"GPGPU-based identification of cointegrated portfolios."

Vasco Grossmann, Manfred Schimmler (2017)

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DOI: 10.1109/SSCI.2017.8280985

access: closed

type: Conference or Workshop Paper

metadata version: 2018-02-08

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Vasco Grossmann, Manfred Schimmler:
GPGPU-based identification of cointegrated portfolios. SSCI 2017: 1-6

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