Anton Tenyakov

Publication Activity (10 Years)

Years Active: 2016-2017
Publications (10 Years): 3

Top Topics

Subband Decomposition

Computing Platform

Blocking Artifacts

High Frequencies

Top Venues

IEEE J. Sel. Top. Signal Process.

Knowl. Based Syst.

Publications

Anton Tenyakov, Rogemar S. Mamon
A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach. J. Big Data 4 (2017)
Anton Tenyakov, Rogemar S. Mamon, Matt Davison
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes. IEEE J. Sel. Top. Signal Process. 10 (6) (2016)
Anton Tenyakov, Rogemar S. Mamon, Matt Davison
Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach. Knowl. Based Syst. 101 (2016)