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...
by GCBC Ventures | Apr 3, 2020 | Machine Learning
GPyOpt Python Package Using GPyOpt Best Result and Ensembling Results Code 1. GPyOpt Python Package GPyOpt is a Python open-source library for Bayesian Optimization developed by the Machine Learning group of the University of Sheffield. It is based on GPy, a Python...
by GCBC Ventures | Feb 17, 2020 | Machine Learning
Introduction Optuna References Using Optuna With Sci-kit Learn Results Code 1. Introduction Optuna is a Python package for general function optimization. It also has specialized coding to integrate it with many popular machine learning packages to allow the use of...
by GCBC Ventures | Feb 4, 2020 | Machine Learning
Bayesian Optimization Python Package Using Bayesian Optimization Ensembling Results Remarks Code 1. Bayesian Optimization Python Package Bayesian Optimization (BO) is a lightweight Python package for finding the parameters of an arbitrary function to maximize a given...
