"Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading."

Amit Milstein et al. (2024)

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DOI: 10.1109/TSP.2024.3385984

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type: Journal Article

metadata version: 2024-05-17

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Amit Milstein, Guy Revach, Haoran Deng, Hai Morgenstern, Nir Shlezinger:
Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading. IEEE Trans. Signal Process. 72: 1974-1988 (2024)

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