Huabin Ruan

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—The Gaussian Copula Model (GCM) plays an important role in the state-of-the-art financial analysis field for modeling the dependence of financial assets. However, the existing implementations of GCM are all computationally-demanding and time-consuming. In this paper, we propose a Dataflow Engine (DFE) design to accelerate the GCM computation. Specifically,(More)
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