Neurocomputing · 2009 · 16 citations · 29 references
ComputingData ScienceData MiningFeature EngineeringTime Series AnalysisFeature ExtractionHigh-frequency Data AnalysisHigh-frequency Financial DataHigh-frequency Time Series AnalysisTime Series Feature EngineeringTime Series Feature ExtractionAnomaly Detection In TradingFeature Engineering For Financial DataHigh-frequency Data CleaningTrading Frequency
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