A Feature Set for Streams and a Demonstration on High-Frequency Financial Tick Data

Lyons, T; Ni, H; Oberhauser, H; (2014) A Feature Set for Streams and a Demonstration on High-Frequency Financial Tick Data. In: Chin, A and Zhan, J and Ding, W and Wu, J and Xu, W and Wang, F, (eds.) BigDataScience '14: Proceedings of the 2014 International Conference on Big Data Science and Computing. (pp. Article 5). Association for Computer Machinery (ACM): New York, USA.

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