Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools

Jung Heon Song; Marcos López de Prado; Horst D. Simon; Kesheng Wu

doi:10.3905/jfds.2019.1.4.124

Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools

The Journal of Financial Data Science ◽

10.3905/jfds.2019.1.4.124 ◽

2019 ◽

Vol 1 (4) ◽

pp. 124-138

Author(s):

Jung Heon Song ◽

Marcos López de Prado ◽

Horst D. Simon ◽

Kesheng Wu

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Digital Signal ◽

High Frequency Trading

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Hardware Implementation of the High Frequency Link Inveter Using the dSPACE DS1104 Digital Signal Processing Board

2006 IEEE International Power and Energy Conference ◽

10.1109/pecon.2006.346674 ◽

2006 ◽

Cited By ~ 2

Author(s):

Zainal Salam ◽

Toh Leong Soon ◽

Mohd. Zulkifli Ramli

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Hardware Implementation ◽

Digital Signal

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High frequency data acquisition using digital signal processing

10.2514/6.1994-2134 ◽

1994 ◽

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

Data Acquisition ◽

High Frequency ◽

Digital Signal ◽

High Frequency Data ◽

Frequency Data

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Epithelial and Corneal Thickness Measurements by High-frequency Ultrasound Digital Signal Processing

Ophthalmology ◽

10.1016/s0161-6420(94)31373-x ◽

1994 ◽

Vol 101 (1) ◽

pp. 140-146 ◽

Cited By ~ 89

Author(s):

Dan Z. Reinstein ◽

Ronald H. Silverman ◽

Mark J. Rondeau ◽

D. Jackson Coleman

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Corneal Thickness ◽

Digital Signal ◽

High Frequency Ultrasound ◽

Thickness Measurements ◽

Frequency Ultrasound

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Sensorless position control of active magnetic bearings based on high frequency signal injection with digital signal processing

Nineteenth Annual IEEE Applied Power Electronics Conference and Exposition, 2004. APEC '04. ◽

10.1109/apec.2004.1295998 ◽

2004 ◽

Cited By ~ 7

Author(s):

Jung-Sik Yim ◽

Seung-Ki Sul ◽

Hyeong-Joon Ahn ◽

Dong-Chul Han

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Position Control ◽

Digital Signal ◽

Magnetic Bearings ◽

Active Magnetic Bearings ◽

Frequency Signal ◽

High Frequency Signal ◽

Signal Injection

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High-Frequency Ultrasound Digital Signal Processing for Biometry of the Cornea in Planning Phototherapeutic Keratectomy

Archives of Ophthalmology ◽

10.1001/archopht.1993.01090040020013 ◽

1993 ◽

Vol 111 (4) ◽

pp. 430 ◽

Cited By ~ 13

Author(s):

Dan Z. Reinstein

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Digital Signal ◽

High Frequency Ultrasound ◽

Phototherapeutic Keratectomy ◽

Frequency Ultrasound

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Architecture and debugging of digital signal processing software in a high frequency MIL-STD-188-110A single tone receiver

10.31274/etd-180810-1806 ◽

2008 ◽

Author(s):

Janette Marie Eberhard Provolt

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Digital Signal ◽

Single Tone ◽

Processing Software

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Continuous-Time Digital Signal Processing Based Controller for High-Frequency DC-DC Converters

APEC 07 - Twenty-Second Annual IEEE Applied Power Electronics Conference and Exposition ◽

10.1109/apex.2007.357619 ◽

2007 ◽

Cited By ~ 16

Author(s):

Zhenyu Zhao ◽

Vadim Smolyakov ◽

Aleksandar Prodic

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

Continuous Time ◽

High Frequency ◽

Digital Signal

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New electrooptic polymer configurations for high frequency modulators and digital signal processing applications

10.1117/12.747166 ◽

2007 ◽

Author(s):

Harold R. Fetterman ◽

Byoung-Joon Seo ◽

Bartosz J. Bortnik ◽

Yu-Chueh Hung ◽

Seongku Kim

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

High Frequency ◽

Digital Signal ◽

Polymer Configurations ◽

Electrooptic Polymer

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15.1 Digital signal processing to identify atrial events in pacemakers

EP Europace ◽

10.1016/s1099-5129(02)90111-x ◽

2003 ◽

Vol 4 ◽

pp. A25

Author(s):

N VANHEMEL

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

Digital Signal

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Digital Signal Processing System Analysis and Design

10.1017/cbo9780511781667 ◽

2009 ◽

Cited By ~ 89

Author(s):

Paulo S. R. Diniz ◽

Eduardo A. B. da Silva ◽

Sergio L. Netto

Keyword(s):

Signal Processing ◽

Digital Signal Processing ◽

System Analysis ◽

Processing System ◽

Digital Signal ◽

Signal Processing System ◽

System Analysis And Design ◽

Analysis And Design ◽

Digital Signal Processing System

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