A feature set for streams and an application to high-frequency financial tick data (2014)

First Author: Lyons T

Attributed to: Increasing the efficiency of numerical methods for estimating the state of a partially observed system. High order methods for solving parabolic PDEs funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1145/2640087.2644157

Publication URI: http://dx.doi.org/10.1145/2640087.2644157

Type: Conference/Paper/Proceeding/Abstract