Browsing by Subject "Cholesky decomposition"

Now showing items 1-2 of 2

    • Conference Object  

      Exploring HPC parallelism with data-driven multithreating 

      Christofides, Constantinos; Michael, G.; Trancoso, Pedro; Evripidou, Paraskevas (IEEE Computer Society, 2013)
      The switch to Multi-core systems has ended the reliance on the single processor for increase in performance and moved into Parallelism. However, the exponential growth in performance of the single processor in the 80's and ...
    • Article  

      Two Cholesky-log-GARCH models for multivariate volatilities 

      Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, M. (2015)
      Parsimonious estimation of high-dimensional covariance matrices is of fundamental importance in multivariate statistics. Typical examples occur in finance, where the instantaneous dependence among several asset returns ...