Yi Yin, Pengjian Shang, Jianan Xia. Compositional segmentation of time series in the financial markets. Applied Mathematics and Computation, 268:399-412, 2015. [doi]
@article{YinSX15,
title = {Compositional segmentation of time series in the financial markets},
author = {Yi Yin and Pengjian Shang and Jianan Xia},
year = {2015},
doi = {10.1016/j.amc.2015.06.061},
url = {http://dx.doi.org/10.1016/j.amc.2015.06.061},
researchr = {https://researchr.org/publication/YinSX15},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {268},
pages = {399-412},
}