Portfolio Diversification Via K-means

Introduction We use the K-means algorithm to answer two questions regarding portfolio diversification. How diversified is a given portfolio? How can a diversified portfolio be constructed? Additionally, we use the multidimensional scaling (MDS) algorithm to visualize...

Fast GPU Based Nearest Neighbors with Faiss

Faiss MNIST KNN Faiss Gotchas 1. Faiss Faiss is a library for efficient similarity search and clustering of dense vectors. It contains algorithms that search in sets of vectors of any size, up to ones that possibly do not fit in RAM. It also contains supporting code...

Pin It on Pinterest