Mustafa U. Torun

According to our database, Mustafa U. Torun authored at least 14 papers between 2010 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

FPGA, GPU, and CPU implementations of Jacobi algorithm for eigenanalysis.

Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu

J. Parallel Distributed Comput., 2016

2014

A fast derivation of Karhunen-Loeve transform kernel for first-order autoregressive discrete process.

Onur Yilmaz, Mustafa U. Torun, Ali N. Akansu

SIGMETRICS Perform. Evaluation Rev., 2014

2013

An Efficient Method to Derive Explicit KLT Kernel for First-Order Autoregressive Discrete Process.

Mustafa U. Torun, Ali N. Akansu

IEEE Trans. Signal Process., 2013

FPGA based eigenfiltering for real-time portfolio risk analysis.

Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu

Proceedings of the IEEE International Conference on Acoustics, 2013

A novel method to derive explicit KLT kernel for AR(1) process.

Mustafa U. Torun, Ali N. Akansu

Proceedings of the IEEE International Conference on Acoustics, 2013

2012

Toeplitz Approximation to Empirical Correlation Matrix of Asset Returns: A Signal Processing Perspective.

Ali N. Akansu, Mustafa U. Torun

IEEE J. Sel. Top. Signal Process., 2012

A novel GPU implementation of eigenanalysis for risk management.

Mustafa U. Torun, Ali N. Akansu

Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012

Implementation of generalized DFT on Field Programmable Gate Array.

Wes P. Weydig, Mustafa U. Torun, Ali N. Akansu

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Novel GPU implementation of Jacobi algorithm for Karhunen-Loève transform of dense matrices.

Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu

Proceedings of the 46th Annual Conference on Information Sciences and Systems, 2012

On toeplitz approximation to empirical correlation matrix of financial asset returns.

Ali N. Akansu, Mustafa U. Torun

Proceedings of the 46th Annual Conference on Information Sciences and Systems, 2012

2011

Portfolio Risk in Multiple Frequencies.

Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda

IEEE Signal Process. Mag., 2011

Risk management for trading in multiple frequencies.

Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda

Proceedings of the IEEE International Conference on Acoustics, 2011

On Epps effect and rebalancing of hedged portfolio in multiple frequencies.

Mustafa U. Torun, Ali N. Akansu

Proceedings of the 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2011

2010

Optimal design of phase function in Generalized DFT.

Ali N. Akansu, Handan Agirman-Tosun, Mustafa U. Torun

Phys. Commun., 2010