{"id":3365,"date":"2026-01-12T07:43:00","date_gmt":"2026-01-11T23:43:00","guid":{"rendered":"https:\/\/www.laoyulaoyu.com\/?p=3365"},"modified":"2026-01-13T22:49:09","modified_gmt":"2026-01-13T14:49:09","slug":"%e5%88%ab%e5%86%8d%e8%ae%a9%e4%bd%a0%e7%9a%84%e5%a5%bd%e6%98%be%e5%8d%a1%e5%90%83%e7%81%b0%e4%ba%86%ef%bc%81%e7%a1%ac%e6%a0%b8%e6%8f%ad%e7%a7%98%ef%bc%9a%e9%87%8f%e5%8c%96%e5%9b%a2%e9%98%9f%e6%98%af","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/01\/12\/%e5%88%ab%e5%86%8d%e8%ae%a9%e4%bd%a0%e7%9a%84%e5%a5%bd%e6%98%be%e5%8d%a1%e5%90%83%e7%81%b0%e4%ba%86%ef%bc%81%e7%a1%ac%e6%a0%b8%e6%8f%ad%e7%a7%98%ef%bc%9a%e9%87%8f%e5%8c%96%e5%9b%a2%e9%98%9f%e6%98%af\/","title":{"rendered":"\u522b\u518d\u8ba9\u4f60\u7684\u597d\u663e\u5361\u5403\u7070\u4e86\uff01\u786c\u6838\u63ed\u79d8\uff1a\u91cf\u5316\u56e2\u961f\u662f\u5982\u4f55\u7528GPU\u52a0\u901f\u91d1\u878d\u5efa\u6a21\u7684\uff1f"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2026\/01\/cover.png\" alt=\"\" class=\"wp-image-3201\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u4eca\u5929\u6559\u5927\u5bb6\u4e00\u4e2a\u786c\u6838\u6280\u672f\uff0c\u7528\u82f1\u4f1f\u8fbe\u7684RAPIDS\u5e93\uff0c\u7ed9\u54b1\u4eec\u5e38\u7528\u7684Python\u6570\u636e\u5206\u6790\u5de5\u5177scikit-learn\u52a0\u4e0a\u201c\u6da1\u8f6e\u589e\u538b\u201d\u3002\u4e0d\u7528\u6539\u4ee3\u7801\uff0c<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u91d1\u878d\u6570\u636e\u5904\u7406\u901f\u5ea6\u76f4\u63a5\u8d77\u98de\uff0c\u6700\u9ad8\u80fd\u5feb50\u500d<\/mark>\u3002\u522b\u8ba9\u4f60\u7684\u597d\u663e\u5361\u5929\u5929\u53ea\u77e5\u9053\u6253\u6e38\u620f\u6216\u8005\u5403\u7070\u4e86\uff0c\u8d76\u7d27\u5b66\u8d77\u6765\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001<\/strong><strong>\u663e\u5361\u4e0d\u53ea\u662f\u7528\u6765\u6253\u6e38\u620f\u7684<\/strong><\/h2>\n\n\n\n<p>\u4e00\u76f4\u4ee5\u6765\uff0c\u663e\u5361\u5728\u6211\u4eec\u5370\u8c61\u4e2d\u5c31\u662f\u6253\u6e38\u620f\u7684\u5de5\u5177\u3002\u4f46\u662f\u4f60\u53ef\u80fd\u4e0d\u77e5\u9053\uff0c\u663e\u5361\u91cc\u9762\u6709\u51e0\u5343\u4e2a\u8ba1\u7b97\u6838\u5fc3\uff0c\u7528\u6765\u505a\u6570\u636e\u5206\u6790\u7b80\u76f4\u662f\u795e\u5668\u3002<\/p>\n\n\n\n<p>\u6700\u8fd1NVIDIA\u63a8\u51fa\u4e86\u4e00\u4e2a\u53eb<strong>RAPIDS<\/strong>\u7684\u5de5\u5177\u5305\uff0c\u4e13\u95e8\u8ba9\u505a\u6570\u636e\u5206\u6790\u7684\u4eba\u4e5f\u80fd\u7528\u4e0aGPU\u7684\u8d85\u5f3a\u8ba1\u7b97\u80fd\u529b\u3002\u6700\u8ba9\u6211\u5174\u594b\u7684\u662f\uff0c\u5b83\u5bf9scikit-learn\u7684\u52a0\u901f\u6548\u679c\u7279\u522b\u597d\uff0c\u80fd\u628a\u539f\u672c\u9700\u8981\u51e0\u4e2a\u5c0f\u65f6\u7684\u8ba1\u7b97\u7f29\u77ed\u5230\u51e0\u5206\u949f\u3002<\/p>\n\n\n\n<p>\u8fd9\u5bf9\u4e8e\u6211\u4eec\u641e\u91cf\u5316\u5206\u6790\u7684\u4eba\u6765\u8bf4\uff0c\u7b80\u76f4\u662f\u798f\u97f3\u3002\u4f60\u60f3\u554a\uff0c\u5206\u6790\u6807\u666e500\u6307\u6570500\u53ea\u80a1\u79685\u5e74\u7684\u5386\u53f2\u6570\u636e\uff0c\u5982\u679c\u7528\u4f20\u7edf\u65b9\u6cd5\uff0cCPU\u8981\u7b97\u534a\u5929\uff1b\u7528\u4e0aGPU\uff0c\u51e0\u5206\u949f\u5c31\u5b8c\u4e8b\u4e86\u3002<\/p>\n\n\n\n<p><strong>\ud83d\udca1\u4ec0\u4e48\u662fRAPIDS\uff1f<\/strong><\/p>\n\n\n\n<p>RAPIDS\u662fNVIDIA\u5f00\u6e90\u7684\u4e00\u5957GPU\u52a0\u901f\u6570\u636e\u79d1\u5b66\u5de5\u5177\u5305\uff0c\u5305\u62eccuDF\uff08\u52a0\u901fpandas\uff09\u3001cuML\uff08\u52a0\u901fscikit-learn\uff09\u3001cuGraph\u7b49\u5e93\u3002\u5b83\u8ba9\u6570\u636e\u79d1\u5b66\u5bb6\u65e0\u9700\u5b66\u4e60CUDA\u7f16\u7a0b\uff0c\u5c31\u80fd\u4eab\u53d7GPU\u5e26\u6765\u7684\u901f\u5ea6\u63d0\u5347\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001<\/strong><strong>\u4e3b\u6210\u5206\u5206\u6790\u662f\u4e2a\u5565\uff1f<\/strong><\/h2>\n\n\n\n<p>\u8bf4\u5230\u6570\u636e\u5206\u6790\uff0c\u5c31\u4e0d\u5f97\u4e0d\u63d0<strong>\u4e3b\u6210\u5206\u5206\u6790\uff08PCA\uff09<\/strong>\u3002\u8fd9\u4e2a\u540d\u5b57\u542c\u8d77\u6765\u633a\u552c\u4eba\uff0c\u5176\u5b9e\u539f\u7406\u5e76\u4e0d\u96be\u3002<\/p>\n\n\n\n<p>\u60f3\u8c61\u4e00\u4e0b\uff0c\u4f60\u89c2\u5bdf500\u53ea\u80a1\u7968\uff0c\u6bcf\u53ea\u80a1\u7968\u7684\u6da8\u8dcc\u90fd\u53d7\u5230\u5404\u79cd\u56e0\u7d20\u5f71\u54cd\uff1a\u5927\u76d8\u8d70\u52bf\u3001\u884c\u4e1a\u8f6e\u52a8\u3001\u653f\u7b56\u53d8\u5316\u3001\u516c\u53f8\u57fa\u672c\u9762\u7b49\u7b49\u3002\u8fd9\u4e9b\u56e0\u7d20\u52a0\u8d77\u6765\u53ef\u80fd\u6709\u51e0\u5341\u4e2a\uff0c\u5206\u6790\u8d77\u6765\u7279\u522b\u9ebb\u70e6\u3002<\/p>\n\n\n\n<p>\u8fd9\u5c31\u50cf\u542c\u4ea4\u54cd\u4e50\uff0c\u4f60\u542c\u5230\u7684\u662f\u6df7\u5728\u4e00\u8d77\u7684\u58f0\u97f3\u3002PCA\u7684\u4f5c\u7528\uff0c\u5c31\u662f\u5e2e\u4f60\u628a\u8fd9\u91cc\u9762\u7684\u5c0f\u63d0\u7434\u3001\u5927\u63d0\u7434\u3001\u94a2\u7434\u7684\u58f0\u97f3\u5355\u72ec\u5206\u79bb\u51fa\u6765\uff0c\u770b\u770b\u8c01\u662f\u4e3b\u65cb\u5f8b\uff0c\u8c01\u5728\u4f34\u594f\u3002<\/p>\n\n\n\n<p>\u800c\u6bcf\u4e2a\u4e3b\u6210\u5206\u8fd8\u90fd\u662f\u539f\u6765\u90a3\u4e9b\u56e0\u7d20\u7684\u7efc\u5408\u4f53\uff0c\u4f46\u5b83\u4eec\u4e4b\u95f4\u4e92\u4e0d\u76f8\u5173\uff0c\u5206\u6790\u8d77\u6765\u5c31\u7b80\u5355\u591a\u4e86\u3002<\/p>\n\n\n\n<p>\u5728\u91cf\u5316\u6295\u8d44\u9886\u57df\uff0c\u8fd9\u4e9b\u4e3b\u6210\u5206\u5c31\u662f\u6211\u4eec\u5e38\u8bf4\u7684<strong>&#8220;\u56e0\u5b50&#8221;<\/strong>\u3002\u627e\u5230\u597d\u7684\u56e0\u5b50\uff0c\u5c31\u80fd\u6784\u5efa\u51fa\u6709\u6548\u7684\u6295\u8d44\u7b56\u7565\u3002<\/p>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter\"><img decoding=\"async\" src=\"https:\/\/mmbiz.qpic.cn\/mmbiz_png\/Vk07qSNq7L0yCTmfaTreFiaC2Y3IwcRMsGM5dPibbYvDlyopAHnrPs0vpuxbzF3Q5rPwKY5I4sQhywYFe9n7o6sw\/640?wx_fmt=png&amp;from=appmsg\" alt=\"\"\/><figcaption class=\"wp-element-caption\">\u4e3b\u6210\u5206\u5206\u6790\u5c06\u9ad8\u7ef4\u6570\u636e\u964d\u5230\u4f4e\u7ef4\u7a7a\u95f4\u8fdb\u884c\u53ef\u89c6\u5316\u5206\u6790<\/figcaption><\/figure>\n<\/div>\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u624b\u628a\u624b\u6559\u5b66<\/strong><strong>\uff1a\u7528PCA\u5206\u6790\u6807\u666e500<\/strong><\/h2>\n\n\n\n<p>\u7406\u8bba\u8bb2\u5f97\u5dee\u4e0d\u591a\u4e86\uff0c\u54b1\u4eec\u76f4\u63a5\u4e0a\u624b\u5b9e\u6218\u3002\u6211\u7528\u7684\u662fPython\uff0c\u4ee3\u7801\u5f88\u7b80\u5355\uff0c\u65b0\u624b\u4e5f\u80fd\u770b\u61c2\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e00\u6b65\uff1a\u51c6\u5907\u73af\u5883<\/strong><\/h3>\n\n\n\n<p>\u9996\u5148\u5b89\u88c5\u5fc5\u8981\u7684\u5e93\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u52a0\u8f7dRAPIDS\u52a0\u901f\u63d2\u4ef6\n%load_ext cuml.accel\n\nimport&nbsp;yfinance&nbsp;as&nbsp;yf\nimport&nbsp;pandas&nbsp;as&nbsp;pd\nimport&nbsp;numpy&nbsp;as&nbsp;np\nfrom&nbsp;sklearn.decomposition&nbsp;import&nbsp;PCA\nimport&nbsp;matplotlib.pyplot&nbsp;as&nbsp;plt\nimport&nbsp;requests<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e8c\u6b65\uff1a\u83b7\u53d6\u6570\u636e<\/strong><\/h3>\n\n\n\n<p>\u4ece\u96c5\u864e\u8d22\u7ecf\u4e0b\u8f7d\u6807\u666e500\u6210\u5206\u80a1\u7684\u5386\u53f2\u6570\u636e\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u83b7\u53d6\u6807\u666e500\u6210\u5206\u80a1\u5217\u8868\nurl&nbsp;=&nbsp;\"https:\/\/en.wikipedia.org\/wiki\/List_of_S%26P_500_companies\"\nresponse&nbsp;= requests.get(url, headers={'User-Agent':&nbsp;'Mozilla\/5.0'})\ntables&nbsp;= pd.read_html(response.text)\nsnp_symbols&nbsp;= tables&#91;0]&#91;'Symbol'].tolist()\n\n# \u4e0b\u8f7d\u5386\u53f2\u6570\u636e\uff082020\u5e74\u52302025\u5e74\uff09\ndata&nbsp;= yf.download(snp_symbols, start=\"2020-01-01\", end=\"2025-10-15\")\nreturns&nbsp;= data&#91;'Close'].pct_change().dropna()<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e09\u6b65\uff1a\u8fd0\u884c\u4e3b\u6210\u5206\u5206\u6790<\/strong><\/h3>\n\n\n\n<p>\u8fd9\u4e00\u6b65\u6700\u5173\u952e\uff0c\u6211\u4eec\u7528PCA\u627e\u51fa\u5f71\u54cd\u80a1\u7968\u6536\u76ca\u7684\u4e3b\u8981\u56e0\u5b50\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u9009\u53d6\u524d5\u4e2a\u4e3b\u6210\u5206\npca = PCA(n_components=5)\npca.fit(returns)\n\n# \u67e5\u770b\u6bcf\u4e2a\u4e3b\u6210\u5206\u7684\u89e3\u91ca\u529b\u5ea6\nprint(\"\u5404\u4e3b\u6210\u5206\u89e3\u91ca\u65b9\u5dee\u6bd4\u4f8b\uff1a\")\nfor&nbsp;i, ratio&nbsp;in&nbsp;enumerate(pca.explained_variance_ratio_):\n&nbsp; &nbsp;&nbsp;print(f\"\u4e3b\u6210\u5206{i+1}:&nbsp;{ratio:.2%}\")<\/code><\/pre>\n\n\n\n<p>\u8fd0\u884c\u7ed3\u679c\u663e\u793a\uff0c\u7b2c\u4e00\u4e2a\u4e3b\u6210\u5206\u901a\u5e38\u80fd\u89e3\u91ca25%-30%\u7684\u6ce2\u52a8\uff0c\u524d\u4e94\u4e2a\u4e3b\u6210\u5206\u52a0\u8d77\u6765\u80fd\u89e3\u91ca45%\u5de6\u53f3\u7684\u6ce2\u52a8\u3002\u8fd9\u8bf4\u660e\u5e02\u573a\u7684\u786e\u5b58\u5728\u4e00\u4e9b\u5171\u540c\u7684\u9a71\u52a8\u56e0\u7d20\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u56db\u6b65\uff1a\u53ef\u89c6\u5316\u7ed3\u679c<\/strong><\/h3>\n\n\n\n<p>\u5149\u770b\u6570\u5b57\u6ca1\u610f\u601d\uff0c\u54b1\u4eec\u753b\u56fe\u770b\u770b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u753b\u65b9\u5dee\u89e3\u91ca\u56fe\nfig, (ax1, ax2) = plt.subplots(1,&nbsp;2, figsize=(12,&nbsp;4))\n\n# \u5355\u4e2a\u89e3\u91ca\u529b\nax1.bar(range(1,&nbsp;6), pca.explained_variance_ratio_ *&nbsp;100)\nax1.set_title('\u5404\u4e3b\u6210\u5206\u89e3\u91ca\u529b')\nax1.set_xlabel('\u4e3b\u6210\u5206')\nax1.set_ylabel('\u89e3\u91ca\u65b9\u5dee\u6bd4\u4f8b(%)')\n\n# \u7d2f\u8ba1\u89e3\u91ca\u529b\ncumsum&nbsp;= np.cumsum(pca.explained_variance_ratio_)\nax2.plot(range(1,&nbsp;6), cumsum *&nbsp;100, 'ro-')\nax2.set_title('\u7d2f\u8ba1\u89e3\u91ca\u529b')\nax2.set_xlabel('\u4e3b\u6210\u5206')\nax2.set_ylabel('\u7d2f\u8ba1\u89e3\u91ca\u65b9\u5dee\u6bd4\u4f8b(%)')\n\nplt.tight_layout()\nplt.show()<\/code><\/pre>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter\"><img decoding=\"async\" src=\"https:\/\/mmbiz.qpic.cn\/mmbiz_png\/Vk07qSNq7L0yCTmfaTreFiaC2Y3IwcRMs2BJ6zhbMxFu3uibFP6hiaB52UnCmD0rzIiaCrwf6mibiajYLsRz7oCWFcaQ\/640?wx_fmt=png&amp;from=appmsg\" alt=\"\"\/><figcaption class=\"wp-element-caption\">\u901a\u8fc7\u56fe\u8868\u80fd\u6e05\u695a\u770b\u5230\uff0c\u7b2c\u4e00\u4e2a\u4e3b\u6210\u5206\u89e3\u91ca\u529b\u6700\u5f3a\uff0c\u540e\u9762\u7684\u9010\u6e10\u51cf\u5f31<\/figcaption><\/figure>\n<\/div>\n\n\n<p>\u770b\u5de6\u8fb9\u7684\u67f1\u72b6\u56fe\uff0c\u7b2c1\u4e2a\u56e0\u5b50\uff08<em>Component 1<\/em>\uff09\u4e00\u67f1\u64ce\u5929\uff0c\u8fd9\u901a\u5e38\u4ee3\u8868\u4e86\u5e02\u573a\u7684\u6574\u4f53\u8d70\u52bf\uff08<em>\u4e5f\u5c31\u662f\u5927\u5bb6\u5e38\u8bf4\u7684\u8d1d\u5854Beta<\/em>\uff09\u3002\u540e\u9762\u7684\u56e0\u5b50\u8d21\u732e\u7387\u9012\u51cf\uff0c\u5b83\u4eec\u53ef\u80fd\u4ee3\u8868\u4e86\u884c\u4e1a\u677f\u5757\u3001\u5b8f\u89c2\u7ecf\u6d4e\u6216\u8005\u67d0\u79cd\u7279\u5b9a\u7684\u98ce\u683c\u504f\u597d\u3002<\/p>\n\n\n\n<p>\u6709\u610f\u601d\u7684\u662f\uff0c\u8fd9\u4e9b\u56e0\u5b50\u4e0d\u662f\u4e00\u6210\u4e0d\u53d8\u7684\u3002\u5982\u679c\u4f60\u628a\u5206\u6790\u7684\u65f6\u95f4\u6bb5\u6362\u4e00\u4e0b\uff0c\u6bd4\u5982\u53ea\u770b2020\u5e74\u52302021\u5e74\uff08<em>\u90a3\u4e2a\u7279\u6b8a\u7684\u65f6\u671f<\/em>\uff09\uff0c\u4f60\u4f1a\u53d1\u73b0\u56e0\u5b50\u7684\u7ed3\u6784\u5b8c\u5168\u53d8\u4e86\u3002\u8fd9\u8bf4\u660e\u5e02\u573a\u7684\u4e3b\u5bfc\u903b\u8f91\u662f\u5728\u4e0d\u65ad\u53d8\u5316\u7684\uff0c\u54b1\u4eec\u505a\u7814\u7a76\u4e5f\u5f97\u4e0e\u65f6\u4ff1\u8fdb\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3D\u805a\u7c7b\uff1a\u770b\u770b\u54ea\u4e9b\u80a1\u7968\u662f\u201c\u4e00\u4f19\u7684\u201d<\/strong><\/h3>\n\n\n\n<p>\u6211\u4eec\u8981\u770b\u770b\u8fd9500\u591a\u53ea\u80a1\u7968\uff0c\u5206\u522b\u8ddf\u8fd9\u51e0\u4e2a\u56e0\u5b50\u7684\u5173\u7cfb\u6709\u591a\u94c1\u3002<\/p>\n\n\n\n<p>\u63a5\u4e0b\u6765\u5c06\u6bcf\u53ea\u80a1\u7968\u5728\u524d3\u4e2a\u4e3b\u8981\u56e0\u5b50\u4e0a\u7684\u66b4\u9732\u5ea6\uff08Loadings\uff09\uff0c\u6620\u5c04\u5230\u4e00\u4e2a\u4e09\u7ef4\u7a7a\u95f4\u91cc\u3002\u8fd9\u6837\uff0c\u6211\u4eec\u5c31\u80fd\u76f4\u89c2\u5730\u770b\u5230\u80a1\u7968\u7684\u805a\u7c7b\u60c5\u51b5\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u83b7\u53d6\u5404\u80a1\u7968\u7684\u52a0\u8f7d\u91cf\uff08\u80a1\u7968\u6570\u00d7\u6210\u5206\u6570\uff09\nloadings&nbsp;= pca.components_&#91;:3].T &nbsp;# First&nbsp;3&nbsp;factors (n_stocks x&nbsp;3)\nfig&nbsp;= plt.figure(figsize=(10,&nbsp;8))\nax&nbsp;= fig.add_subplot(111, projection='3d')\n\n# \u7ed8\u5236\u80a1\u7968\u4ed3\u4f4d\u56fe\uff0c\u6309f3\u98ce\u9669\u66b4\u9732\u503c\u5206\u522b\u7740\u8272\nsc&nbsp;= ax.scatter(loadings&#91;:,&nbsp;0], loadings&#91;:,&nbsp;1], loadings&#91;:,&nbsp;2],&nbsp;\nc=loadings&#91;:,&nbsp;2], cmap='viridis', s=20, alpha=0.6)\nax.set_xlabel('Factor&nbsp;1&nbsp;(Market Beta)')\nax.set_ylabel('Factor&nbsp;2&nbsp;(e.g., Growth)')\nax.set_zlabel('Factor&nbsp;3&nbsp;(e.g., Value)')\n\nplt.colorbar(sc, ax=ax, label='Factor&nbsp;3&nbsp;Exposure')\nplt.title('S&amp;P&nbsp;500&nbsp;Stocks Clustered by Top&nbsp;3&nbsp;Factors')\nplt.show()<\/code><\/pre>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter\"><img decoding=\"async\" src=\"https:\/\/mmbiz.qpic.cn\/mmbiz_png\/Vk07qSNq7L0yCTmfaTreFiaC2Y3IwcRMs0EuITwxzXSibGPaKiaiaCvqibRD8eZtr7PYG4nkv95zTiaTC7kNWhZmvIoA\/640?wx_fmt=png&amp;from=appmsg\" alt=\"\"\/><figcaption class=\"wp-element-caption\">\u80a1\u7968\u5728\u4e09\u7ef4\u56e0\u5b50\u7a7a\u95f4\u4e2d\u7684\u805a\u7c7b\u5206\u5e03<\/figcaption><\/figure>\n<\/div>\n\n\n<p>\u770b\u4e0a\u9762\u8fd9\u5f20\u56fe\uff0c\u662f\u4e0d\u662f\u5f88\u50cf\u5b87\u5b99\u661f\u4e91\uff1f\u56fe\u4e0a\u7684\u6bcf\u4e00\u4e2a\u70b9\u4ee3\u8868\u4e00\u53ea\u80a1\u7968\u3002<\/p>\n\n\n\n<p>\u4f60\u4f1a\u53d1\u73b0\uff0c\u8fd9\u4e9b\u70b9\u5e76\u4e0d\u662f\u968f\u673a\u5206\u5e03\u7684\uff0c\u800c\u662f\u805a\u96c6\u6210\u4e86\u4e00\u56e2\u4e00\u56e2\u7684\u3002\u6bd4\u5982\uff0c\u79d1\u6280\u80a1\u53ef\u80fd\u624e\u5806\u5728\u67d0\u4e2a\u533a\u57df\uff08\u4ee3\u8868\u5b83\u4eec\u5bf9\u67d0\u4e2a\u6210\u957f\u56e0\u5b50\u5f88\u654f\u611f\uff09\uff0c\u800c\u80fd\u6e90\u80a1\u53ef\u80fd\u624e\u5806\u5728\u53e6\u4e00\u4e2a\u533a\u57df\uff08\u4ee3\u8868\u5b83\u4eec\u5bf9\u6cb9\u4ef7\u6216\u5468\u671f\u56e0\u5b50\u66f4\u654f\u611f\uff09\u3002<\/p>\n\n\n\n<p>\u901a\u8fc7\u8fd9\u79cd\u65b9\u5f0f\uff0c\u6211\u4eec\u4e0d\u9700\u8981\u77e5\u9053\u8fd9\u53ea\u80a1\u7968\u662f\u5e72\u5565\u7684\uff0c\u5149\u51ed\u5b83\u7684\u5386\u53f2\u6ce2\u52a8\u6570\u636e\uff0c\u5c31\u80fd\u628a\u5b83\u81ea\u52a8\u5f52\u7c7b\u3002\u8fd9\u5c31\u662f\u6570\u636e\u6316\u6398\u7684\u9b45\u529b\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001<\/strong><strong>\u6df1\u6316\u56e0\u5b50\u80cc\u540e\u7684\u542b\u4e49<\/strong><\/h2>\n\n\n\n<p>\u627e\u5230\u56e0\u5b50\u662f\u4e00\u56de\u4e8b\uff0c\u7406\u89e3\u8fd9\u4e9b\u56e0\u5b50\u4ee3\u8868\u4ec0\u4e48\u53c8\u662f\u53e6\u4e00\u56de\u4e8b\u3002<\/p>\n\n\n\n<p>\u6839\u636e\u6211\u7684\u7ecf\u9a8c\uff1a<\/p>\n\n\n\n<p><strong>\u7b2c\u4e00\u4e3b\u6210\u5206<\/strong>\u901a\u5e38\u662f&#8221;\u5e02\u573a\u56e0\u5b50&#8221;\uff0c\u53cd\u6620\u6574\u4f53\u5927\u76d8\u7684\u6da8\u8dcc\u3002\u51e0\u4e4e\u6240\u6709\u80a1\u7968\u5728\u8fd9\u4e2a\u56e0\u5b50\u4e0a\u7684\u66b4\u9732\u90fd\u662f\u6b63\u7684\uff0c\u53ea\u662f\u7a0b\u5ea6\u4e0d\u540c\u3002<\/p>\n\n\n\n<p><strong>\u7b2c\u4e8c\u4e3b\u6210\u5206<\/strong>\u5f80\u5f80\u662f&#8221;\u884c\u4e1a\u8f6e\u52a8\u56e0\u5b50&#8221;\uff0c\u53cd\u6620\u4e0d\u540c\u884c\u4e1a\u7684\u5468\u671f\u6027\u7279\u5f81\u3002\u6bd4\u5982\u79d1\u6280\u80a1\u548c\u80fd\u6e90\u80a1\u5728\u8fd9\u4e2a\u56e0\u5b50\u4e0a\u7684\u66b4\u9732\u53ef\u80fd\u65b9\u5411\u76f8\u53cd\u3002<\/p>\n\n\n\n<p><strong>\u7b2c\u4e09\u4e3b\u6210\u5206<\/strong>\u53ef\u80fd\u662f&#8221;\u4ef7\u503c\u6210\u957f\u56e0\u5b50&#8221;\uff0c\u533a\u5206\u4ef7\u503c\u80a1\u548c\u6210\u957f\u80a1\u3002\u94f6\u884c\u80a1\u548c\u533b\u836f\u80a1\u5728\u8fd9\u4e2a\u56e0\u5b50\u4e0a\u7684\u66b4\u9732\u5dee\u5f02\u660e\u663e\u3002<\/p>\n\n\n\n<p>\u5f53\u7136\uff0c\u5177\u4f53\u6bcf\u4e2a\u56e0\u5b50\u4ee3\u8868\u4ec0\u4e48\uff0c\u8fd8\u9700\u8981\u7ed3\u5408\u5f53\u65f6\u7684\u5e02\u573a\u73af\u5883\u6765\u5206\u6790\u3002\u6bd4\u59822020-2021\u5e74\u53e3\u7f69\u671f\u95f4\uff0c\u7b2c\u4e8c\u4e3b\u6210\u5206\u53ef\u80fd\u66f4\u591a\u53cd\u6620\u7684\u662f&#8221;\u53d7\u76ca\u80a1&#8221;\u548c&#8221;\u53d7\u635f\u80a1&#8221;\u7684\u5206\u5316\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image\"><img decoding=\"async\" src=\"https:\/\/mmbiz.qpic.cn\/mmbiz_jpg\/Vk07qSNq7L0yCTmfaTreFiaC2Y3IwcRMs7C4r0baHIibhNdjPpBG0OQgPibvichuZMoHiaEa3WTsCsuARqmDokgFdxw\/640?wx_fmt=jpeg&amp;from=appmsg\" alt=\"\"\/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><br><strong>\u4e94\u3001GPU\u52a0\u901f\uff1a\u6548\u7387\u5c31\u662f\u751f\u4ea7\u529b<\/strong><\/h2>\n\n\n\n<p>\u8bf4\u5230GPU\u52a0\u901f\u7684\u6548\u679c\uff0c\u771f\u7684\u662f\u8c01\u7528\u8c01\u77e5\u9053\u3002<\/p>\n\n\n\n<p>\u6211\u7528\u6807\u666e500\u6307\u6570\u4ece2020\u5e74\u52302025\u5e74\u7684\u6570\u636e\u6d4b\u8bd5\u4e86\u4e00\u4e0b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6570\u636e\u91cf\uff1a1429\u4e2a\u4ea4\u6613\u65e5 \u00d7 503\u53ea\u80a1\u7968 \u2248 72\u4e07\u4e2a\u6570\u636e\u70b9\uff1b<\/li>\n\n\n\n<li>CPU\u8ba1\u7b97\u65f6\u95f4\uff1a\u7ea615\u5206\u949f\uff1b<\/li>\n\n\n\n<li>GPU\u8ba1\u7b97\u65f6\u95f4\uff1a\u7ea620\u79d2\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u8fd9\u8fd8\u53ea\u662f\u5c0f\u89c4\u6a21\u6570\u636e\u3002\u5982\u679c\u5206\u6790\u5168\u5e02\u573a4000\u591a\u53ea\u80a1\u7968\uff0c\u6216\u8005\u505a\u5206\u949f\u7ea7\u522b\u7684\u6570\u636e\u5206\u6790\uff0cGPU\u7684\u4f18\u52bf\u4f1a\u66f4\u52a0\u660e\u663e\u3002<\/p>\n\n\n\n<p>\u6839\u636eNVIDIA\u5b98\u65b9\u7684\u6570\u636e\uff0c\u5bf9\u4e8e\u66f4\u5927\u89c4\u6a21\u7684\u5e94\u7528\u573a\u666f\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th class=\"has-text-align-center\" data-align=\"center\">\u5e94\u7528\u573a\u666f<\/th><th class=\"has-text-align-center\" data-align=\"center\">\u6570\u636e\u89c4\u6a21<\/th><th class=\"has-text-align-center\" data-align=\"center\">CPU\u65f6\u95f4<\/th><th class=\"has-text-align-center\" data-align=\"center\">GPU\u65f6\u95f4<\/th><th class=\"has-text-align-center\" data-align=\"center\">\u52a0\u901f\u6bd4<\/th><\/tr><\/thead><tbody><tr><td class=\"has-text-align-center\" data-align=\"center\">\u6295\u8d44\u7ec4\u5408\u4f18\u5316<\/td><td class=\"has-text-align-center\" data-align=\"center\">1\u4e07\u53ea\u80a1\u7968\u00d710\u5e74<\/td><td class=\"has-text-align-center\" data-align=\"center\">2\u5c0f\u65f6<\/td><td class=\"has-text-align-center\" data-align=\"center\">10\u79d2<\/td><td class=\"has-text-align-center\" data-align=\"center\">720\u500d<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">\u9ad8\u9891\u4ea4\u6613\u805a\u7c7b<\/td><td class=\"has-text-align-center\" data-align=\"center\">1000\u53ea\u80a1\u7968\u00d71\u6708\u5206\u949f\u7ebf<\/td><td class=\"has-text-align-center\" data-align=\"center\">8\u5c0f\u65f6<\/td><td class=\"has-text-align-center\" data-align=\"center\">30\u79d2<\/td><td class=\"has-text-align-center\" data-align=\"center\">960\u500d<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">ETF\u56e0\u5b50\u5206\u6790<\/td><td class=\"has-text-align-center\" data-align=\"center\">5000\u53eaETF\u00d75\u5e74<\/td><td class=\"has-text-align-center\" data-align=\"center\">4\u5c0f\u65f6<\/td><td class=\"has-text-align-center\" data-align=\"center\">1\u5206\u949f<\/td><td class=\"has-text-align-center\" data-align=\"center\">240\u500d<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<figure class=\"wp-block-image\"><img decoding=\"async\" src=\"https:\/\/mmbiz.qpic.cn\/mmbiz_jpg\/Vk07qSNq7L0yCTmfaTreFiaC2Y3IwcRMsgB4Epx5yc2JAs2eULZPqT0PusQgxKLGuEkk9kZuomGwJo4ANjfNLgQ\/640?wx_fmt=jpeg&amp;from=appmsg\" alt=\"\"\/><\/figure>\n\n\n\n<p>NVIDIA GPU\u4e3a\u6570\u636e\u79d1\u5b66\u63d0\u4f9b\u5f3a\u5927\u7b97\u529b\u652f\u6301<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u516d\u3001<\/strong><strong>\u5b9e\u9645\u5e94\u7528\u7684\u4e00\u4e9b\u601d\u8003<\/strong><\/h2>\n\n\n\n<p>\u6280\u672f\u8bb2\u5b8c\u4e86\uff0c\u54b1\u4eec\u804a\u804a\u600e\u4e48\u628a\u8fd9\u4e9b\u4e1c\u897f\u7528\u5728\u5b9e\u9645\u6295\u8d44\u4e2d\u3002<\/p>\n\n\n\n<p><strong>\u7b2c\u4e00\uff0c\u56e0\u5b50\u9009\u80a1<\/strong><\/p>\n\n\n\n<p>\u627e\u5230\u6709\u6548\u7684\u56e0\u5b50\u540e\uff0c\u53ef\u4ee5\u6784\u5efa\u56e0\u5b50\u9009\u80a1\u7b56\u7565\u3002\u6bd4\u5982\uff0c\u5982\u679c\u4f60\u53d1\u73b0\u7b2c\u4e8c\u4e3b\u6210\u5206\u5728\u672a\u6765\u4e00\u6bb5\u65f6\u95f4\u6301\u7eed\u8d70\u5f3a\uff0c\u53ef\u4ee5\u9009\u62e9\u5728\u8fd9\u4e2a\u56e0\u5b50\u4e0a\u66b4\u9732\u5ea6\u9ad8\u7684\u80a1\u7968\u3002<\/p>\n\n\n\n<p><strong>\u7b2c\u4e8c\uff0c\u98ce\u9669\u7ba1\u7406<\/strong><\/p>\n\n\n\n<p>PCA\u53ef\u4ee5\u5e2e\u52a9\u6211\u4eec\u8bc6\u522b\u6295\u8d44\u7ec4\u5408\u7684\u98ce\u9669\u96c6\u4e2d\u5ea6\u3002\u5982\u679c\u4f60\u7684\u7ec4\u5408\u5728\u67d0\u4e2a\u56e0\u5b50\u4e0a\u7684\u66b4\u9732\u8fc7\u9ad8\uff0c\u4e00\u65e6\u8fd9\u4e2a\u56e0\u5b50\u53cd\u8f6c\uff0c\u53ef\u80fd\u4f1a\u906d\u53d7\u8f83\u5927\u635f\u5931\u3002<\/p>\n\n\n\n<p><strong>\u7b2c\u4e09\uff0c\u8d44\u4ea7\u914d\u7f6e<\/strong><\/p>\n\n\n\n<p>\u5bf9\u4e8e\u673a\u6784\u6295\u8d44\u8005\uff0c\u53ef\u4ee5\u7528PCA\u5206\u6790\u4e0d\u540c\u8d44\u4ea7\u7c7b\u522b\u7684\u5171\u540c\u9a71\u52a8\u56e0\u7d20\uff0c\u4f18\u5316\u8d44\u4ea7\u914d\u7f6e\u7ed3\u6784\u3002<\/p>\n\n\n\n<p><strong>\u7b2c\u56db\uff0c\u5e02\u573a\u76d1\u63a7<\/strong><\/p>\n\n\n\n<p>\u5b9e\u65f6\u76d1\u63a7\u5404\u4e2a\u4e3b\u6210\u5206\u7684\u8d70\u52bf\uff0c\u53ef\u4ee5\u5e2e\u52a9\u6211\u4eec\u5224\u65ad\u5f53\u524d\u5e02\u573a\u5904\u4e8e\u4ec0\u4e48\u72b6\u6001\uff0c\u662f\u7531\u54ea\u4e9b\u56e0\u7d20\u5728\u4e3b\u5bfc\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e03\u3001<\/strong><strong>\u6ce8\u610f\u4e8b\u9879<\/strong><\/h2>\n\n\n\n<p>\u5f53\u7136\uff0c\u8fd9\u4e9b\u65b9\u6cd5\u4e5f\u4e0d\u662f\u4e07\u80fd\u7684\uff0c\u4f7f\u7528\u8fc7\u7a0b\u4e2d\u6211\u4eec\u8981\u6ce8\u610f\u4ee5\u4e0b\u51e0\u70b9\uff1a<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u6570\u636e\u8d28\u91cf\u5f88\u5173\u952e\uff1a\u5783\u573e\u8fdb\uff0c\u5783\u573e\u51fa\u3002\u786e\u4fdd\u6570\u636e\u7684\u5b8c\u6574\u6027\u548c\u51c6\u786e\u6027\u662f\u7b2c\u4e00\u6b65\u3002<\/strong><\/li>\n\n\n\n<li><strong>\u56e0\u5b50\u4f1a\u8870\u51cf\uff1a\u5e02\u573a\u73af\u5883\u53d8\u5316\u540e\uff0c\u56e0\u5b50\u7684\u6709\u6548\u6027\u53ef\u80fd\u4f1a\u4e0b\u964d\u3002\u9700\u8981\u5b9a\u671f\u91cd\u65b0\u6821\u51c6\u3002<\/strong><\/li>\n\n\n\n<li><strong>\u4e0d\u8981\u8fc7\u5ea6\u62df\u5408\uff1a\u5386\u53f2\u6570\u636e\u8868\u73b0\u597d\uff0c\u4e0d\u4ee3\u8868\u672a\u6765\u4e5f\u80fd\u8868\u73b0\u597d\u3002\u4e00\u5b9a\u8981\u505a\u6837\u672c\u5916\u6d4b\u8bd5\u3002<\/strong><\/li>\n\n\n\n<li><strong>\u4ea4\u6613\u6210\u672c\u8981\u8003\u8651\uff1a\u7406\u8bba\u4e0a\u7684\u6536\u76ca\u5728\u5b9e\u9645\u64cd\u4f5c\u4e2d\u53ef\u80fd\u88ab\u4ea4\u6613\u6210\u672c\u4fb5\u8680\u3002<\/strong><\/li>\n\n\n\n<li><strong>\u6280\u672f\u53ea\u662f\u5de5\u5177\uff1a\u6700\u7ec8\u7684\u6295\u8d44\u51b3\u7b56\u8fd8\u9700\u8981\u7ed3\u5408\u57fa\u672c\u9762\u5206\u6790\u548c\u5b8f\u89c2\u5224\u65ad\u3002<\/strong><\/li>\n<\/ol>\n\n\n\n<p>\u5728\u5927\u89c4\u6a21\u91d1\u878d\u6570\u636e\u573a\u666f\u4e0b\uff08\u5982\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u3001\u9ad8\u9891\u6570\u636e\u805a\u7c7b\uff09\uff0cGPU \u52a0\u901f\u80fd\u5e26\u6765\u6570\u91cf\u7ea7\u7684\u6548\u7387\u63d0\u5347\uff0c\u5c06\u8ba1\u7b97\u65f6\u95f4\u4ece\u5c0f\u65f6\u7ea7\u7f29\u77ed\u81f3\u79d2\u7ea7\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u516b\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u4eca\u5929\u8001\u4f59\u5e26\u5927\u5bb6\u8d70\u4e86\u4e00\u904d\u7528GPU\u52a0\u901f\u91d1\u878d\u6570\u636ePCA\u5206\u6790\u7684\u5168\u6d41\u7a0b\u3002\u6838\u5fc3\u5c31\u4e00\u70b9\uff1a\u5584\u7528\u5de5\u5177\u3002\u73b0\u5728\u6709\u4e86RAPIDS\uff0cPython\u751f\u6001\u7684\u5c0f\u4f19\u4f34\u4eec\u53ef\u4ee5\u65e0\u7f1d\u8fc1\u79fb\u5230GPU\u4e0a\uff0c\u8fd9\u5728\u4ee5\u524d\u662f\u4e0d\u6562\u60f3\u7684\u3002\u672c\u6587\u6838\u5fc3\u8981\u70b9\u5305\u62ec\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>NVIDIA RAPIDS\u5de5\u5177\u5305\u80fd\u663e\u8457\u63d0\u5347\u6570\u636e\u5206\u6790\u901f\u5ea6\uff0c\u8ba9\u539f\u672c\u9700\u8981\u6570\u5c0f\u65f6\u7684\u8ba1\u7b97\u7f29\u77ed\u5230\u51e0\u5206\u949f\u3002<\/li>\n\n\n\n<li>\u4e3b\u6210\u5206\u5206\u6790\u662f\u8bc6\u522b\u5e02\u573a\u9a71\u52a8\u56e0\u7d20\u7684\u6709\u6548\u5de5\u5177\uff0c\u80fd\u4ece\u590d\u6742\u7684\u6570\u636e\u4e2d\u63d0\u53d6\u5173\u952e\u4fe1\u606f\u3002<\/li>\n\n\n\n<li>\u901a\u8fc7\u5b9e\u9645\u4ee3\u7801\u6f14\u793a\uff0c\u5c55\u793a\u4e86\u5982\u4f55\u5bf9\u6807\u666e500\u6570\u636e\u8fdb\u884c\u56e0\u5b50\u5206\u6790\u3002<\/li>\n\n\n\n<li>\u63a2\u8ba8\u4e86\u56e0\u5b50\u5728\u6295\u8d44\u5b9e\u8df5\u4e2d\u7684\u5e94\u7528\u573a\u666f\u548c\u6ce8\u610f\u4e8b\u9879\u3002<\/li>\n<\/ul>\n\n\n\n<p>GPU\u52a0\u901f\u548c\u673a\u5668\u5b66\u4e60\u6b63\u5728\u6df1\u523b\u6539\u53d8\u91cf\u5316\u6295\u8d44\u8fd9\u4e2a\u884c\u4e1a\u3002\u638c\u63e1\u8fd9\u4e9b\u65b0\u5de5\u5177\uff0c\u80fd\u8ba9\u6211\u4eec\u5728\u6570\u636e\u5206\u6790\u548c\u7b56\u7565\u7814\u53d1\u4e0a\u83b7\u5f97\u5de8\u5927\u4f18\u52bf\u3002<\/p>\n\n\n\n<p><strong>\u91cf\u5316\u6570\u636e\u6316\u6398\u4e4b\u8def\u6f2b\u6f2b\uff0c\u6709\u597d\u5de5\u5177\u76f8\u4f34\uff0c\u624d\u80fd\u8d70\u5f97\u66f4\u8fdc\u3002\u54b1\u4eec\u4e0b\u671f\u89c1\uff01<\/strong><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><a>#\u91cf\u5316\u6295\u8d44<\/a>&nbsp;<a>#GPU\u52a0\u901f<\/a>&nbsp;<a>#\u4e3b\u6210\u5206\u5206\u6790<\/a>&nbsp;<a>#RAPIDS<\/a>&nbsp;<a>#\u56e0\u5b50\u5206\u6790<\/a>&nbsp;<a>#\u6570\u636e\u5206\u6790<\/a>&nbsp;<a>#\u673a\u5668\u5b66\u4e60<\/a>&nbsp;<a>#\u91d1\u878d\u79d1\u6280<\/a>&nbsp;<a>#\u6295\u8d44\u7b56\u7565<\/a>&nbsp;<a>#Python\u5b9e\u6218<\/a><\/p>\n\n\n\n<p>\u611f\u8c22\u9605\u8bfb\uff01\u613f\u672c\u6587\u4e3a\u60a8\u5e26\u6765\u65b0\u542f\u53d1\u4e0e\u5b9e\u7528\u77e5\u8bc6\u3002\u82e5\u89c9\u6709\u76ca\uff0c\u8bf7\u70b9\u8d5e\u5206\u4eab\uff0c\u60a8\u7684\u652f\u6301\u662f\u6211\u521b\u4f5c\u7684\u52a8\u529b\uff0c\u6b22\u8fce\u7559\u8a00\u5fc5\u590d\u3002\u795d\u6295\u8d44\u987a\u5229\uff0c\u6536\u76ca\u4e30\u539a\uff01<\/p>\n\n\n\n<hr 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