2 search results - page 1 / 1 » Mining Extremely Skewed Trading Anomalies |
EDBT
2004
ACM
14 years 5 months ago
2004
ACM
Trading surveillance systems screen and detect anomalous trades of equity, bonds, mortgage certificates among others. This is to satisfy federal trading regulations as well as to p...
PKDD
2005
Springer
13 years 10 months ago
2005
Springer
We examine the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. Our methodology is comprised of two steps: a burst dete...