A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach.
Anton TenyakovRogemar S. MamonPublished in: J. Big Data (2017)
Keyphrases
- computing platform
- online learning
- computing systems
- hidden markov models
- filtering algorithm
- distributed computing
- cloud computing
- parallel computing
- real time
- computing environments
- hardware platforms
- trusted computing
- development environment
- embedded systems
- pairwise
- blended learning
- distributed environment
- cost effective
- computer systems
- data analysis
- database systems