Correlating burst events on streaming stock market data

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Serval ID
serval:BIB_7C327F922BB2
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Correlating burst events on streaming stock market data
Journal
Data Mining and Knowledge Discovery
Author(s)
Vlachos Michail, Wu Kun-Lung, Chen Shyh-Kwei, Yu Philip S.
Publication state
Published
Issued date
03/2007
Volume
16
Number
1
Pages
109-133
Language
english
DOI
10.1007/s10618-007-0066-x
Publisher's website
http://dx.doi.org/10.1007/s10618-007-0066-x
Create date
17/09/2019 21:00
Last modification date
19/09/2019 17:11
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