Haoran Deng, Guy Revach, Hai Morgenstern, Nir Shlezinger. Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading. In IEEE International Conference on Acoustics, Speech and Signal Processing ICASSP 2023, Rhodes Island, Greece, June 4-10, 2023. pages 1-5, IEEE, 2023. [doi]
Abstract is missing.