| Portfolio risk in multiple frequencies MU Torun, AN Akansu, M Avellaneda IEEE Signal Processing Magazine 28 (5), 61-71, 2011 | 41 | 2011 |
| FPGA, GPU, and CPU implementations of Jacobi algorithm for eigenanalysis MU Torun, O Yilmaz, AN Akansu Journal of Parallel and Distributed Computing 96, 172-180, 2016 | 35 | 2016 |
| 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 | 30 | 2012 |
| A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading AN Akansu, MU Torun Academic Press, 2015 | 29 | 2015 |
| 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 | 28 | 2013 |
| Novel GPU implementation of Jacobi algorithm for Karhunen-Loève transform of dense matrices MU Torun, O Yilmaz, AN Akansu 2012 46th Annual Conference on Information Sciences and Systems (CISS), 1-6, 2012 | 9 | 2012 |
| On basic price model and volatility in multiple frequencies MU Torun, AN Akansu 2011 IEEE Statistical Signal Processing Workshop (SSP), 45-48, 2011 | 9 | 2011 |
| Optimal design of phase function in Generalized DFT AN Akansu, H Agirman-Tosun, MU Torun Physical Communication 3 (4), 255-264, 2010 | 6 | 2010 |
| A novel GPU implementation of eigenanalysis for risk management MU Torun, AN Akansu 2012 IEEE 13th International Workshop on Signal Processing Advances in …, 2012 | 4 | 2012 |
| 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 | 3 | 2014 |
| 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 | 3 | 2013 |
| 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 | 2 | 2013 |
| 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 | 1 | 2012 |
| On Toeplitz approximation to empirical correlation matrix of financial asset returns AN Akansu, MU Torun 2012 46th Annual Conference on Information Sciences and Systems (CISS), 1-4, 2012 | 1 | 2012 |
| On Epps effect and rebalancing of hedged portfolio in multiple frequencies MU Torun, AN Akansu 2011 4th IEEE International Workshop on Computational Advances in Multi …, 2011 | 1 | 2011 |
| Risk management for trading in multiple frequencies MU Torun, AN Akansu, M Avellaneda 2011 IEEE International Conference on Acoustics, Speech and Signal …, 2011 | 1 | 2011 |
| 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 | 1 | 2007 |
| 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 |
| High performance digital signal processing: Theory, design, and applications in finance MU Torun New Jersey Institute of Technology, 2013 | | 2013 |
| On Epps Effect and Rebalancing of Hedged Portfolio in Multiple Frequencies A Akansu, M Torun Available at SSRN 1986830, 2012 | | 2012 |
Ali N. AkansuProfessor of Electrical & Computer Engineering, NJIT, Newark NJ, USAVerified email at njit.edu
