Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading."

Amit Milstein et al. (2024)

> Home

Details and statistics

DOI: 10.1109/TSP.2024.3385984

access: closed

type: Journal Article

metadata version: 2024-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/tsp/MilsteinRDMS24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/tsp/MilsteinRDMS24
Amit Milstein, Guy Revach, Haoran Deng, Hai Morgenstern, Nir Shlezinger:
Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading. IEEE Trans. Signal Process. 72: 1974-1988 (2024)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.