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Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading.
Haoran Deng
Guy Revach
Hai Morgenstern
Nir Shlezinger
Published in:
ICASSP (2023)
Keyphrases
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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