Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading.

Haoran Deng Guy Revach Hai Morgenstern Nir Shlezinger

Published in: ICASSP (2023)

Keyphrases

pairwise
electronic commerce
real world
frequency domain
neural network
image data
highly correlated
data sets
machine learning
information systems
e learning
image sequences
multiscale
test bed
trading strategies