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

Date: 2014

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Reference

Lyons, T., Ni, H. and Oberhauser, H. (2014) ‘A feature set for streams and an application to high-frequency financial tick data’, 2014 International Conference on Big Data Science and Computing – BigDataScience ’14, . doi: 10.1145/2640087.2644157.

Full text available at www.ase360.org

Author

Prof. Terry Lyons

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

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