Forecasting large scale conditional volatility and covariance using neural network on GPU

Xianggao Cai, Guoming Lai, Xiaola Lin. Forecasting large scale conditional volatility and covariance using neural network on GPU. The Journal of Supercomputing, 63(2):490-507, 2013. [doi]

Authors

Xianggao Cai

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Guoming Lai

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Xiaola Lin

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