Pattern Mining in Ultra-High Frequency Order Books with Self-Organizing Maps.

Piotr Lipinski Anthony Brabazon

Published in: EvoApplications (2014)

Keyphrases

high frequency
pattern mining
self organizing maps
low frequency
high resolution
pattern discovery
wavelet transform
data mining techniques
frequent pattern mining
sequential patterns
intrusion detection
wavelet coefficients
database
dimensionality reduction
similarity measure
data mining
databases