Technical Program

Paper Detail

Paper:SS-L6.4
Session:Financial Signal Processing and Electronic Trading
Location:Room 110
Session Time:Thursday, May 30, 15:20 - 17:20
Presentation Time:Thursday, May 30, 16:20 - 16:40
Presentation: Lecture
Topic: Special Sessions: Financial Signal Processing and Electronic Trading
Paper Title: FPGA BASED EIGENFILTERING FOR REAL-TIME PORTFOLIO RISK ANALYSIS
Authors: Mustafa U. Torun, Onur Yilmaz, Ali N. Akansu, New Jersey Institute of Technology, United States