Grant Jensen – NVIDIA Technical Blog News and tutorials for developers, data scientists, and IT admins 2023-06-12T20:51:15Z http://www.open-lab.net/blog/feed/ Grant Jensen <![CDATA[Hierarchical Risk Parity on RAPIDS: An ML Approach to Portfolio Allocation]]> http://www.open-lab.net/blog/?p=46663 2023-06-12T20:51:15Z 2022-04-20T00:41:55Z Data scientists often use the finance world as a playground for testing new techniques. Financial data has been recorded for decades, and it all takes on a...]]>

Data scientists often use the finance world as a playground for testing new techniques. Financial data has been recorded for decades, and it all takes on a numerical form, making it easy to process. Plus, there is always the chance that you create a model that makes money! Within finance, the general goal of an investment is to maximize return (money made or lost on investment) while…

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