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Rating Stats for

Nir Regev

Rating
1503.90 (271,292nd) 		Reputation
131 (604,760th)
Page: 1
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Numerical Instability Kalman Filter in MatLab +3.90
Stochastic spread method for pairs trading by Elliot et. al (2005)... 0.00
Stochastic spread method for pairs trading by Elliot et. al (2005)... 0.00
Kalman filter optimality 0.00