What other kind of signal filters would work best for short term mean reversion systems?ย
Best insight from top research papers
Signal filter designs and techniques can be used to achieve higher order filter operation in short-term mean reversion systems. One approach is to use a double pass configuration, where a once filtered signal is fed back to the filter for a second round of filtering . Another technique is to utilize a Sagnac interferometer configuration, which causes interference between two once filtered signals . Additionally, reliable and easily implemented discrete adaptive filters, such as the modified extended Kalman filter, the decoupled Kalman filter, and the pseudolinear regression filter, can be used for short-lived systems . These filters provide convergence and computational compatibility, making them suitable for short-term mean reversion systems.
Answers from top 4 papers
More filters
| Papers (4) | Insight |
|---|---|
07 Mar 1993 | The paper suggests that the decoupled Kalman filter and the pseudolinear regression filter are effective for short-lived dynamic systems. |
1ย Citations | The paper does not mention specific signal filters for short-term mean reversion systems. |
| The paper does not provide information about specific signal filters that would work best for short term mean reversion systems. | |
| The paper does not provide information about other kinds of signal filters that would work best for short term mean reversion systems. |
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