23 projects
nnetsauce
Quasi-randomized (neural) networks
mlsauce
Miscellaneous Statistical/Machine Learning tools
yieldcurveml
Model-agnostic Machine Learning discount curve calibration, interpolation and extrapolation
techtonique-cli
A CLI tool for Techtonique API
techtonique-apis
Tools for interacting with Techtonique API
synthe
synthetic simulation
survivalist
Survival analysis built on top of scikit-learn
mlreserving
Model-agnostic Probabilistic Machine Learning Reserving
GPopt
Bayesian Optimization using Gaussian Process Regression
unifiedbooster
Unified interface for Gradient Boosted Decision Trees
esgtoolkit
Diffusion models for finance, insurance, economics, physics
rtopy
Lightweight bridge for calling R functions from Python
ahead
Time series forecasting with Machine Learning and uncertainty quantification
tisthemachinelearner
Lightweight interface to scikit-learn, xgboost, lightgbm, catboost, with 2 classes
cybooster
A high-performance gradient boosting implementation using Cython
the-teller
teller, explainable machine learning
genbooster
A fast boosting implementation using Rust and Python
forecastingapi
Tools for interacting with Techtonique API
glmnetforpython
Python version of glmnet, adapted from Stanford University (scikit-learn style)
learningmachine
Machine Learning with uncertainty quantification and interpretability
querier
Querying data-frames
BCN
Boosted Configuration Networks
forecasting-sandbox
Experimentations in Time Series forecasting