Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - School of Economics and Management, University of Aarhus - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …