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. [doi]
@article{LiangLLW21,
title = {Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration in Pairs Trading},
author = {Shuang Liang and Siyuan Lu and Jun Lin and Zhongfeng Wang},
year = {2021},
doi = {10.1109/TCSI.2021.3073492},
url = {https://doi.org/10.1109/TCSI.2021.3073492},
researchr = {https://researchr.org/publication/LiangLLW21},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Circuits Syst. I Regul. Pap.},
volume = {68},
number = {7},
pages = {2911-2924},
}