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},
}