GPU-Accelerated Clustering for Financial Instruments at Scale

T1Covered by 1 source · first reported by NVIDIA — Blog / Technical Blog / Newsroom at 21 Aug, 16:21 UTC

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

hardware

Sources

• T1GPU-Accelerated Clustering for Financial Instruments at ScaleNVIDIA — Blog / Technical Blog / Newsroom21 Aug, 16:21