by GCBC Ventures | Jul 27, 2023 | Finance, Machine Learning

This is the first in what will be a series of articles exploring how to use quantitative and machine learning methods to construct portfolios. By construction, we mean some combination of selecting assets and determining weights. We describe a method of taking a fixed...
by GCBC Ventures | Nov 4, 2021 | Finance, Machine Learning

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...