This repository is a mirror. If you want to raise an issue or contact us, we encourage you to do it on Gitlab (https://gitlab.com/agrumery/aGrUM).

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Streamline a data analysis process

Machine Learning with uncertainty quantification and interpretability

TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods (PVLDB 2024) https://www.vldb.org/pvldb/vol17/p2363-hu.pdf

Investigated how multi-class logistic regression would perform if the activation function was changed from softmax to sigmoid. It included mathematical analysis and empirical evaluation, such as rewriting the model from scratch. Tech: Python (scikit-learn, pandas)

🌎 Readings and resource materials for data science

Miscellaneous Statistical/Machine Learning stuff (currently Python & R)

Statistical/Machine Learning using Randomized and Quasi-Randomized (neural) networks (currently Python & R)

An extensible framework for geospatial data science and geostatistical modeling fully written in Julia

Distributionally robust machine learning with Pytorch and Scikit-learn wrappers

The repository contains all the source files for the Regression Cookbook (Now with Machine Learning and Stats Flavours!). This textbook aims to set a common ground between machine learning and statistics regarding linear regression techniques using Python and R under two perspectives: inference and prediction.

My book list

Machine Learning with Python

This the template of my webpage

Website sources for Applied Machine Learning for Tabular Data

Personal implementation of the applied exercises of the ISLP book

models and analyses for bgg user collections

Linear inversion of two-dimensional isotropic-anisotropic NMR correlation spectrum.

This repository contains a companion guide to Harvey Motulsky's Intuitive Biostatistics, 4th edition. The guide is designed to enhance understanding of the concepts explained in the book by providing practical examples and additional studies in a Jupyter-book format. (work in progress)