"A computing platform for pairs-trading online implementation via a blended ..."

Anton Tenyakov, Rogemar S. Mamon (2017)

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DOI: 10.1186/S40537-017-0106-3

access: open

type: Journal Article

metadata version: 2019-11-27

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Anton Tenyakov, Rogemar S. Mamon:
A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach. J. Big Data 4: 46 (2017)

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