     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2008.09.028     Document Type: Article

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