KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading.

Haoran Deng Guy Revach Hai Morgenstern Nir Shlezinger

Published in: CoRR (2022)

Keyphrases

pairwise
electronic commerce
image data
frequency domain
case study
trading strategies
database
data sets
data mining
artificial intelligence
multispectral
foreign exchange
futures market