Publication | Closed Access

Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

EconomicsFinancial EconomicsHigh-frequency TradingData ScienceDiscrete Wavelet TransformAlgorithmic TradingManagementBusinessTrading ModelFinancial MarketsAutomated TradingFinancial EngineeringPrincipal Component AnalysisFinanceHigh-frequency Financial Econometrics