Shuang Liang, Siyuan Lu, Jun Lin, Zhongfeng Wang. Hardware Accelerator for Engle-Granger Cointegration in Pairs Trading. In IEEE International Symposium on Circuits and Systems, ISCAS 2020, Sevilla, Spain, October 10-21, 2020. pages 1-5, IEEE, 2020. [doi]
Abstract is missing.