Mustafa U. Torun

Publication Activity (10 Years)

Years Active: 2010-2016
Publications (10 Years): 1

Top Topics

Correlation Matrix

Gpu Implementation

Principal Components

Risk Management

Top Venues

IEEE J. Sel. Top. Signal Process.

SIGMETRICS Perform. Evaluation Rev.

Publications

Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu
FPGA, GPU, and CPU implementations of Jacobi algorithm for eigenanalysis. J. Parallel Distributed Comput. 96 (2016)
Onur Yilmaz, Mustafa U. Torun, Ali N. Akansu
A fast derivation of Karhunen-Loeve transform kernel for first-order autoregressive discrete process. SIGMETRICS Perform. Evaluation Rev. 41 (4) (2014)
Mustafa U. Torun, Ali N. Akansu
An Efficient Method to Derive Explicit KLT Kernel for First-Order Autoregressive Discrete Process. IEEE Trans. Signal Process. 61 (15) (2013)
Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu
FPGA based eigenfiltering for real-time portfolio risk analysis. ICASSP (2013)
Mustafa U. Torun, Ali N. Akansu
A novel method to derive explicit KLT kernel for AR(1) process. ICASSP (2013)
Ali N. Akansu, Mustafa U. Torun
Toeplitz Approximation to Empirical Correlation Matrix of Asset Returns: A Signal Processing Perspective. IEEE J. Sel. Top. Signal Process. 6 (4) (2012)
Mustafa U. Torun, Ali N. Akansu
A novel GPU implementation of eigenanalysis for risk management. SPAWC (2012)
Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu
Novel GPU implementation of Jacobi algorithm for Karhunen-Loève transform of dense matrices. CISS (2012)
Ali N. Akansu, Mustafa U. Torun
On toeplitz approximation to empirical correlation matrix of financial asset returns. CISS (2012)
Wes P. Weydig, Mustafa U. Torun, Ali N. Akansu
Implementation of generalized DFT on Field Programmable Gate Array. ICASSP (2012)
Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
Portfolio Risk in Multiple Frequencies. IEEE Signal Process. Mag. 28 (5) (2011)
Mustafa U. Torun, Ali N. Akansu
On Epps effect and rebalancing of hedged portfolio in multiple frequencies. CAMSAP (2011)
Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
Risk management for trading in multiple frequencies. ICASSP (2011)
Ali N. Akansu, Handan Agirman-Tosun, Mustafa U. Torun
Optimal design of phase function in Generalized DFT. Phys. Commun. 3 (4) (2010)