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8K stock returns w/ HDBSCAN + GPU

NVIDIA Developer Short 4 months ago

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