Xiaoyan Liu Xindong Wu Huaiqing Wang Yingfeng Wang Multilayer Change-Point Detection on Stock Order Flows by Wavelet Transformation. 635-642 2008 ICDM Workshops http://dx.doi.org/10.1109/ICDMW.2008.65 conf/icdm/2008w db/conf/icdm/icdmw2008.html#LiuWWW08