Anton Tenyakov

According to our database, Anton Tenyakov authored at least 3 papers between 2016 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2017

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

Anton Tenyakov, Rogemar S. Mamon

J. Big Data, 2017

2016

Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach.

Anton Tenyakov, Rogemar S. Mamon, Matt Davison

Knowl. Based Syst., 2016

Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes.

Anton Tenyakov, Rogemar S. Mamon, Matt Davison

IEEE J. Sel. Top. Signal Process., 2016