A computing platform for pairs-trading online...

Journal of Big Data 2017 / 12 Vol. 4; Iss. 1

A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach

Tenyakov, Anton, Mamon, Rogemar
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Volume:
4
Language:
english
Journal:
Journal of Big Data
DOI:
10.1186/s40537-017-0106-3
Date:
December, 2017
File:
PDF, 1.87 MB
english, 2017
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