Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading.
Haoran Deng, Guy Revach, Hai Morgenstern, Nir Shlezinger
Browse the full ICASSP paper archive.
Haoran Deng, Guy Revach, Hai Morgenstern, Nir Shlezinger
Browse the full ICASSP paper archive.