Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading

19 October 2022

Papers citing "Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading"

4 / 4 papers shown

Title
AI-Aided Kalman Filters Nir Shlezinger Guy Revach Anubhab Ghosh S. Chatterjee Shuo Tang Tales Imbiriba J. Duník O. Straka Pau Closas Yonina C. Eldar 64 3 0 16 Oct 2024
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE Junjie Zhao Chengxi Zhang Min Qin Peng Yang OOD 20 3 0 08 Sep 2024
Weighted Speech Distortion Losses for Neural-network-based Real-time Speech Enhancement Yangyang Xia Sebastian Braun Chandan K. A. Reddy Harishchandra Dubey Ross Cutler I. Tashev 29 119 0 28 Jan 2020
A Hybrid DSP/Deep Learning Approach to Real-Time Full-Band Speech Enhancement J. Valin 48 190 0 24 Sep 2017