Mustafa Ugur Torun
Mustafa Ugur Torun
Verified email at njit.edu
Title
Cited by
Cited by
Year
Portfolio risk in multiple frequencies
MU Torun, AN Akansu, M Avellaneda
IEEE Signal Processing Magazine 28 (5), 61-71, 2011
382011
Toeplitz approximation to empirical correlation matrix of asset returns: A signal processing perspective
AN Akansu, MU Torun
IEEE Journal of Selected Topics in Signal Processing 6 (4), 319, 2012
252012
An efficient method to derive explicit KLT kernel for first-order autoregressive discrete process
MU Torun, AN Akansu
IEEE Transactions on Signal Processing 61 (15), 3944-3953, 2013
232013
A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading
AN Akansu, MU Torun
Academic Press, 2015
212015
FPGA, GPU, and CPU implementations of Jacobi algorithm for eigenanalysis
MU Torun, O Yilmaz, AN Akansu
Journal of Parallel and Distributed Computing, 2016
172016
Novel GPU implementation of Jacobi algorithm for Karhunen-Loève transform of dense matrices
MU Torun, O Yilmaz, AN Akansu
Information Sciences and Systems (CISS), 2012 46th Annual Conference on, 1-6, 2012
92012
On basic price model and volatility in multiple frequencies
MU Torun, AN Akansu
2011 IEEE Statistical Signal Processing Workshop (SSP), 45-48, 2011
82011
Optimal design of phase function in Generalized DFT
AN Akansu, H Agirman-Tosun, MU Torun
Physical Communication 3 (4), 255-264, 2010
52010
A novel GPU implementation of eigenanalysis for risk management
MU Torun, AN Akansu
2012 IEEE 13th International Workshop on Signal Processing Advances in …, 2012
42012
A fast derivation of Karhunen-Loeve transform kernel for first-order autoregressive discrete process
O Yilmaz, MU Torun, AN Akansu
ACM SIGMETRICS Performance Evaluation Review 41 (4), 61-64, 2014
22014
Complexity reduction of RBF multiuser detector for DS-CDMA using a genetic algorithm
MU TORUN, DG KUNTALP
Turkish Journal of Electrical Engineering & Computer Sciences 21 (4), 1134-1150, 2013
22013
FPGA based eigenfiltering for real-time portfolio risk analysis
MU Torun, O Yilmaz, AN Akansu
2013 IEEE International Conference on Acoustics, Speech and Signal …, 2013
22013
Implementation of Generalized DFT on Field Programmable Gate Array
WP Weydig, MU Torun, AN Akansu
2012 IEEE International Conference on Acoustics, Speech and Signal …, 2012
12012
On toeplitz approximation to empirical correlation matrix of financial asset returns
AN Akansu, MU Torun
Information Sciences and Systems (CISS), 2012 46th Annual Conference on, 1-4, 2012
12012
On Epps effect and rebalancing of hedged portfolio in multiple frequencies
MU Torun, AN Akansu
Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2011 …, 2011
12011
Genetic Algorithm Assisted Radial Basis Function Multiuser Detector for DS-CDMA
MU Torun, D Kuntalp
2007 IEEE 15th Signal Processing and Communications Applications, 1-4, 2007
12007
A novel method to derive explicit KLT kernel for AR (1) process
MU Torun, AN Akansu
2013 IEEE International Conference on Acoustics, Speech and Signal …, 2013
2013
On Epps Effect and Rebalancing of Hedged Portfolio in Multiple Frequencies
A Akansu, M Torun
Available at SSRN 1986830, 2012
2012
Risk management for trading in multiple frequencies.
MU Torun, AN Akansu, M Avellaneda
ICASSP, 5736-5739, 2011
2011
Distance and Speed Measurement using Stereo Analysis
MU Torun, A Ozkurt
Signal Processing and Communications Applications, 2006 IEEE 14th, 1-4, 2006
2006
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Articles 1–20