Discovery of breakout patterns in financial tick data via parallel stream processing with in-order guarantees. Proceedings of the 17th ACM International Conference on Distributed and Event-based Systems. https://doi.org/10.1145/3583678.3596897
Chicago Style (17th ed.) Citation"Discovery of Breakout Patterns in Financial Tick Data via Parallel Stream Processing with In-order Guarantees." Proceedings of the 17th ACM International Conference on Distributed and Event-based Systems . https://doi.org/10.1145/3583678.3596897.
MLA (9th ed.) Citation"Discovery of Breakout Patterns in Financial Tick Data via Parallel Stream Processing with In-order Guarantees." Proceedings of the 17th ACM International Conference on Distributed and Event-based Systems, , https://doi.org/10.1145/3583678.3596897.