This paper bridges the important recent work in computer science to the forecasting of high frequency financial data. The technique of vector quantization has found its primary application in data compression algorithms. Our paper shows that popular forecasting techniques such as, neural nets, are sub-classes of the more general vector quantization.
This paper bridges the important recent work in computer science to the forecasting of high frequency financial data. The technique of vector quantization has found its primary application in data compression algorithms. Our paper shows that popular forecasting techniques such as, neural nets, are sub-classes of the more general vector quantization.
This paper bridges the important recent work in computer science to the forecasting of high frequency financial data. The technique of vector quantization has found its primary application in data compression algorithms. Our paper shows that popular forecasting techniques such as, neural nets, are sub-classes of the more general vector quantization.
This paper bridges the important recent work in computer science to the forecasting of high frequency financial data. The technique of vector quantization has found its primary application in data compression algorithms. Our paper shows that popular forecasting techniques such as, neural nets, are sub-classes of the more general vector quantization.