Hai Morgenstern

2 accepted papers

2023

Kalmanbot: Kalmannet-Aided Bollinger Bands for Pairs Trading

Haoran Deng, Guy Revach, Hai Morgenstern, Nir Shlezinger

ICASSP 2023accepted

Pairs trading is a family of trading policies based on monitoring the relationships between pairs of assets. A common pairs trading approach relies on state space (SS) modeling, from which financial indicators can be obtained with low complexity and latency using a Kalman filter (KF), and processed…

Cited by 0 Source ↗Scholar ↗

2021

Collaborative Inference via Ensembles on the Edge

Nir Shlezinger, Erez Farhan, Hai Morgenstern, Yonina C. Eldar

ICASSP 2021accepted

The success of deep neural networks (DNNs) as an enabler of artificial intelligence (AI) is heavily dependent on high computational resources. The increasing demands for accessible and personalized AI give rise to the need to operate DNNs on edge devices such as smartphones, sensors, and autonomous…

Cited by 0 Source ↗Scholar ↗