overfeed.news

GPU-Accelerated Clustering for Financial Instruments at Scale

2mo

Age

Published
Collected

Use AdaptGrow, a GPU-accelerated matrix factorization algorithm, to turn rolling correlation and tail-dependence matrices into hard clusters, soft factor...

Read the full article at developer.nvidia.com

overfeed.news indexes and links. We publish a short excerpt — the full article stays at NVIDIA Technical Blog.

Log in to follow this source
GPU-Accelerated Clustering for Financial Instruments at Scale —…