From KimKuen.Tang@deka.de  Mon Nov 14 04:10:20 2011
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From: <KimKuen.Tang@deka.de>
To: <shasha@cs.nyu.edu>
Date: Mon, 14 Nov 2011 09:35:32 +0100
Subject: Elastic Burst detection
Thread-Topic: Elastic Burst detection
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Hi Prof. Dennis Shasha,

after reading the book High Performance Discovery in Time Series: technique=
s and case studies
i am just curious about testing the algorithm on my private pc. If we are a=
ble to detect large volume on the market we would perhaps narrow the spread=
 for our etf products to capture the flow.

If you dont mind can you forward the file burst.k to me?

Many thanks.

Mit freundlichen Gr=FC=DFen

Dr. Kim Kuen Tang


DekaBank
Deutsche Girozentrale
Lineare Aktienrisiken
83 04 - 10
Mainzer Landstra=DFe 16
60325 Frankfurt am Main

Telefon: (+49) 69 71 47 - 3634

E-Mail: kimkuen.tang@deka.de
Internet: www.dekabank.de bzw. www.deka.de

____________________________________________________________________

DekaBank
Deutsche Girozentrale
Sparkassen-Finanzgruppe

Vorstand: Franz S. Waas, Ph.D. (Vorsitzender), Oliver Behrens, Dr. Matthias=
 Danne,
Walter Groll, Hans-J=FCrgen Gutenberger, Dr. h. c. Friedrich Oelrich

Verwaltungsratsvorsitzender: Heinrich Haasis
Handelsregister: Amtsgericht Frankfurt am Main, HRA 16068
Sitz: Frankfurt am Main, Berlin

____________________________________________________________________

Bitte achten Sie auf die Eingabe unserer korrekten e-mail-Adresse. Aktuell =
sind vermehrt englischsprachige Mails in Umlauf, die von der Adresse "info@=
dekabank.com" versendet werden. Die DekaBank Deutsche Girozentrale ist nich=
t der Absender solcher Mails.

Please make sure that you use our correct e-mail address. Currently, an inc=
reasingly high number of English e-mails are circulating, which claim to co=
me from the address "info@dekabank.com". The DekaBank Deutsche Girozentrale=
 does not send such e-mails and is not connected with the sender.

____________________________________________________________________

* Bevor Sie diese Mail ausdrucken, denken Sie an Ihre Verpflichtung der Umw=
elt gegen=FCber.
* Please consider the environment before printing this e-mail.



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<font face=3D"Arial, sans-serif" size=3D"3">
<div>&nbsp;</div>
<div><font size=3D"2">Hi Prof. Dennis Shasha,</font></div>
<div style=3D"margin-top: 5pt; margin-bottom: 5pt; "><font size=3D"2">after=
 reading the book <font face=3D"Times New Roman, serif" size=3D"3"><i>High =
Performance Discovery in Time Series: techniques and case studies </i></fon=
t></font></div>
<div><font size=3D"2">i am just curious about testing the algorithm on my p=
rivate pc. If we are able to detect large volume on the market we would per=
haps narrow the spread for our etf products to capture the flow. </font></d=
iv>
<div><font size=3D"2">&nbsp;</font></div>
<div><font size=3D"2">If you dont mind can you forward the file burst.k to =
me? </font></div>
<div><font size=3D"2">&nbsp;</font></div>
<div><font size=3D"2">Many thanks.</font></div>
<div><font size=3D"2">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"2">Mit freundlichen Gr=FC=DFe=
n</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"2">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"2">Dr. Kim Kuen Tang</font></=
div>
<div><font face=3D"Arial, sans-serif" size=3D"2">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"2">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">DekaBank</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Deutsche Girozentrale</fon=
t></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Lineare Aktienrisiken</fon=
t></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">83 04 - 10</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Mainzer Landstra=DFe 16</f=
ont></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">60325 Frankfurt am Main</f=
ont></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Telefon: (&#43;49) 69 71 4=
7 - 3634</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">E-Mail: kimkuen.tang@deka.=
de</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Internet: <a href=3D"www.d=
ekabank.de"><font color=3D"#0000FF"><u>www.dekabank.de</u></font></a> bzw. =
<a href=3D"www.deka.de"><font color=3D"#0000FF"><u>www.deka.de</u></font></=
a></font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">__________________________=
__________________________________________</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">DekaBank</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Deutsche Girozentrale</fon=
t></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Sparkassen-Finanzgruppe</f=
ont></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Vorstand: Franz S. Waas, P=
h.D. (Vorsitzender), Oliver Behrens, Dr. Matthias Danne, </font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Walter Groll, Hans-J=FCrge=
n Gutenberger, Dr. h. c. Friedrich Oelrich</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Verwaltungsratsvorsitzende=
r: Heinrich Haasis</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Handelsregister: Amtsgeric=
ht Frankfurt am Main, HRA 16068</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Sitz: Frankfurt am Main, B=
erlin</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">__________________________=
__________________________________________</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Bitte achten Sie auf die E=
ingabe unserer korrekten e-mail-Adresse. Aktuell sind vermehrt englischspra=
chige Mails in Umlauf, die von der Adresse &quot;info@dekabank.com&quot; ve=
rsendet werden. Die DekaBank Deutsche Girozentrale
ist nicht der Absender solcher Mails.</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">Please make sure that you =
use our correct e-mail address. Currently, an increasingly high number of E=
nglish e-mails are circulating, which claim to come from the address &quot;=
info@dekabank.com&quot;. The DekaBank Deutsche
Girozentrale does not send such e-mails and is not connected with the sende=
r.</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">__________________________=
__________________________________________</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">* Bevor Sie diese Mail aus=
drucken, denken Sie an Ihre Verpflichtung der Umwelt gegen=FCber.</font></d=
iv>
<div><font face=3D"Arial, sans-serif" size=3D"1">* Please consider the envi=
ronment before printing this e-mail.</font></div>
<div><font face=3D"Arial, sans-serif" size=3D"1">&nbsp;</font></div>
<div><font size=3D"2">&nbsp;</font></div>
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