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"Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading."
Haoran Deng et al. (2023)
- Haoran Deng, Guy Revach
, Hai Morgenstern, Nir Shlezinger:
Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading. ICASSP 2023: 1-5
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