RAPIDS AI
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RAPIDS AI

Fast Fractional Differencing on GPUs using Numba and RAPIDS (Part 1)

By: Yi Dong and Mark J. Bennett

Background

Fractional Differencing is a signal processing technique used to remove nonstationarity from time series while maintaining as much time-series memory as possible. Nonstationarity of prices often occurs in stock markets and other capital markets and it makes them hard to…

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