Multilayer Change-Point Detection on Stock Order Flows by Wavelet Transformation - researchr publication authors

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Xiaoyan Liu, Xindong Wu, Huaiqing Wang, Yingfeng Wang. Multilayer Change-Point Detection on Stock Order Flows by Wavelet Transformation. In Workshops Proceedings of the 8th IEEE International Conference on Data Mining (ICDM 2008), December 15-19, 2008, Pisa, Italy. pages 635-642, IEEE Computer Society, 2008. [doi]

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