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"Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration ..."

Shuang Liang et al. (2021)

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DOI: 10.1109/TCSI.2021.3073492

access: closed

type: Journal Article

metadata version: 2024-02-15

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Shuang Liang, Siyuan Lu, Jun Lin, Zhongfeng Wang:
Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration in Pairs Trading. IEEE Trans. Circuits Syst. I Regul. Pap. 68(7): 2911-2924 (2021)

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