Performance assessment of real-time estimation of continuous-time stochastic volatility of financial data on GPUs - researchr publication authors

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Daniel Krulewich, Junqi Yin, Brent H. Bundick, Yong Zeng. Performance assessment of real-time estimation of continuous-time stochastic volatility of financial data on GPUs. In Gregory D. Peterson, editor, Proceedings of the 2015 XSEDE Conference: Scientific Advancements Enabled by Enhanced Cyberinfrastructure, St. Louis, MO, USA, July 26 - 30, 2015. pages 9, ACM, 2015. [doi]

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