"Multilayer Change-Point Detection on Stock Order Flows by Wavelet ..."

Xiaoyan Liu et al. (2008)

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DOI: 10.1109/ICDMW.2008.65

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Xiaoyan Liu, Xindong Wu, Huaiqing Wang, Yingfeng Wang:
Multilayer Change-Point Detection on Stock Order Flows by Wavelet Transformation. ICDM Workshops 2008: 635-642

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