Optimal design of phase function in Generalized DFT. - Ali N. Akansu; Handan Agirman-Tosun; Mustafa U. Torun (Phys. Commun., 2010)

On Epps effect and rebalancing of hedged portfolio in multiple frequencies. - Mustafa U. Torun; Ali N. Akansu (CAMSAP, 2011)

Risk management for trading in multiple frequencies. - Mustafa U. Torun; Ali N. Akansu; Marco Avellaneda (ICASSP, 2011)

Portfolio Risk in Multiple Frequencies. - Mustafa U. Torun; Ali N. Akansu; Marco Avellaneda (IEEE Signal Process. Mag., 2011)

On toeplitz approximation to empirical correlation matrix of financial asset returns. - Ali N. Akansu; Mustafa U. Torun (CISS, 2012)

Novel GPU implementation of Jacobi algorithm for Karhunen-Loève transform of dense matrices. - Mustafa U. Torun; Onur Yilmaz; Ali N. Akansu (CISS, 2012)

Implementation of generalized DFT on Field Programmable Gate Array. - Wes P. Weydig; Mustafa U. Torun; Ali N. Akansu (ICASSP, 2012)

A novel GPU implementation of eigenanalysis for risk management. - Mustafa U. Torun; Ali N. Akansu (SPAWC, 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 method to derive explicit KLT kernel for AR(1) process. - Mustafa U. Torun; Ali N. Akansu (ICASSP, 2013)

FPGA based eigenfiltering for real-time portfolio risk analysis. - Mustafa U. Torun; Onur Yilmaz; Ali N. Akansu (ICASSP, 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)

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)

FPGA, GPU, and CPU implementations of Jacobi algorithm for eigenanalysis. - Mustafa U. Torun; Onur Yilmaz; Ali N. Akansu (J. Parallel Distributed Comput., 2016)