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Blogroll | Top

List of posts by date of publication | Top

  1. Python version of Semi-parametric option pricing based on underlying's historical data (accepted at the osQF 2026 (ex R/Finance) conference) Sep 21, 2026
  2. Semi-parametric option pricing based on underlying's historical data (accepted at the osQF 2026 (ex R/Finance) conference) Sep 20, 2026
  3. Model-agnostic prediction intervals in Python and R: does nnetsauce's QuantileRegressor hold up? Sep 14, 2026
  4. ahead (Time Series Forecasting with uncertainty quantification) gets a lot faster to install: most dependencies are now optional Sep 8, 2026
  5. Skip the R/Python runtime: fast tabular dashboards with Observable Framework Aug 31, 2026
  6. PCARVFL vs CTGAN for synthetic tabular data generation on an insurance pricing dataset Aug 22, 2026
  7. 'Zero-Shot Probabilistic Stock Returns Forecasting with Pretrained RVFL Networks' accepted at COPA 2026 (and to appear in the Proceedings of Machine Learning Research) Aug 15, 2026
  8. 'PCARVFLSimulator': a GAN-like tabular data synthesizer built from PCA scores, a Random Vector Functional-Link network, and residuals bootstrapping Aug 10, 2026
  9. 'garchf': GARCH probabilistic forecasting with package 'forecast'-style interface (and 'rugarch' under the hood) Aug 1, 2026
  10. GPopt for R: Bayesian and conformal optimization of black-box functions and hyperparameter tuning Jul 26, 2026
  11. My last R posts: How conformalization helps weak models, fast conformal prediction with jackknife+ (and no refitting), and sklearn in R Jul 13, 2026
  12. Natively Interpretable Boosting Jul 12, 2026
  13. Fast conformal prediction (no refitting) for some Machine Learning models via closed-form jackknife plus Jun 27, 2026
  14. Using scikit-learn models in R easily with the tisthemachinelearner package Jun 21, 2026
  15. No-Code Machine Learning in Excel with the Techtonique API Jun 14, 2026
  16. How Conformal Prediction Makes Linear Models Good Enough — An Example Using R Package mlS3 Jun 7, 2026
  17. Techtonique dot net, the Machine Learning web API, is back online (but more like a passion project for now) May 31, 2026
  18. Conformalized TabICL: Prediction Intervals for a State-Of-The-Art Tabular Foundation Model in Python and R May 21, 2026
  19. Conformalized TabPFN: Prediction Intervals for a Pretrained Transformer for Tabular Data in Python and R May 17, 2026
  20. Probabilistic Time Series Cross-Validation with R package crossvalidation May 16, 2026
  21. One interface, (Almost) Every Classifier (and Regressor): unifiedml v0.3.0 May 9, 2026
  22. You Don't Need to Learn All the Weights on tabular data: The Case for rvflnet (a nonlinear expressive glmnet) on regression, classification and survival analysis May 2, 2026
  23. Survival analysis with sklearn, glmnet, keras, pytorch, lightgbm, xgboost, nnetsauce, mlsauce Part 2 Apr 28, 2026
  24. Any Sklearn Regressor as a Survival Model — Does It Actually Work? Benchmarking vs Established Packages Apr 26, 2026
  25. Conformal Optimization Beats Bayesian Optimization, Optuna and Random Search on 72 classification Datasets Apr 19, 2026
  26. `mlS3` — A Unified S3 Machine Learning Interface in R Apr 12, 2026
  27. One interface, (Almost) Every Classifier: unifiedml v0.2.1 Apr 4, 2026
  28. Techtonique dot net is down until further notice Apr 1, 2026
  29. Explaining Time-Series Forecasts with Sensitivity Analysis (ahead::dynrmf and external regressors) Mar 29, 2026
  30. Python version of 'Option pricing using time series models as market price of risk Pt.3' Mar 22, 2026
  31. Option pricing using time series models as market price of risk Pt.3 Mar 16, 2026
  32. Explaining Time-Series Forecasts with Exact Shapley Values (ahead::dynrmf with external regressors applied to scenarios) Mar 8, 2026
  33. My Presentation at Risk 2026: Lightweight Transfer Learning for Financial Forecasting Mar 1, 2026
  34. nnetsauce with and without jax for GPU acceleration Feb 23, 2026
  35. Understanding Boosted Configuration Networks (combined neural networks and boosting): An Intuitive Guide Through Their Hyperparameters Feb 16, 2026
  36. R version of Python package survivalist, for model-agnostic survival analysis Feb 9, 2026
  37. Presenting Lightweight Transfer Learning for Financial Forecasting (Risk 2026) Feb 4, 2026
  38. Option pricing using time series models as market price of risk Feb 1, 2026
  39. Enhancing Time Series Forecasting (ahead::ridge2f) with Attention-Based Context Vectors (ahead::contextridge2f) Jan 31, 2026
  40. Overfitting and scaling (on GPU T4) tests on nnetsauce.CustomRegressor Jan 29, 2026
  41. Beyond Cross-validation: Hyperparameter Optimization via Generalization Gap Modeling Jan 25, 2026
  42. GPopt for Machine Learning (hyperparameters' tuning) Jan 21, 2026
  43. rtopy: an R to Python bridge -- novelties Jan 8, 2026
  44. Python examples for 'Beyond Nelson-Siegel and splines: A model- agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation' Jan 3, 2026
  45. Forecasting benchmark: Dynrmf (a new serious competitor in town) vs Theta Method on M-Competitions and Tourism competitition Jan 1, 2026
  46. Finally figured out a way to port python packages to R using uv and reticulate: example with nnetsauce Dec 17, 2025
  47. Overfitting Random Fourier Features: Universal Approximation Property Dec 13, 2025
  48. Counterfactual Scenario Analysis with ahead::ridge2f Dec 11, 2025
  49. Zero-Shot Probabilistic Time Series Forecasting with TabPFN 2.5 and nnetsauce Dec 10, 2025
  50. ARIMA Pricing: Semi-Parametric Market price of risk for Risk-Neutral Pricing (code + preprint) Dec 7, 2025
  51. Analyzing Paper Reviews with LLMs: I Used ChatGPT, DeepSeek, Qwen, Mistral, Gemini, and Claude (and you should too + publish the analysis) Dec 3, 2025
  52. tisthemachinelearner: New Workflow with uv for R Integration of scikit-learn Dec 1, 2025
  53. (ICYMI) RPweave: Unified R + Python + LaTeX System using uv Nov 21, 2025
  54. unifiedml: A Unified Machine Learning Interface for R, is now on CRAN + Discussion about AI replacing humans Nov 16, 2025
  55. Context-aware Theta forecasting Method: Extending Classical Time Series Forecasting with Machine Learning Nov 13, 2025
  56. unifiedml in R: A Unified Machine Learning Interface Nov 5, 2025
  57. Deterministic Shift Adjustment in Arbitrage-Free Pricing (historical to risk-neutral short rates) Oct 28, 2025
  58. New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation Oct 27, 2025
  59. RPweave: Unified R + Python + LaTeX System using uv Oct 19, 2025
  60. GAN-like Synthetic Data Generation Examples (on univariate, multivariate distributions, digits recognition, Fashion-MNIST, stock returns, and Olivetti faces) with DistroSimulator Oct 19, 2025
  61. R port of llama2.c Oct 9, 2025
  62. Native uncertainty quantification for time series with NGBoost Oct 8, 2025
  63. NGBoost (Natural Gradient Boosting) for Regression, Classification, Time Series forecasting and Reserving Oct 6, 2025
  64. Real-time pricing with a pretrained probabilistic stock return model Oct 1, 2025
  65. Combining any model with GARCH(1,1) for probabilistic stock forecasting Sep 23, 2025
  66. Generating Synthetic Data with R-vine Copulas using esgtoolkit in R Sep 21, 2025
  67. Reimagining Equity Solvency Capital Requirement Approximation (one of my Master's Thesis subjects): From Bilinear Interpolation to Probabilistic Machine Learning Sep 16, 2025
  68. Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation Sep 9, 2025
  69. Transfer Learning using ahead::ridge2f on synthetic stocks returns Sep 8, 2025
  70. I'm supposed to present 'Conformal Predictive Simulations for Univariate Time Series' at COPA CONFERENCE 2025 in London... Sep 4, 2025
  71. external regressors in ahead::dynrmf's interface for Machine learning forecasting Sep 1, 2025
  72. Another interesting decision, now for 'Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation' Aug 20, 2025
  73. Boosting any randomized based learner for regression, classification and univariate/multivariate time series forcasting Jul 26, 2025
  74. New nnetsauce version with CustomBackPropRegressor (CustomRegressor with Backpropagation) and ElasticNet2Regressor (Ridge2 with ElasticNet regularization) Jul 15, 2025
  75. mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI. Jul 10, 2025
  76. A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics). Jul 8, 2025
  77. Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting Jul 7, 2025
  78. Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting Jul 6, 2025
  79. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting Jul 5, 2025
  80. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting Jul 4, 2025
  81. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting Jul 3, 2025
  82. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting Jul 2, 2025
  83. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian) Jul 1, 2025
  84. R version of 'Backpropagating quasi-randomized neural networks' Jun 24, 2025
  85. Backpropagating quasi-randomized neural networks Jun 23, 2025
  86. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting Jun 21, 2025
  87. Stacked generalization (Machine Learning model stacking) + conformal prediction for forecasting with ahead::mlf Jun 18, 2025
  88. An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters Jun 14, 2025
  89. Programming language-agnostic reserving using RidgeCV, LightGBM, XGBoost, and ExtraTrees Machine Learning models Jun 13, 2025
  90. Free R, Python and SQL editors in techtonique dot net Jun 9, 2025
  91. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation Jun 7, 2025
  92. scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce in probabilistic Machine Learning (for longitudinal data) Reserving (work in progress) Jun 6, 2025
  93. R version of Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress) Jun 5, 2025
  94. Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress) Jun 4, 2025
  95. Python version of Beyond ARMA-GARCH: leveraging model-agnostic Quasi-Randomized networks and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH) Jun 3, 2025
  96. Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH) Jun 2, 2025
  97. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line) Jun 1, 2025
  98. Which patient is going to survive longer? Another guide to using techtonique dot net's API (with R + Python + the command line) for survival analysis May 31, 2025
  99. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios May 30, 2025
  100. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose May 29, 2025
  101. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out May 28, 2025
  102. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API May 27, 2025
  103. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API May 26, 2025
  104. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor May 20, 2025
  105. Survival stacking: survival analysis translated as supervised classification in R and Python May 5, 2025
  106. 'Bayesian' optimization of hyperparameters in a R machine learning model using the bayesianrvfl package Apr 25, 2025
  107. A lightweight interface to scikit-learn in R: Bayesian and Conformal prediction Apr 21, 2025
  108. A lightweight interface to scikit-learn in R Pt.2: probabilistic time series forecasting in conjunction with ahead::dynrmf Apr 20, 2025
  109. Extending the Theta forecasting method to GLMs, GAMs, GLMBOOST and attention: benchmarking on Tourism, M1, M3 and M4 competition data sets (28000 series) Apr 14, 2025
  110. Extending the Theta forecasting method to GLMs and attention Apr 8, 2025
  111. Nonlinear conformalized Generalized Linear Models (GLMs) with R package 'rvfl' (and other models) Mar 31, 2025
  112. Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net Mar 28, 2025
  113. Conformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize Mar 25, 2025
  114. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance Mar 19, 2025
  115. Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels Mar 16, 2025
  116. (News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction Mar 9, 2025
  117. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion Mar 8, 2025
  118. CRAN-like repository for most recent releases of Techtonique's R packages Mar 2, 2025
  119. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier Feb 27, 2025
  120. Web app with DeepSeek R1 and Hugging Face API for chatting Feb 23, 2025
  121. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R) Feb 17, 2025
  122. R version of survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, xgboost, lightgbm (and conformal prediction) Feb 12, 2025
  123. Model-agnostic global Survival Prediction of Patients with Myeloid Leukemia in QRT/Gustave Roussy Challenge (challengedata.ens.fr): Python's survivalist Quickstart Feb 10, 2025
  124. A simple test of the martingale hypothesis in esgtoolkit Feb 3, 2025
  125. Command Line Interface (CLI) for techtonique.net's API Jan 31, 2025
  126. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend Jan 27, 2025
  127. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition Jan 20, 2025
  128. Techtonique is released! (with a tutorial in various programming languages and formats) Jan 14, 2025
  129. Univariate and Multivariate Probabilistic Forecasting with nnetsauce and TabPFN Jan 14, 2025
  130. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Jan 5, 2025
  131. Python and Interactive dashboard version of Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich) Dec 31, 2024
  132. Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich) Dec 29, 2024
  133. No-code Machine Learning Cross-validation and Interpretability in techtonique.net Dec 23, 2024
  134. survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce and mlsauce Dec 15, 2024
  135. Model-agnostic 'Bayesian' optimization (for hyperparameter tuning) using conformalized surrogates in GPopt Dec 9, 2024
  136. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting Dec 1, 2024
  137. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Nov 24, 2024
  138. Unified interface and conformal prediction (calibrated prediction intervals) for R package forecast (and 'affiliates') Nov 23, 2024
  139. GLMNet in Python: Generalized Linear Models Nov 18, 2024
  140. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting Nov 10, 2024
  141. Predictive scenarios simulation in R, Python and Excel using Techtonique API Nov 3, 2024
  142. Chat with your tabular data in www.techtonique.net Oct 30, 2024
  143. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting Oct 28, 2024
  144. R editor and SQL console (in addition to Python editors) in www.techtonique.net Oct 21, 2024
  145. R and Python consoles + JupyterLite in www.techtonique.net Oct 15, 2024
  146. Gradient-Boosting anything (alert: high performance): Part2, R version Oct 14, 2024
  147. Gradient-Boosting anything (alert: high performance) Oct 6, 2024
  148. Benchmarking 30 statistical/Machine Learning models on the VN1 Forecasting -- Accuracy challenge Oct 4, 2024
  149. Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution Oct 2, 2024
  150. Forecasting in Excel using Techtonique's Machine Learning APIs under the hood Sep 30, 2024
  151. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization Sep 25, 2024
  152. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead Sep 16, 2024
  153. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine Sep 10, 2024
  154. New versions of nnetsauce and ahead Sep 9, 2024
  155. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting Sep 2, 2024
  156. Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2 Aug 30, 2024
  157. R package development workflow (assuming you're using macOS or Linux) Aug 27, 2024
  158. A new method for deriving a nonparametric confidence interval for the mean Aug 26, 2024
  159. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R Aug 19, 2024
  160. Bayesian (nonlinear) adaptive learning Aug 12, 2024
  161. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting Aug 5, 2024
  162. Copulas for uncertainty quantification in time series forecasting Jul 28, 2024
  163. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app) Jul 22, 2024
  164. learningmachine for Python (new version) Jul 15, 2024
  165. learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification Jul 8, 2024
  166. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news) Jul 3, 2024
  167. 10 uncertainty quantification methods in nnetsauce forecasting Jul 1, 2024
  168. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks Jun 24, 2024
  169. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks Jun 17, 2024
  170. Automated hyperparameter tuning using any conformalized surrogate Jun 9, 2024
  171. Recognizing handwritten digits with Ridge2Classifier Jun 3, 2024
  172. Forecasting the Economy May 27, 2024
  173. A detailed introduction to Deep Quasi-Randomized 'neural' networks May 19, 2024
  174. Probability of receiving a loan; using learningmachine May 12, 2024
  175. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction May 6, 2024
  176. mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables Apr 29, 2024
  177. mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering Apr 21, 2024
  178. mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor Apr 15, 2024
  179. Conformalized predictive simulations for univariate time series on more than 250 data sets Apr 7, 2024
  180. learningmachine v1.1.2: for Python Apr 1, 2024
  181. learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant' Mar 25, 2024
  182. Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1 Mar 18, 2024
  183. Multiple examples of Machine Learning forecasting with ahead Mar 11, 2024
  184. rtopy (v0.1.1): calling R functions in Python Mar 4, 2024
  185. ahead forecasting (v0.10.0): fast time series model calibration and Python plots Feb 26, 2024
  186. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other? Feb 19, 2024
  187. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0) Feb 11, 2024
  188. Tuning Machine Learning models with GPopt's new version Part 2 Feb 5, 2024
  189. Tuning Machine Learning models with GPopt's new version Jan 29, 2024
  190. Subsampling continuous and discrete response variables Jan 22, 2024
  191. DeepMTS, a Deep Learning Model for Multivariate Time Series Jan 15, 2024
  192. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce Jan 8, 2024
  193. learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest Jan 1, 2024
  194. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction Dec 25, 2023
  195. Diffusion models in Python with esgtoolkit (Part2) Dec 18, 2023
  196. Diffusion models in Python with esgtoolkit Dec 11, 2023
  197. Julia packaging at the command line Dec 4, 2023
  198. Quasi-randomized nnetworks in Julia, Python and R Nov 27, 2023
  199. A plethora of datasets at your fingertips Nov 20, 2023
  200. A classifier that's very accurate (and deep) Nov 12, 2023
  201. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R Nov 5, 2023
  202. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting Oct 29, 2023
  203. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Oct 22, 2023
  204. Version v0.14.0 of nnetsauce for R and Python Oct 16, 2023
  205. A diffusion model: G2++ Oct 9, 2023
  206. Diffusion models in ESGtoolkit + announcements Oct 2, 2023
  207. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification) Sep 25, 2023
  208. (News from) forecasting in Python with ahead (progress bars and plots) Sep 18, 2023
  209. Forecasting in Python with ahead Sep 11, 2023
  210. Risk-neutralize simulations Sep 4, 2023
  211. Comparing cross-validation results using crossval_ml and boxplots Aug 27, 2023
  212. Reminder Apr 30, 2023
  213. Did you ask ChatGPT about who you are? Apr 16, 2023
  214. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks) Apr 2, 2023
  215. Simple interfaces to the forecasting API Nov 23, 2022
  216. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc. Nov 2, 2022
  217. Prediction intervals (not only) for Boosted Configuration Networks in Python Oct 5, 2022
  218. Boosted Configuration (neural) Networks Pt. 2 Sep 3, 2022
  219. Boosted Configuration (_neural_) Networks for classification Jul 21, 2022
  220. A Machine Learning workflow using Techtonique Jun 6, 2022
  221. Super Mario Bros © in the browser using PyScript May 8, 2022
  222. News from ESGtoolkit, ycinterextra, and nnetsauce Apr 4, 2022
  223. Explaining a Keras _neural_ network predictions with the-teller Mar 11, 2022
  224. New version of nnetsauce -- various quasi-randomized networks Feb 12, 2022
  225. A dashboard illustrating bivariate time series forecasting with `ahead` Jan 14, 2022
  226. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret Dec 20, 2021
  227. Forecasting with `ahead` (Python version) Dec 13, 2021
  228. Tuning and interpreting LSBoost Nov 15, 2021
  229. Time series cross-validation using `crossvalidation` (Part 2) Nov 7, 2021
  230. Fast and scalable forecasting with ahead::ridge2f Oct 31, 2021
  231. Automatic Forecasting with `ahead::dynrmf` and Ridge regression Oct 22, 2021
  232. Forecasting with `ahead` Oct 15, 2021
  233. Classification using linear regression Sep 26, 2021
  234. `crossvalidation` and random search for calibrating support vector machines Aug 6, 2021
  235. parallel grid search cross-validation using `crossvalidation` Jul 31, 2021
  236. `crossvalidation` on R-universe, plus a classification example Jul 23, 2021
  237. Documentation and source code for GPopt, a package for Bayesian optimization Jul 2, 2021
  238. Hyperparameters tuning with GPopt Jun 11, 2021
  239. A forecasting tool (API) with examples in curl, R, Python May 28, 2021
  240. Bayesian Optimization with GPopt Part 2 (save and resume) Apr 30, 2021
  241. Bayesian Optimization with GPopt Apr 16, 2021
  242. Compatibility of nnetsauce and mlsauce with scikit-learn Mar 26, 2021
  243. Explaining xgboost predictions with the teller Mar 12, 2021
  244. An infinity of time series models in nnetsauce Mar 6, 2021
  245. New activation functions in mlsauce's LSBoost Feb 12, 2021
  246. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce Dec 29, 2020
  247. A deeper learning architecture in nnetsauce Dec 18, 2020
  248. Classify penguins with nnetsauce's MultitaskClassifier Dec 11, 2020
  249. Bayesian forecasting for uni/multivariate time series Dec 4, 2020
  250. Generalized nonlinear models in nnetsauce Nov 28, 2020
  251. Boosting nonlinear penalized least squares Nov 21, 2020
  252. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates Nov 6, 2020
  253. NEWS Oct 30, 2020
  254. A glimpse into my PhD journey Oct 23, 2020
  255. Submitting R package to CRAN Oct 16, 2020
  256. Simulation of dependent variables in ESGtoolkit Oct 9, 2020
  257. Forecasting lung disease progression Oct 2, 2020
  258. New nnetsauce Sep 25, 2020
  259. Technical documentation Sep 18, 2020
  260. A new version of nnetsauce, and a new Techtonique website Sep 11, 2020
  261. Back next week, and a few announcements Sep 4, 2020
  262. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso) Jul 31, 2020
  263. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python) Jul 24, 2020
  264. nnetsauce version 0.5.0, randomized neural networks on GPU Jul 17, 2020
  265. Maximizing your tip as a waiter (Part 2) Jul 10, 2020
  266. New version of mlsauce, with Gradient Boosted randomized networks and stump decision trees Jul 3, 2020
  267. Announcements Jun 26, 2020
  268. Parallel AdaOpt classification Jun 19, 2020
  269. Comments section and other news Jun 12, 2020
  270. Maximizing your tip as a waiter Jun 5, 2020
  271. AdaOpt classification on MNIST handwritten digits (without preprocessing) May 29, 2020
  272. AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R May 22, 2020
  273. AdaOpt May 15, 2020
  274. Custom errors for cross-validation using crossval::crossval_ml May 8, 2020
  275. Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability May 1, 2020
  276. Encoding your categorical variables based on the response variable and correlations Apr 24, 2020
  277. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml Apr 17, 2020
  278. Grid search cross-validation using crossval Apr 10, 2020
  279. Documentation for the querier, a query language for Data Frames Apr 3, 2020
  280. Time series cross-validation using crossval Mar 27, 2020
  281. On model specification, identification, degrees of freedom and regularization Mar 20, 2020
  282. Import data into the querier (now on Pypi), a query language for Data Frames Mar 13, 2020
  283. R notebooks for nnetsauce Mar 6, 2020
  284. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification Feb 28, 2020
  285. Create a specific feed in your Jekyll blog Feb 21, 2020
  286. Git/Github for contributing to package development Feb 14, 2020
  287. Feedback forms for contributing Feb 7, 2020
  288. nnetsauce for R Jan 31, 2020
  289. A new version of nnetsauce (v0.3.1) Jan 24, 2020
  290. ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0) Jan 17, 2020
  291. Search bar, new year 2020 Jan 10, 2020
  292. 2019 Recap, the nnetsauce, the teller and the querier Dec 20, 2019
  293. Understanding model interactions with the `teller` Dec 13, 2019
  294. Using the `teller` on a classifier Dec 6, 2019
  295. Benchmarking the querier's verbs Nov 29, 2019
  296. Composing the querier's verbs for data wrangling Nov 22, 2019
  297. Comparing and explaining model predictions with the teller Nov 15, 2019
  298. Tests for the significance of marginal effects in the teller Nov 8, 2019
  299. Introducing the teller Nov 1, 2019
  300. Introducing the querier Oct 25, 2019
  301. Prediction intervals for nnetsauce models Oct 18, 2019
  302. Using R in Python for statistical learning/data science Oct 11, 2019
  303. Model calibration with `crossval` Oct 4, 2019
  304. Bagging in the nnetsauce Sep 25, 2019
  305. Adaboost learning with nnetsauce Sep 18, 2019
  306. Change in blog's presentation Sep 4, 2019
  307. nnetsauce on Pypi Jun 5, 2019
  308. More nnetsauce (examples of use) May 9, 2019
  309. nnetsauce Mar 13, 2019
  310. crossval Mar 13, 2019
  311. test Mar 10, 2019

Categories | Top

Forecasting

  1. ARIMA Pricing: Semi-Parametric Market price of risk for Risk-Neutral Pricing (code + preprint)
  2. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  3. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  4. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  5. Techtonique is released! (with a tutorial in various programming languages and formats)
  6. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  7. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  8. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  9. 10 uncertainty quantification methods in nnetsauce forecasting
  10. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  11. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  12. DeepMTS, a Deep Learning Model for Multivariate Time Series
  13. Version v0.14.0 of nnetsauce for R and Python
  14. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  15. (News from) forecasting in Python with ahead (progress bars and plots)
  16. Forecasting in Python with ahead
  17. Simple interfaces to the forecasting API
  18. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  19. A dashboard illustrating bivariate time series forecasting with `ahead`
  20. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret

Misc

  1. Analyzing Paper Reviews with LLMs: I Used ChatGPT, DeepSeek, Qwen, Mistral, Gemini, and Claude (and you should too + publish the analysis)
  2. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  3. Julia packaging at the command line
  4. A plethora of datasets at your fingertips
  5. Risk-neutralize simulations
  6. Comparing cross-validation results using crossval_ml and boxplots
  7. Reminder
  8. Did you ask ChatGPT about who you are?
  9. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  10. Boosted Configuration (_neural_) Networks for classification
  11. Super Mario Bros © in the browser using PyScript
  12. News from ESGtoolkit, ycinterextra, and nnetsauce
  13. Time series cross-validation using `crossvalidation` (Part 2)
  14. Fast and scalable forecasting with ahead::ridge2f
  15. Automatic Forecasting with `ahead::dynrmf` and Ridge regression
  16. Forecasting with `ahead`
  17. Documentation and source code for GPopt, a package for Bayesian optimization
  18. Hyperparameters tuning with GPopt
  19. A forecasting tool (API) with examples in curl, R, Python
  20. Bayesian Optimization with GPopt Part 2 (save and resume)
  21. Bayesian Optimization with GPopt
  22. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  23. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates
  24. NEWS
  25. A glimpse into my PhD journey
  26. Forecasting lung disease progression
  27. New nnetsauce
  28. Technical documentation
  29. A new version of nnetsauce, and a new Techtonique website
  30. Back next week, and a few announcements
  31. Maximizing your tip as a waiter (Part 2)
  32. New version of mlsauce, with Gradient Boosted randomized networks and stump decision trees
  33. Announcements
  34. Comments section and other news
  35. Maximizing your tip as a waiter
  36. Custom errors for cross-validation using crossval::crossval_ml
  37. Encoding your categorical variables based on the response variable and correlations
  38. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml
  39. Grid search cross-validation using crossval
  40. Time series cross-validation using crossval
  41. On model specification, identification, degrees of freedom and regularization
  42. Create a specific feed in your Jekyll blog
  43. Git/Github for contributing to package development
  44. Feedback forms for contributing
  45. Change in blog's presentation
  46. test

Python

  1. Python version of Semi-parametric option pricing based on underlying's historical data (accepted at the osQF 2026 (ex R/Finance) conference)
  2. Model-agnostic prediction intervals in Python and R: does nnetsauce's QuantileRegressor hold up?
  3. ahead (Time Series Forecasting with uncertainty quantification) gets a lot faster to install: most dependencies are now optional
  4. Skip the R/Python runtime: fast tabular dashboards with Observable Framework
  5. PCARVFL vs CTGAN for synthetic tabular data generation on an insurance pricing dataset
  6. 'PCARVFLSimulator': a GAN-like tabular data synthesizer built from PCA scores, a Random Vector Functional-Link network, and residuals bootstrapping
  7. Natively Interpretable Boosting
  8. Fast conformal prediction (no refitting) for some Machine Learning models via closed-form jackknife plus
  9. Techtonique dot net, the Machine Learning web API, is back online (but more like a passion project for now)
  10. Conformalized TabICL: Prediction Intervals for a State-Of-The-Art Tabular Foundation Model in Python and R
  11. Conformalized TabPFN: Prediction Intervals for a Pretrained Transformer for Tabular Data in Python and R
  12. Survival analysis with sklearn, glmnet, keras, pytorch, lightgbm, xgboost, nnetsauce, mlsauce Part 2
  13. Any Sklearn Regressor as a Survival Model — Does It Actually Work? Benchmarking vs Established Packages
  14. Conformal Optimization Beats Bayesian Optimization, Optuna and Random Search on 72 classification Datasets
  15. Techtonique dot net is down until further notice
  16. Python version of 'Option pricing using time series models as market price of risk Pt.3'
  17. nnetsauce with and without jax for GPU acceleration
  18. Understanding Boosted Configuration Networks (combined neural networks and boosting): An Intuitive Guide Through Their Hyperparameters
  19. R version of Python package survivalist, for model-agnostic survival analysis
  20. Overfitting and scaling (on GPU T4) tests on nnetsauce.CustomRegressor
  21. GPopt for Machine Learning (hyperparameters' tuning)
  22. rtopy: an R to Python bridge -- novelties
  23. Python examples for 'Beyond Nelson-Siegel and splines: A model- agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation'
  24. Finally figured out a way to port python packages to R using uv and reticulate: example with nnetsauce
  25. Overfitting Random Fourier Features: Universal Approximation Property
  26. Zero-Shot Probabilistic Time Series Forecasting with TabPFN 2.5 and nnetsauce
  27. Analyzing Paper Reviews with LLMs: I Used ChatGPT, DeepSeek, Qwen, Mistral, Gemini, and Claude (and you should too + publish the analysis)
  28. tisthemachinelearner: New Workflow with uv for R Integration of scikit-learn
  29. (ICYMI) RPweave: Unified R + Python + LaTeX System using uv
  30. New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation
  31. RPweave: Unified R + Python + LaTeX System using uv
  32. GAN-like Synthetic Data Generation Examples (on univariate, multivariate distributions, digits recognition, Fashion-MNIST, stock returns, and Olivetti faces) with DistroSimulator
  33. Native uncertainty quantification for time series with NGBoost
  34. NGBoost (Natural Gradient Boosting) for Regression, Classification, Time Series forecasting and Reserving
  35. Real-time pricing with a pretrained probabilistic stock return model
  36. Reimagining Equity Solvency Capital Requirement Approximation (one of my Master's Thesis subjects): From Bilinear Interpolation to Probabilistic Machine Learning
  37. Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation
  38. Transfer Learning using ahead::ridge2f on synthetic stocks returns
  39. I'm supposed to present 'Conformal Predictive Simulations for Univariate Time Series' at COPA CONFERENCE 2025 in London...
  40. Another interesting decision, now for 'Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation'
  41. Boosting any randomized based learner for regression, classification and univariate/multivariate time series forcasting
  42. New nnetsauce version with CustomBackPropRegressor (CustomRegressor with Backpropagation) and ElasticNet2Regressor (Ridge2 with ElasticNet regularization)
  43. mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI.
  44. A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics).
  45. Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting
  46. Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting
  47. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  48. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  49. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  50. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  51. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  52. Backpropagating quasi-randomized neural networks
  53. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  54. An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters
  55. Free R, Python and SQL editors in techtonique dot net
  56. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  57. scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce in probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  58. Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  59. Python version of Beyond ARMA-GARCH: leveraging model-agnostic Quasi-Randomized networks and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  60. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  61. Which patient is going to survive longer? Another guide to using techtonique dot net's API (with R + Python + the command line) for survival analysis
  62. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  63. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  64. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  65. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  66. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  67. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  68. Survival stacking: survival analysis translated as supervised classification in R and Python
  69. Extending the Theta forecasting method to GLMs and attention
  70. Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net
  71. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  72. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  73. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  74. Web app with DeepSeek R1 and Hugging Face API for chatting
  75. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  76. Model-agnostic global Survival Prediction of Patients with Myeloid Leukemia in QRT/Gustave Roussy Challenge (challengedata.ens.fr): Python's survivalist Quickstart
  77. Command Line Interface (CLI) for techtonique.net's API
  78. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  79. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  80. Techtonique is released! (with a tutorial in various programming languages and formats)
  81. Univariate and Multivariate Probabilistic Forecasting with nnetsauce and TabPFN
  82. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  83. Python and Interactive dashboard version of Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  84. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  85. survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce and mlsauce
  86. Model-agnostic 'Bayesian' optimization (for hyperparameter tuning) using conformalized surrogates in GPopt
  87. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting
  88. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  89. GLMNet in Python: Generalized Linear Models
  90. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  91. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  92. Chat with your tabular data in www.techtonique.net
  93. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  94. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  95. R and Python consoles + JupyterLite in www.techtonique.net
  96. Gradient-Boosting anything (alert: high performance)
  97. Benchmarking 30 statistical/Machine Learning models on the VN1 Forecasting -- Accuracy challenge
  98. Forecasting in Excel using Techtonique's Machine Learning APIs under the hood
  99. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  100. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  101. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  102. New versions of nnetsauce and ahead
  103. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  104. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  105. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  106. Copulas for uncertainty quantification in time series forecasting
  107. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  108. learningmachine for Python (new version)
  109. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  110. 10 uncertainty quantification methods in nnetsauce forecasting
  111. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  112. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  113. Automated hyperparameter tuning using any conformalized surrogate
  114. Recognizing handwritten digits with Ridge2Classifier
  115. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  116. Probability of receiving a loan; using learningmachine
  117. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  118. mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables
  119. mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering
  120. mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor
  121. learningmachine v1.1.2: for Python
  122. Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1
  123. rtopy (v0.1.1): calling R functions in Python
  124. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  125. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other?
  126. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0)
  127. Tuning Machine Learning models with GPopt's new version Part 2
  128. Tuning Machine Learning models with GPopt's new version
  129. Subsampling continuous and discrete response variables
  130. DeepMTS, a Deep Learning Model for Multivariate Time Series
  131. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  132. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  133. Diffusion models in Python with esgtoolkit (Part2)
  134. Diffusion models in Python with esgtoolkit
  135. Quasi-randomized nnetworks in Julia, Python and R
  136. A plethora of datasets at your fingertips
  137. A classifier that's very accurate (and deep)
  138. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  139. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting
  140. AutoML in nnetsauce (randomized and quasi-randomized nnetworks)
  141. Version v0.14.0 of nnetsauce for R and Python
  142. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  143. (News from) forecasting in Python with ahead (progress bars and plots)
  144. Forecasting in Python with ahead
  145. Did you ask ChatGPT about who you are?
  146. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  147. Simple interfaces to the forecasting API
  148. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  149. Prediction intervals (not only) for Boosted Configuration Networks in Python
  150. A Machine Learning workflow using Techtonique
  151. Super Mario Bros © in the browser using PyScript
  152. News from ESGtoolkit, ycinterextra, and nnetsauce
  153. Explaining a Keras _neural_ network predictions with the-teller
  154. New version of nnetsauce -- various quasi-randomized networks
  155. A dashboard illustrating bivariate time series forecasting with `ahead`
  156. Forecasting with `ahead` (Python version)
  157. Tuning and interpreting LSBoost
  158. Classification using linear regression
  159. Documentation and source code for GPopt, a package for Bayesian optimization
  160. Hyperparameters tuning with GPopt
  161. A forecasting tool (API) with examples in curl, R, Python
  162. Bayesian Optimization with GPopt Part 2 (save and resume)
  163. Bayesian Optimization with GPopt
  164. Compatibility of nnetsauce and mlsauce with scikit-learn
  165. Explaining xgboost predictions with the teller
  166. An infinity of time series models in nnetsauce
  167. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  168. A deeper learning architecture in nnetsauce
  169. Generalized nonlinear models in nnetsauce
  170. Boosting nonlinear penalized least squares
  171. Technical documentation
  172. A new version of nnetsauce, and a new Techtonique website
  173. Back next week, and a few announcements
  174. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  175. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  176. nnetsauce version 0.5.0, randomized neural networks on GPU
  177. Maximizing your tip as a waiter (Part 2)
  178. Parallel AdaOpt classification
  179. Maximizing your tip as a waiter
  180. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  181. AdaOpt
  182. Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability
  183. Encoding your categorical variables based on the response variable and correlations
  184. Documentation for the querier, a query language for Data Frames
  185. Import data into the querier (now on Pypi), a query language for Data Frames
  186. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  187. A new version of nnetsauce (v0.3.1)
  188. Using R in Python for statistical learning/data science
  189. nnetsauce on Pypi

QuasiRandomizedNN

  1. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  2. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  3. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  4. 10 uncertainty quantification methods in nnetsauce forecasting
  5. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  6. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  7. Automated hyperparameter tuning using any conformalized surrogate
  8. Recognizing handwritten digits with Ridge2Classifier
  9. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other?
  10. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0)
  11. DeepMTS, a Deep Learning Model for Multivariate Time Series
  12. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  13. Quasi-randomized nnetworks in Julia, Python and R
  14. A classifier that's very accurate (and deep)
  15. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting
  16. AutoML in nnetsauce (randomized and quasi-randomized nnetworks)
  17. Version v0.14.0 of nnetsauce for R and Python
  18. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  19. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  20. New version of nnetsauce -- various quasi-randomized networks
  21. Tuning and interpreting LSBoost
  22. Classification using linear regression
  23. An infinity of time series models in nnetsauce
  24. A deeper learning architecture in nnetsauce
  25. Classify penguins with nnetsauce's MultitaskClassifier
  26. Bayesian forecasting for uni/multivariate time series
  27. New nnetsauce
  28. Technical documentation
  29. A new version of nnetsauce, and a new Techtonique website
  30. Back next week, and a few announcements
  31. nnetsauce version 0.5.0, randomized neural networks on GPU
  32. R notebooks for nnetsauce
  33. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  34. Feedback forms for contributing
  35. nnetsauce for R
  36. A new version of nnetsauce (v0.3.1)
  37. 2019 Recap, the nnetsauce, the teller and the querier
  38. Prediction intervals for nnetsauce models
  39. Bagging in the nnetsauce
  40. Adaboost learning with nnetsauce
  41. nnetsauce on Pypi
  42. More nnetsauce (examples of use)
  43. nnetsauce

R

  1. Semi-parametric option pricing based on underlying's historical data (accepted at the osQF 2026 (ex R/Finance) conference)
  2. Model-agnostic prediction intervals in Python and R: does nnetsauce's QuantileRegressor hold up?
  3. ahead (Time Series Forecasting with uncertainty quantification) gets a lot faster to install: most dependencies are now optional
  4. Skip the R/Python runtime: fast tabular dashboards with Observable Framework
  5. 'Zero-Shot Probabilistic Stock Returns Forecasting with Pretrained RVFL Networks' accepted at COPA 2026 (and to appear in the Proceedings of Machine Learning Research)
  6. 'garchf': GARCH probabilistic forecasting with package 'forecast'-style interface (and 'rugarch' under the hood)
  7. GPopt for R: Bayesian and conformal optimization of black-box functions and hyperparameter tuning
  8. My last R posts: How conformalization helps weak models, fast conformal prediction with jackknife+ (and no refitting), and sklearn in R
  9. Fast conformal prediction (no refitting) for some Machine Learning models via closed-form jackknife plus
  10. Using scikit-learn models in R easily with the tisthemachinelearner package
  11. How Conformal Prediction Makes Linear Models Good Enough — An Example Using R Package mlS3
  12. Techtonique dot net, the Machine Learning web API, is back online (but more like a passion project for now)
  13. Conformalized TabICL: Prediction Intervals for a State-Of-The-Art Tabular Foundation Model in Python and R
  14. Conformalized TabPFN: Prediction Intervals for a Pretrained Transformer for Tabular Data in Python and R
  15. Probabilistic Time Series Cross-Validation with R package crossvalidation
  16. One interface, (Almost) Every Classifier (and Regressor): unifiedml v0.3.0
  17. You Don't Need to Learn All the Weights on tabular data: The Case for rvflnet (a nonlinear expressive glmnet) on regression, classification and survival analysis
  18. `mlS3` — A Unified S3 Machine Learning Interface in R
  19. One interface, (Almost) Every Classifier: unifiedml v0.2.1
  20. Techtonique dot net is down until further notice
  21. Explaining Time-Series Forecasts with Sensitivity Analysis (ahead::dynrmf and external regressors)
  22. Option pricing using time series models as market price of risk Pt.3
  23. Explaining Time-Series Forecasts with Exact Shapley Values (ahead::dynrmf with external regressors applied to scenarios)
  24. My Presentation at Risk 2026: Lightweight Transfer Learning for Financial Forecasting
  25. nnetsauce with and without jax for GPU acceleration
  26. Understanding Boosted Configuration Networks (combined neural networks and boosting): An Intuitive Guide Through Their Hyperparameters
  27. R version of Python package survivalist, for model-agnostic survival analysis
  28. Presenting Lightweight Transfer Learning for Financial Forecasting (Risk 2026)
  29. Option pricing using time series models as market price of risk
  30. Enhancing Time Series Forecasting (ahead::ridge2f) with Attention-Based Context Vectors (ahead::contextridge2f)
  31. Beyond Cross-validation: Hyperparameter Optimization via Generalization Gap Modeling
  32. rtopy: an R to Python bridge -- novelties
  33. Python examples for 'Beyond Nelson-Siegel and splines: A model- agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation'
  34. Forecasting benchmark: Dynrmf (a new serious competitor in town) vs Theta Method on M-Competitions and Tourism competitition
  35. Finally figured out a way to port python packages to R using uv and reticulate: example with nnetsauce
  36. Overfitting Random Fourier Features: Universal Approximation Property
  37. Counterfactual Scenario Analysis with ahead::ridge2f
  38. ARIMA Pricing: Semi-Parametric Market price of risk for Risk-Neutral Pricing (code + preprint)
  39. Analyzing Paper Reviews with LLMs: I Used ChatGPT, DeepSeek, Qwen, Mistral, Gemini, and Claude (and you should too + publish the analysis)
  40. tisthemachinelearner: New Workflow with uv for R Integration of scikit-learn
  41. (ICYMI) RPweave: Unified R + Python + LaTeX System using uv
  42. unifiedml: A Unified Machine Learning Interface for R, is now on CRAN + Discussion about AI replacing humans
  43. Context-aware Theta forecasting Method: Extending Classical Time Series Forecasting with Machine Learning
  44. unifiedml in R: A Unified Machine Learning Interface
  45. Deterministic Shift Adjustment in Arbitrage-Free Pricing (historical to risk-neutral short rates)
  46. New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation
  47. RPweave: Unified R + Python + LaTeX System using uv
  48. GAN-like Synthetic Data Generation Examples (on univariate, multivariate distributions, digits recognition, Fashion-MNIST, stock returns, and Olivetti faces) with DistroSimulator
  49. R port of llama2.c
  50. Native uncertainty quantification for time series with NGBoost
  51. Real-time pricing with a pretrained probabilistic stock return model
  52. Combining any model with GARCH(1,1) for probabilistic stock forecasting
  53. Generating Synthetic Data with R-vine Copulas using esgtoolkit in R
  54. Reimagining Equity Solvency Capital Requirement Approximation (one of my Master's Thesis subjects): From Bilinear Interpolation to Probabilistic Machine Learning
  55. Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation
  56. Transfer Learning using ahead::ridge2f on synthetic stocks returns
  57. I'm supposed to present 'Conformal Predictive Simulations for Univariate Time Series' at COPA CONFERENCE 2025 in London...
  58. external regressors in ahead::dynrmf's interface for Machine learning forecasting
  59. Another interesting decision, now for 'Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation'
  60. A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics).
  61. Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting
  62. Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting
  63. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  64. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  65. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  66. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  67. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  68. R version of 'Backpropagating quasi-randomized neural networks'
  69. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  70. Stacked generalization (Machine Learning model stacking) + conformal prediction for forecasting with ahead::mlf
  71. Programming language-agnostic reserving using RidgeCV, LightGBM, XGBoost, and ExtraTrees Machine Learning models
  72. Free R, Python and SQL editors in techtonique dot net
  73. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  74. R version of Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  75. Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  76. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  77. Which patient is going to survive longer? Another guide to using techtonique dot net's API (with R + Python + the command line) for survival analysis
  78. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  79. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  80. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  81. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  82. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  83. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  84. Survival stacking: survival analysis translated as supervised classification in R and Python
  85. 'Bayesian' optimization of hyperparameters in a R machine learning model using the bayesianrvfl package
  86. A lightweight interface to scikit-learn in R: Bayesian and Conformal prediction
  87. A lightweight interface to scikit-learn in R Pt.2: probabilistic time series forecasting in conjunction with ahead::dynrmf
  88. Extending the Theta forecasting method to GLMs, GAMs, GLMBOOST and attention: benchmarking on Tourism, M1, M3 and M4 competition data sets (28000 series)
  89. Extending the Theta forecasting method to GLMs and attention
  90. Nonlinear conformalized Generalized Linear Models (GLMs) with R package 'rvfl' (and other models)
  91. Conformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize
  92. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  93. Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels
  94. (News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction
  95. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  96. CRAN-like repository for most recent releases of Techtonique's R packages
  97. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  98. Web app with DeepSeek R1 and Hugging Face API for chatting
  99. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  100. R version of survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, xgboost, lightgbm (and conformal prediction)
  101. A simple test of the martingale hypothesis in esgtoolkit
  102. Command Line Interface (CLI) for techtonique.net's API
  103. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  104. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  105. Techtonique is released! (with a tutorial in various programming languages and formats)
  106. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  107. Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  108. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  109. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  110. Unified interface and conformal prediction (calibrated prediction intervals) for R package forecast (and 'affiliates')
  111. GLMNet in Python: Generalized Linear Models
  112. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  113. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  114. Chat with your tabular data in www.techtonique.net
  115. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  116. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  117. R and Python consoles + JupyterLite in www.techtonique.net
  118. Gradient-Boosting anything (alert: high performance): Part2, R version
  119. Gradient-Boosting anything (alert: high performance)
  120. Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution
  121. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  122. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  123. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  124. New versions of nnetsauce and ahead
  125. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  126. Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2
  127. R package development workflow (assuming you're using macOS or Linux)
  128. A new method for deriving a nonparametric confidence interval for the mean
  129. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  130. Bayesian (nonlinear) adaptive learning
  131. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  132. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  133. learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification
  134. Forecasting the Economy
  135. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  136. Probability of receiving a loan; using learningmachine
  137. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  138. Conformalized predictive simulations for univariate time series on more than 250 data sets
  139. learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant'
  140. Multiple examples of Machine Learning forecasting with ahead
  141. rtopy (v0.1.1): calling R functions in Python
  142. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  143. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  144. learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest
  145. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  146. Diffusion models in Python with esgtoolkit (Part2)
  147. Diffusion models in Python with esgtoolkit
  148. Quasi-randomized nnetworks in Julia, Python and R
  149. A plethora of datasets at your fingertips
  150. A classifier that's very accurate (and deep)
  151. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  152. Version v0.14.0 of nnetsauce for R and Python
  153. A diffusion model: G2++
  154. Diffusion models in ESGtoolkit + announcements
  155. Risk-neutralize simulations
  156. Comparing cross-validation results using crossval_ml and boxplots
  157. Did you ask ChatGPT about who you are?
  158. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  159. Simple interfaces to the forecasting API
  160. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  161. Boosted Configuration (neural) Networks Pt. 2
  162. Boosted Configuration (_neural_) Networks for classification
  163. News from ESGtoolkit, ycinterextra, and nnetsauce
  164. New version of nnetsauce -- various quasi-randomized networks
  165. A dashboard illustrating bivariate time series forecasting with `ahead`
  166. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret
  167. Time series cross-validation using `crossvalidation` (Part 2)
  168. Fast and scalable forecasting with ahead::ridge2f
  169. Automatic Forecasting with `ahead::dynrmf` and Ridge regression
  170. Forecasting with `ahead`
  171. `crossvalidation` and random search for calibrating support vector machines
  172. parallel grid search cross-validation using `crossvalidation`
  173. `crossvalidation` on R-universe, plus a classification example
  174. A forecasting tool (API) with examples in curl, R, Python
  175. An infinity of time series models in nnetsauce
  176. New activation functions in mlsauce's LSBoost
  177. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  178. Classify penguins with nnetsauce's MultitaskClassifier
  179. Bayesian forecasting for uni/multivariate time series
  180. Boosting nonlinear penalized least squares
  181. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates
  182. Submitting R package to CRAN
  183. Simulation of dependent variables in ESGtoolkit
  184. Forecasting lung disease progression
  185. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  186. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  187. nnetsauce version 0.5.0, randomized neural networks on GPU
  188. Maximizing your tip as a waiter (Part 2)
  189. Maximizing your tip as a waiter
  190. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  191. AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R
  192. Custom errors for cross-validation using crossval::crossval_ml
  193. Encoding your categorical variables based on the response variable and correlations
  194. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml
  195. Grid search cross-validation using crossval
  196. Time series cross-validation using crossval
  197. On model specification, identification, degrees of freedom and regularization
  198. R notebooks for nnetsauce
  199. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  200. Feedback forms for contributing
  201. nnetsauce for R
  202. ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0)
  203. Using R in Python for statistical learning/data science
  204. Model calibration with `crossval`
  205. crossval