Description
8K stock returns → 72M Correlation Matrix → HDBSCAN Clustering → Accelerated with NVIDIA GPUs using open-source CUDA-X for Machine Learning libraries.
Notebook: https://github.com/will-hill/GPU-Quant-Finance/blob/main/04-hdbscan-corr-stats-sectors/HDBSCAN_Statistical_Sectors_Demo_with_Benchmarking.ipynb
#hdbscan #stocks #gpu #machinelearning