"Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading."

Haoran Deng et al. (2023)

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DOI: 10.1109/ICASSP49357.2023.10094933

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-05

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Haoran Deng, Guy Revach, Hai Morgenstern, Nir Shlezinger:
Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading. ICASSP 2023: 1-5

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