| IN JOURNALS |
Toeplitz Approximation to Empirical Correlation Matrix of Asset Returns: A Signal Processing Perspective
A. N. Akansu and M. U. Torun, IEEE Journal of Selected Topics in Signal Processing, Special Issue on Signal Processing Methods in Finance and Electronic Trading,
Accepted and to be published. |
Complexity Reduction of RBF Multiuser Detector for DS-CDMA Using Genetic Algorithm
M. U. Torun and D. Kuntalp, Turkish Journal of Electrical Engineering and Computer Sciences, Accepted and to be published. |
Portfolio Risk in Multiple Frequencies [Published Version][Citation]
M. U. Torun, A. N. Akansu, and M. Avellaneda, Special Issue of the IEEE Signal Processing Magazine on Signal Processing for Financial Applications, Sep. 2011 |
Optimal Design of Phase Function in Generalized DFT [Published Version][Citation]
A. N. Akansu, H. Agirman-Tosun, and M. U. Torun, Physical Communication, Elsevier, Volume 3, Issue 4, Dec. 2010, Pages 255-264 |
| IN CONFERENCE PROCEEDINGS |
Novel GPU Implementation of Jacobi Algorithm for Karhunen-Loeve Transform of Dense Matrices
M. U. Torun, O. Yilmaz, and A. N. Akansu, IEEE CISS 2012, Princeton, New Jersey, Mar. 2012, Accepted and to be presented. |
On Toeplitz Approximation to Empirical Correlation Matrix of Financial Asset Returns
A. N. Akansu and M. U. Torun, IEEE CISS 2012, Princeton, New Jersey, Mar. 2012, Accepted and to be presented. |
Implementation of Generalized DFT on Field Programmable Gate Array
W. P. Weydig, M. U. Torun, and A. N. Akansu, IEEE ICASSP 2012, Kyoto, Japan, Mar. 2012, Accepted and to be presented. |
On Epps Effect and Rebalancing of Hedged Portfolio in Multiple Frequencies [Published Version][Citation]
M. U. Torun and A. N. Akansu, IEEE Fourth International Workshop on Computational Advances in Multi-Sensor
Adaptive Processing,
San Juan, Puerto Rico, Dec. 2011 |
On Basic Price Model and Volatility in Multiple Frequencies [Published Version][Citation]
M. U. Torun and A. N. Akansu, IEEE Workshop on Statistical Signal Processing, Nice, France, Jun. 2011 |
Risk Management for Trading in Multiple Frequencies [Published Version][Citation]
M. U. Torun, A. N. Akansu, and M. Avellaneda, IEEE ICASSP 2011, Prague, Czech Rebuplic, May 2011 |
Genetic Algorithm Assisted Radial Basis Function Multiuser Detector for DS-CDMA [Published Version][Citation]
M. U. Torun and D. Kuntalp, In Proceedings of IEEE 15th Signal Processing and Communications Applications Conference, Eskisehir, Turkey, Jun. 2007 |
Classification of Branch Block Beats using Higher Order Spectral Analysis and Neural Networks [Published Version][Citation]
M. U. Torun, Y. Isler, D. Kuntalp, and M. Kuntalp, In Proceedings of IEEE 14th Signal Processing and Communications Applications Conference, Antalya, Turkey, Apr. 2006 |
Distance and Speed Measurement Using Stereo Analysis [Published Version][Citation]
M. U. Torun and A. Ozkurt, In Proceedings of IEEE 14th Signal Processing and Communications Applications Conference, Antalya, Turkey, Apr. 2006 |
| THESES |
Complexity Reduction of RBF Multiuser Detectors for DS-CDMA in AWGN and Rayleigh Fading Channels Using Genetic Algorithms
Dokuz Eylul University, Izmir, Turkey, 2005, M.S. in Electrical & Electronics Engineering.
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Speed and Distance Measurement of an Object in Motion Using Stereopsis and Digital Image Processing
Dokuz Eylul University, Izmir, Turkey, 2007, B.S. in Electrical & Electronics Engineering.
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| COURSE MATERIAL |
Manual for Laboratory for High Performance Digital Signal Processing (VHDL and CUDA for DSP)
A. N. Akansu and M. U. Torun, NJIT, Newark, NJ, USA, Jan 2012. |
Manual for Laboratory for Digital Signal Processing with FPGAs
A. N. Akansu and M. U. Torun, NJIT, Newark, NJ, USA, Jan 2011. |
| OTHER |
Introduction to Macromedia Flash 5 (In Turkish)
M. U. Torun, PC Magazine Turkey, Istanbul, Turkey, Feb - Jun 2001 |
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