Xianggao Cai, Xiaola Lin. Forecasting High Dimensional Volatility Using Conditional Restricted Boltzmann Machine on GPU. In 26th IEEE International Parallel and Distributed Processing Symposium Workshops & PhD Forum, IPDPS 2012, Shanghai, China, May 21-25, 2012. pages 1979-1986, IEEE Computer Society, 2012. [doi]
Abstract is missing.