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most citedKalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamics

595 citations · 728 across the 12 of their papers we have counts for

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q-fin.TR2022

Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading

Amit Milstein, Haoran Deng, Guy Revach +2

Pairs trading is a family of trading techniques that determine their policies based on monitoring the relationships between pairs of assets. A common pairs trading approach relies…