On Accelerating Concurrent PCA Computations for Financial Risk Applications

Anubhav Jain, Mayank Bakshi, Amit Kalele, Easwar Subramanian. On Accelerating Concurrent PCA Computations for Financial Risk Applications. In 22nd IEEE International Conference on High Performance Computing, HiPC 2015, Bengaluru, India, December 16-19, 2015. pages 175-184, IEEE, 2015. [doi]

@inproceedings{JainBKS15,
  title = {On Accelerating Concurrent PCA Computations for Financial Risk Applications},
  author = {Anubhav Jain and Mayank Bakshi and Amit Kalele and Easwar Subramanian},
  year = {2015},
  doi = {10.1109/HiPC.2015.22},
  url = {http://dx.doi.org/10.1109/HiPC.2015.22},
  researchr = {https://researchr.org/publication/JainBKS15},
  cites = {0},
  citedby = {0},
  pages = {175-184},
  booktitle = {22nd IEEE International Conference on High Performance Computing, HiPC 2015, Bengaluru, India, December 16-19, 2015},
  publisher = {IEEE},
  isbn = {978-1-4673-8488-9},
}