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]
@inproceedings{KrulewichYBZ15,
title = {Performance assessment of real-time estimation of continuous-time stochastic volatility of financial data on GPUs},
author = {Daniel Krulewich and Junqi Yin and Brent H. Bundick and Yong Zeng},
year = {2015},
doi = {10.1145/2792745.2792754},
url = {http://doi.acm.org/10.1145/2792745.2792754},
researchr = {https://researchr.org/publication/KrulewichYBZ15},
cites = {0},
citedby = {0},
pages = {9},
booktitle = {Proceedings of the 2015 XSEDE Conference: Scientific Advancements Enabled by Enhanced Cyberinfrastructure, St. Louis, MO, USA, July 26 - 30, 2015},
editor = {Gregory D. Peterson},
publisher = {ACM},
isbn = {978-1-4503-3720-5},
}