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]
@inproceedings{LiuWWW08, title = {Multilayer Change-Point Detection on Stock Order Flows by Wavelet Transformation}, author = {Xiaoyan Liu and Xindong Wu and Huaiqing Wang and Yingfeng Wang}, year = {2008}, doi = {10.1109/ICDMW.2008.65}, url = {http://dx.doi.org/10.1109/ICDMW.2008.65}, tags = {data-flow, higher-order transformations, transformation}, researchr = {https://researchr.org/publication/LiuWWW08}, cites = {0}, citedby = {0}, pages = {635-642}, booktitle = {Workshops Proceedings of the 8th IEEE International Conference on Data Mining (ICDM 2008), December 15-19, 2008, Pisa, Italy}, publisher = {IEEE Computer Society}, }