hellojinwoo / ca_gmvp Goto Github PK

Hi, I am trying to test this code on my stock portfolio but I got these issues
1. Import cudf

I could not install cudf and import it and I think that it is just available on Linux. For t-sne, instead
import cudf from cuml.manifold import TSNE
could I use this code
from sklearn.decomposition import TSNE
or do you have any solution?

2. GMVP_between_clusters function

For this function, the line scaled_daily_return_PCA_array = pca.fit_transform(current_daily_return_df) is not working because the current_daily_return_df is not identified. Is that indeed the after_scaling_return_df ?

3. Components

How could you determine the number of components for t-sne and PCA?

Thank you,
Ben