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Blogroll | Top

List of posts by date of publication | Top

  1. Deterministic Shift Adjustment in Arbitrage-Free Pricing (historical to risk-neutral short rates) Oct 28, 2025
  2. New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation Oct 27, 2025
  3. RPweave: Unified R + Python + LaTeX System using uv Oct 19, 2025
  4. GAN-like Synthetic Data Generation Examples (on univariate, multivariate distributions, digits recognition, Fashion-MNIST, stock returns, and Olivetti faces) with DistroSimulator Oct 19, 2025
  5. Part2 of More data (> 150 files) on T. Moudiki's situation: a riddle/puzzle (including R, Python, bash interfaces to the game -- but everyone can play) Oct 16, 2025
  6. More data (> 150 files) on T. Moudiki's situation: a riddle/puzzle (including R, Python, bash interfaces to the game -- but everyone can play) Oct 12, 2025
  7. R port of llama2.c Oct 9, 2025
  8. Native uncertainty quantification for time series with NGBoost Oct 8, 2025
  9. NGBoost (Natural Gradient Boosting) for Regression, Classification, Time Series forecasting and Reserving Oct 6, 2025
  10. Real-time pricing with a pretrained probabilistic stock return model Oct 1, 2025
  11. Combining any model with GARCH(1,1) for probabilistic stock forecasting Sep 23, 2025
  12. Generating Synthetic Data with R-vine Copulas using esgtoolkit in R Sep 21, 2025
  13. Reimagining Equity Solvency Capital Requirement Approximation (one of my Master's Thesis subjects): From Bilinear Interpolation to Probabilistic Machine Learning Sep 16, 2025
  14. Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation Sep 9, 2025
  15. Transfer Learning using ahead::ridge2f on synthetic stocks returns Sep 8, 2025
  16. I'm supposed to present 'Conformal Predictive Simulations for Univariate Time Series' at COPA CONFERENCE 2025 in London... Sep 4, 2025
  17. external regressors in ahead::dynrmf's interface for Machine learning forecasting Sep 1, 2025
  18. 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
  19. Boosting any randomized based learner for regression, classification and univariate/multivariate time series forcasting Jul 26, 2025
  20. New nnetsauce version with CustomBackPropRegressor (CustomRegressor with Backpropagation) and ElasticNet2Regressor (Ridge2 with ElasticNet regularization) Jul 15, 2025
  21. mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI. Jul 10, 2025
  22. A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics). Jul 8, 2025
  23. Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting Jul 7, 2025
  24. Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting Jul 6, 2025
  25. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting Jul 5, 2025
  26. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting Jul 4, 2025
  27. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting Jul 3, 2025
  28. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting Jul 2, 2025
  29. 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
  30. R version of 'Backpropagating quasi-randomized neural networks' Jun 24, 2025
  31. Backpropagating quasi-randomized neural networks Jun 23, 2025
  32. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting Jun 21, 2025
  33. Stacked generalization (Machine Learning model stacking) + conformal prediction for forecasting with ahead::mlf Jun 18, 2025
  34. An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters Jun 14, 2025
  35. Programming language-agnostic reserving using RidgeCV, LightGBM, XGBoost, and ExtraTrees Machine Learning models Jun 13, 2025
  36. Exceptionally, and on a more personal note (otherwise I may get buried alive)... Jun 10, 2025
  37. Free R, Python and SQL editors in techtonique dot net Jun 9, 2025
  38. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation Jun 7, 2025
  39. scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce in probabilistic Machine Learning (for longitudinal data) Reserving (work in progress) Jun 6, 2025
  40. R version of Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress) Jun 5, 2025
  41. Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress) Jun 4, 2025
  42. 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
  43. Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH) Jun 2, 2025
  44. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line) Jun 1, 2025
  45. 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
  46. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios May 30, 2025
  47. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose May 29, 2025
  48. 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
  49. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API May 27, 2025
  50. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API May 26, 2025
  51. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor May 20, 2025
  52. Survival stacking: survival analysis translated as supervised classification in R and Python May 5, 2025
  53. 'Bayesian' optimization of hyperparameters in a R machine learning model using the bayesianrvfl package Apr 25, 2025
  54. A lightweight interface to scikit-learn in R: Bayesian and Conformal prediction Apr 21, 2025
  55. A lightweight interface to scikit-learn in R Pt.2: probabilistic time series forecasting in conjunction with ahead::dynrmf Apr 20, 2025
  56. 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
  57. Extending the Theta forecasting method to GLMs and attention Apr 8, 2025
  58. Nonlinear conformalized Generalized Linear Models (GLMs) with R package 'rvfl' (and other models) Mar 31, 2025
  59. Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net Mar 28, 2025
  60. Conformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize Mar 25, 2025
  61. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance Mar 19, 2025
  62. Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels Mar 16, 2025
  63. (News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction Mar 9, 2025
  64. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion Mar 8, 2025
  65. CRAN-like repository for most recent releases of Techtonique's R packages Mar 2, 2025
  66. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier Feb 27, 2025
  67. Web app with DeepSeek R1 and Hugging Face API for chatting Feb 23, 2025
  68. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R) Feb 17, 2025
  69. R version of survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, xgboost, lightgbm (and conformal prediction) Feb 12, 2025
  70. 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
  71. A simple test of the martingale hypothesis in esgtoolkit Feb 3, 2025
  72. Command Line Interface (CLI) for techtonique.net's API Jan 31, 2025
  73. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend Jan 27, 2025
  74. 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
  75. Techtonique is out! (with a tutorial in various programming languages and formats) Jan 14, 2025
  76. Univariate and Multivariate Probabilistic Forecasting with nnetsauce and TabPFN Jan 14, 2025
  77. 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
  78. 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
  79. Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich) Dec 29, 2024
  80. No-code Machine Learning Cross-validation and Interpretability in techtonique.net Dec 23, 2024
  81. survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce and mlsauce Dec 15, 2024
  82. Model-agnostic 'Bayesian' optimization (for hyperparameter tuning) using conformalized surrogates in GPopt Dec 9, 2024
  83. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting Dec 1, 2024
  84. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Nov 24, 2024
  85. Unified interface and conformal prediction (calibrated prediction intervals) for R package forecast (and 'affiliates') Nov 23, 2024
  86. GLMNet in Python: Generalized Linear Models Nov 18, 2024
  87. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting Nov 10, 2024
  88. Predictive scenarios simulation in R, Python and Excel using Techtonique API Nov 3, 2024
  89. Chat with your tabular data in www.techtonique.net Oct 30, 2024
  90. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting Oct 28, 2024
  91. R editor and SQL console (in addition to Python editors) in www.techtonique.net Oct 21, 2024
  92. R and Python consoles + JupyterLite in www.techtonique.net Oct 15, 2024
  93. Gradient-Boosting anything (alert: high performance): Part2, R version Oct 14, 2024
  94. Gradient-Boosting anything (alert: high performance) Oct 6, 2024
  95. Benchmarking 30 statistical/Machine Learning models on the VN1 Forecasting -- Accuracy challenge Oct 4, 2024
  96. Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution Oct 2, 2024
  97. Forecasting in Excel using Techtonique's Machine Learning APIs under the hood Sep 30, 2024
  98. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization Sep 25, 2024
  99. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead Sep 16, 2024
  100. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine Sep 10, 2024
  101. New versions of nnetsauce and ahead Sep 9, 2024
  102. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting Sep 2, 2024
  103. Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2 Aug 30, 2024
  104. R package development workflow (assuming you're using macOS or Linux) Aug 27, 2024
  105. A new method for deriving a nonparametric confidence interval for the mean Aug 26, 2024
  106. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R Aug 19, 2024
  107. Bayesian (nonlinear) adaptive learning Aug 12, 2024
  108. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting Aug 5, 2024
  109. Copulas for uncertainty quantification in time series forecasting Jul 28, 2024
  110. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app) Jul 22, 2024
  111. learningmachine for Python (new version) Jul 15, 2024
  112. learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification Jul 8, 2024
  113. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news) Jul 3, 2024
  114. 10 uncertainty quantification methods in nnetsauce forecasting Jul 1, 2024
  115. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks Jun 24, 2024
  116. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks Jun 17, 2024
  117. Automated hyperparameter tuning using any conformalized surrogate Jun 9, 2024
  118. Recognizing handwritten digits with Ridge2Classifier Jun 3, 2024
  119. Forecasting the Economy May 27, 2024
  120. A detailed introduction to Deep Quasi-Randomized 'neural' networks May 19, 2024
  121. Probability of receiving a loan; using learningmachine May 12, 2024
  122. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction May 6, 2024
  123. mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables Apr 29, 2024
  124. mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering Apr 21, 2024
  125. mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor Apr 15, 2024
  126. Conformalized predictive simulations for univariate time series on more than 250 data sets Apr 7, 2024
  127. learningmachine v1.1.2: for Python Apr 1, 2024
  128. learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant' Mar 25, 2024
  129. Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1 Mar 18, 2024
  130. Multiple examples of Machine Learning forecasting with ahead Mar 11, 2024
  131. rtopy (v0.1.1): calling R functions in Python Mar 4, 2024
  132. ahead forecasting (v0.10.0): fast time series model calibration and Python plots Feb 26, 2024
  133. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other? Feb 19, 2024
  134. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0) Feb 11, 2024
  135. Tuning Machine Learning models with GPopt's new version Part 2 Feb 5, 2024
  136. Tuning Machine Learning models with GPopt's new version Jan 29, 2024
  137. Subsampling continuous and discrete response variables Jan 22, 2024
  138. DeepMTS, a Deep Learning Model for Multivariate Time Series Jan 15, 2024
  139. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce Jan 8, 2024
  140. learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest Jan 1, 2024
  141. 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
  142. Diffusion models in Python with esgtoolkit (Part2) Dec 18, 2023
  143. Diffusion models in Python with esgtoolkit Dec 11, 2023
  144. Julia packaging at the command line Dec 4, 2023
  145. Quasi-randomized nnetworks in Julia, Python and R Nov 27, 2023
  146. A plethora of datasets at your fingertips Nov 20, 2023
  147. A classifier that's very accurate (and deep) Nov 12, 2023
  148. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R Nov 5, 2023
  149. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting Oct 29, 2023
  150. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Oct 22, 2023
  151. Version v0.14.0 of nnetsauce for R and Python Oct 16, 2023
  152. A diffusion model: G2++ Oct 9, 2023
  153. Diffusion models in ESGtoolkit + announcements Oct 2, 2023
  154. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification) Sep 25, 2023
  155. (News from) forecasting in Python with ahead (progress bars and plots) Sep 18, 2023
  156. Forecasting in Python with ahead Sep 11, 2023
  157. Risk-neutralize simulations Sep 4, 2023
  158. Comparing cross-validation results using crossval_ml and boxplots Aug 27, 2023
  159. Reminder Apr 30, 2023
  160. Did you ask ChatGPT about who you are? Apr 16, 2023
  161. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks) Apr 2, 2023
  162. Simple interfaces to the forecasting API Nov 23, 2022
  163. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc. Nov 2, 2022
  164. Prediction intervals (not only) for Boosted Configuration Networks in Python Oct 5, 2022
  165. Boosted Configuration (neural) Networks Pt. 2 Sep 3, 2022
  166. Boosted Configuration (_neural_) Networks for classification Jul 21, 2022
  167. A Machine Learning workflow using Techtonique Jun 6, 2022
  168. Super Mario Bros © in the browser using PyScript May 8, 2022
  169. News from ESGtoolkit, ycinterextra, and nnetsauce Apr 4, 2022
  170. Explaining a Keras _neural_ network predictions with the-teller Mar 11, 2022
  171. New version of nnetsauce -- various quasi-randomized networks Feb 12, 2022
  172. A dashboard illustrating bivariate time series forecasting with `ahead` Jan 14, 2022
  173. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret Dec 20, 2021
  174. Forecasting with `ahead` (Python version) Dec 13, 2021
  175. Tuning and interpreting LSBoost Nov 15, 2021
  176. Time series cross-validation using `crossvalidation` (Part 2) Nov 7, 2021
  177. Fast and scalable forecasting with ahead::ridge2f Oct 31, 2021
  178. Automatic Forecasting with `ahead::dynrmf` and Ridge regression Oct 22, 2021
  179. Forecasting with `ahead` Oct 15, 2021
  180. Classification using linear regression Sep 26, 2021
  181. `crossvalidation` and random search for calibrating support vector machines Aug 6, 2021
  182. parallel grid search cross-validation using `crossvalidation` Jul 31, 2021
  183. `crossvalidation` on R-universe, plus a classification example Jul 23, 2021
  184. Documentation and source code for GPopt, a package for Bayesian optimization Jul 2, 2021
  185. Hyperparameters tuning with GPopt Jun 11, 2021
  186. A forecasting tool (API) with examples in curl, R, Python May 28, 2021
  187. Bayesian Optimization with GPopt Part 2 (save and resume) Apr 30, 2021
  188. Bayesian Optimization with GPopt Apr 16, 2021
  189. Compatibility of nnetsauce and mlsauce with scikit-learn Mar 26, 2021
  190. Explaining xgboost predictions with the teller Mar 12, 2021
  191. An infinity of time series models in nnetsauce Mar 6, 2021
  192. New activation functions in mlsauce's LSBoost Feb 12, 2021
  193. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce Dec 29, 2020
  194. A deeper learning architecture in nnetsauce Dec 18, 2020
  195. Classify penguins with nnetsauce's MultitaskClassifier Dec 11, 2020
  196. Bayesian forecasting for uni/multivariate time series Dec 4, 2020
  197. Generalized nonlinear models in nnetsauce Nov 28, 2020
  198. Boosting nonlinear penalized least squares Nov 21, 2020
  199. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates Nov 6, 2020
  200. NEWS Oct 30, 2020
  201. A glimpse into my PhD journey Oct 23, 2020
  202. Submitting R package to CRAN Oct 16, 2020
  203. Simulation of dependent variables in ESGtoolkit Oct 9, 2020
  204. Forecasting lung disease progression Oct 2, 2020
  205. New nnetsauce Sep 25, 2020
  206. Technical documentation Sep 18, 2020
  207. A new version of nnetsauce, and a new Techtonique website Sep 11, 2020
  208. Back next week, and a few announcements Sep 4, 2020
  209. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso) Jul 31, 2020
  210. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python) Jul 24, 2020
  211. nnetsauce version 0.5.0, randomized neural networks on GPU Jul 17, 2020
  212. Maximizing your tip as a waiter (Part 2) Jul 10, 2020
  213. New version of mlsauce, with Gradient Boosted randomized networks and stump decision trees Jul 3, 2020
  214. Announcements Jun 26, 2020
  215. Parallel AdaOpt classification Jun 19, 2020
  216. Comments section and other news Jun 12, 2020
  217. Maximizing your tip as a waiter Jun 5, 2020
  218. AdaOpt classification on MNIST handwritten digits (without preprocessing) May 29, 2020
  219. AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R May 22, 2020
  220. AdaOpt May 15, 2020
  221. Custom errors for cross-validation using crossval::crossval_ml May 8, 2020
  222. Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability May 1, 2020
  223. Encoding your categorical variables based on the response variable and correlations Apr 24, 2020
  224. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml Apr 17, 2020
  225. Grid search cross-validation using crossval Apr 10, 2020
  226. Documentation for the querier, a query language for Data Frames Apr 3, 2020
  227. Time series cross-validation using crossval Mar 27, 2020
  228. On model specification, identification, degrees of freedom and regularization Mar 20, 2020
  229. Import data into the querier (now on Pypi), a query language for Data Frames Mar 13, 2020
  230. R notebooks for nnetsauce Mar 6, 2020
  231. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification Feb 28, 2020
  232. Create a specific feed in your Jekyll blog Feb 21, 2020
  233. Git/Github for contributing to package development Feb 14, 2020
  234. Feedback forms for contributing Feb 7, 2020
  235. nnetsauce for R Jan 31, 2020
  236. A new version of nnetsauce (v0.3.1) Jan 24, 2020
  237. ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0) Jan 17, 2020
  238. Search bar, new year 2020 Jan 10, 2020
  239. 2019 Recap, the nnetsauce, the teller and the querier Dec 20, 2019
  240. Understanding model interactions with the `teller` Dec 13, 2019
  241. Using the `teller` on a classifier Dec 6, 2019
  242. Benchmarking the querier's verbs Nov 29, 2019
  243. Composing the querier's verbs for data wrangling Nov 22, 2019
  244. Comparing and explaining model predictions with the teller Nov 15, 2019
  245. Tests for the significance of marginal effects in the teller Nov 8, 2019
  246. Introducing the teller Nov 1, 2019
  247. Introducing the querier Oct 25, 2019
  248. Prediction intervals for nnetsauce models Oct 18, 2019
  249. Using R in Python for statistical learning/data science Oct 11, 2019
  250. Model calibration with `crossval` Oct 4, 2019
  251. Bagging in the nnetsauce Sep 25, 2019
  252. Adaboost learning with nnetsauce Sep 18, 2019
  253. Change in blog's presentation Sep 4, 2019
  254. nnetsauce on Pypi Jun 5, 2019
  255. More nnetsauce (examples of use) May 9, 2019
  256. nnetsauce Mar 13, 2019
  257. crossval Mar 13, 2019
  258. test Mar 10, 2019

Categories | Top

Forecasting

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

Misc

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

Python

  1. New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation
  2. RPweave: Unified R + Python + LaTeX System using uv
  3. GAN-like Synthetic Data Generation Examples (on univariate, multivariate distributions, digits recognition, Fashion-MNIST, stock returns, and Olivetti faces) with DistroSimulator
  4. Part2 of More data (> 150 files) on T. Moudiki's situation: a riddle/puzzle (including R, Python, bash interfaces to the game -- but everyone can play)
  5. More data (> 150 files) on T. Moudiki's situation: a riddle/puzzle (including R, Python, bash interfaces to the game -- but everyone can play)
  6. Native uncertainty quantification for time series with NGBoost
  7. NGBoost (Natural Gradient Boosting) for Regression, Classification, Time Series forecasting and Reserving
  8. Real-time pricing with a pretrained probabilistic stock return model
  9. Reimagining Equity Solvency Capital Requirement Approximation (one of my Master's Thesis subjects): From Bilinear Interpolation to Probabilistic Machine Learning
  10. Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation
  11. Transfer Learning using ahead::ridge2f on synthetic stocks returns
  12. I'm supposed to present 'Conformal Predictive Simulations for Univariate Time Series' at COPA CONFERENCE 2025 in London...
  13. Another interesting decision, now for 'Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation'
  14. Boosting any randomized based learner for regression, classification and univariate/multivariate time series forcasting
  15. New nnetsauce version with CustomBackPropRegressor (CustomRegressor with Backpropagation) and ElasticNet2Regressor (Ridge2 with ElasticNet regularization)
  16. mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI.
  17. A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics).
  18. Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting
  19. Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting
  20. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  21. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  22. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  23. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  24. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  25. Backpropagating quasi-randomized neural networks
  26. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  27. An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters
  28. Exceptionally, and on a more personal note (otherwise I may get buried alive)...
  29. Free R, Python and SQL editors in techtonique dot net
  30. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  31. scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce in probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  32. Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  33. Python version of Beyond ARMA-GARCH: leveraging model-agnostic Quasi-Randomized networks and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  34. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  35. 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
  36. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  37. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  38. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  39. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  40. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  41. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  42. Survival stacking: survival analysis translated as supervised classification in R and Python
  43. Extending the Theta forecasting method to GLMs and attention
  44. Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net
  45. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  46. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  47. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  48. Web app with DeepSeek R1 and Hugging Face API for chatting
  49. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  50. Model-agnostic global Survival Prediction of Patients with Myeloid Leukemia in QRT/Gustave Roussy Challenge (challengedata.ens.fr): Python's survivalist Quickstart
  51. Command Line Interface (CLI) for techtonique.net's API
  52. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  53. 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
  54. Techtonique is out! (with a tutorial in various programming languages and formats)
  55. Univariate and Multivariate Probabilistic Forecasting with nnetsauce and TabPFN
  56. 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?
  57. 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)
  58. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  59. survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce and mlsauce
  60. Model-agnostic 'Bayesian' optimization (for hyperparameter tuning) using conformalized surrogates in GPopt
  61. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting
  62. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  63. GLMNet in Python: Generalized Linear Models
  64. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  65. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  66. Chat with your tabular data in www.techtonique.net
  67. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  68. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  69. R and Python consoles + JupyterLite in www.techtonique.net
  70. Gradient-Boosting anything (alert: high performance)
  71. Benchmarking 30 statistical/Machine Learning models on the VN1 Forecasting -- Accuracy challenge
  72. Forecasting in Excel using Techtonique's Machine Learning APIs under the hood
  73. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  74. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  75. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  76. New versions of nnetsauce and ahead
  77. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  78. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  79. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  80. Copulas for uncertainty quantification in time series forecasting
  81. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  82. learningmachine for Python (new version)
  83. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  84. 10 uncertainty quantification methods in nnetsauce forecasting
  85. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  86. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  87. Automated hyperparameter tuning using any conformalized surrogate
  88. Recognizing handwritten digits with Ridge2Classifier
  89. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  90. Probability of receiving a loan; using learningmachine
  91. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  92. mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables
  93. mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering
  94. mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor
  95. learningmachine v1.1.2: for Python
  96. Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1
  97. rtopy (v0.1.1): calling R functions in Python
  98. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  99. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other?
  100. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0)
  101. Tuning Machine Learning models with GPopt's new version Part 2
  102. Tuning Machine Learning models with GPopt's new version
  103. Subsampling continuous and discrete response variables
  104. DeepMTS, a Deep Learning Model for Multivariate Time Series
  105. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  106. 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
  107. Diffusion models in Python with esgtoolkit (Part2)
  108. Diffusion models in Python with esgtoolkit
  109. Quasi-randomized nnetworks in Julia, Python and R
  110. A plethora of datasets at your fingertips
  111. A classifier that's very accurate (and deep)
  112. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  113. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting
  114. AutoML in nnetsauce (randomized and quasi-randomized nnetworks)
  115. Version v0.14.0 of nnetsauce for R and Python
  116. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  117. (News from) forecasting in Python with ahead (progress bars and plots)
  118. Forecasting in Python with ahead
  119. Did you ask ChatGPT about who you are?
  120. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  121. Simple interfaces to the forecasting API
  122. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  123. Prediction intervals (not only) for Boosted Configuration Networks in Python
  124. A Machine Learning workflow using Techtonique
  125. Super Mario Bros © in the browser using PyScript
  126. News from ESGtoolkit, ycinterextra, and nnetsauce
  127. Explaining a Keras _neural_ network predictions with the-teller
  128. New version of nnetsauce -- various quasi-randomized networks
  129. A dashboard illustrating bivariate time series forecasting with `ahead`
  130. Forecasting with `ahead` (Python version)
  131. Tuning and interpreting LSBoost
  132. Classification using linear regression
  133. Documentation and source code for GPopt, a package for Bayesian optimization
  134. Hyperparameters tuning with GPopt
  135. A forecasting tool (API) with examples in curl, R, Python
  136. Bayesian Optimization with GPopt Part 2 (save and resume)
  137. Bayesian Optimization with GPopt
  138. Compatibility of nnetsauce and mlsauce with scikit-learn
  139. Explaining xgboost predictions with the teller
  140. An infinity of time series models in nnetsauce
  141. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  142. A deeper learning architecture in nnetsauce
  143. Generalized nonlinear models in nnetsauce
  144. Boosting nonlinear penalized least squares
  145. Technical documentation
  146. A new version of nnetsauce, and a new Techtonique website
  147. Back next week, and a few announcements
  148. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  149. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  150. nnetsauce version 0.5.0, randomized neural networks on GPU
  151. Maximizing your tip as a waiter (Part 2)
  152. Parallel AdaOpt classification
  153. Maximizing your tip as a waiter
  154. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  155. AdaOpt
  156. Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability
  157. Encoding your categorical variables based on the response variable and correlations
  158. Documentation for the querier, a query language for Data Frames
  159. Import data into the querier (now on Pypi), a query language for Data Frames
  160. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  161. A new version of nnetsauce (v0.3.1)
  162. Using R in Python for statistical learning/data science
  163. 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. Deterministic Shift Adjustment in Arbitrage-Free Pricing (historical to risk-neutral short rates)
  2. New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation
  3. RPweave: Unified R + Python + LaTeX System using uv
  4. GAN-like Synthetic Data Generation Examples (on univariate, multivariate distributions, digits recognition, Fashion-MNIST, stock returns, and Olivetti faces) with DistroSimulator
  5. Part2 of More data (> 150 files) on T. Moudiki's situation: a riddle/puzzle (including R, Python, bash interfaces to the game -- but everyone can play)
  6. More data (> 150 files) on T. Moudiki's situation: a riddle/puzzle (including R, Python, bash interfaces to the game -- but everyone can play)
  7. R port of llama2.c
  8. Native uncertainty quantification for time series with NGBoost
  9. Real-time pricing with a pretrained probabilistic stock return model
  10. Combining any model with GARCH(1,1) for probabilistic stock forecasting
  11. Generating Synthetic Data with R-vine Copulas using esgtoolkit in R
  12. Reimagining Equity Solvency Capital Requirement Approximation (one of my Master's Thesis subjects): From Bilinear Interpolation to Probabilistic Machine Learning
  13. Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation
  14. Transfer Learning using ahead::ridge2f on synthetic stocks returns
  15. I'm supposed to present 'Conformal Predictive Simulations for Univariate Time Series' at COPA CONFERENCE 2025 in London...
  16. external regressors in ahead::dynrmf's interface for Machine learning forecasting
  17. Another interesting decision, now for 'Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation'
  18. A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics).
  19. Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting
  20. Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting
  21. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  22. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  23. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  24. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  25. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  26. R version of 'Backpropagating quasi-randomized neural networks'
  27. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  28. Stacked generalization (Machine Learning model stacking) + conformal prediction for forecasting with ahead::mlf
  29. Programming language-agnostic reserving using RidgeCV, LightGBM, XGBoost, and ExtraTrees Machine Learning models
  30. Exceptionally, and on a more personal note (otherwise I may get buried alive)...
  31. Free R, Python and SQL editors in techtonique dot net
  32. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  33. R version of Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  34. Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  35. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  36. 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
  37. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  38. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  39. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  40. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  41. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  42. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  43. Survival stacking: survival analysis translated as supervised classification in R and Python
  44. 'Bayesian' optimization of hyperparameters in a R machine learning model using the bayesianrvfl package
  45. A lightweight interface to scikit-learn in R: Bayesian and Conformal prediction
  46. A lightweight interface to scikit-learn in R Pt.2: probabilistic time series forecasting in conjunction with ahead::dynrmf
  47. Extending the Theta forecasting method to GLMs, GAMs, GLMBOOST and attention: benchmarking on Tourism, M1, M3 and M4 competition data sets (28000 series)
  48. Extending the Theta forecasting method to GLMs and attention
  49. Nonlinear conformalized Generalized Linear Models (GLMs) with R package 'rvfl' (and other models)
  50. Conformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize
  51. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  52. Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels
  53. (News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction
  54. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  55. CRAN-like repository for most recent releases of Techtonique's R packages
  56. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  57. Web app with DeepSeek R1 and Hugging Face API for chatting
  58. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  59. R version of survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, xgboost, lightgbm (and conformal prediction)
  60. A simple test of the martingale hypothesis in esgtoolkit
  61. Command Line Interface (CLI) for techtonique.net's API
  62. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  63. 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
  64. Techtonique is out! (with a tutorial in various programming languages and formats)
  65. 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?
  66. Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  67. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  68. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  69. Unified interface and conformal prediction (calibrated prediction intervals) for R package forecast (and 'affiliates')
  70. GLMNet in Python: Generalized Linear Models
  71. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  72. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  73. Chat with your tabular data in www.techtonique.net
  74. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  75. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  76. R and Python consoles + JupyterLite in www.techtonique.net
  77. Gradient-Boosting anything (alert: high performance): Part2, R version
  78. Gradient-Boosting anything (alert: high performance)
  79. Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution
  80. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  81. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  82. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  83. New versions of nnetsauce and ahead
  84. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  85. Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2
  86. R package development workflow (assuming you're using macOS or Linux)
  87. A new method for deriving a nonparametric confidence interval for the mean
  88. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  89. Bayesian (nonlinear) adaptive learning
  90. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  91. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  92. learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification
  93. Forecasting the Economy
  94. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  95. Probability of receiving a loan; using learningmachine
  96. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  97. Conformalized predictive simulations for univariate time series on more than 250 data sets
  98. learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant'
  99. Multiple examples of Machine Learning forecasting with ahead
  100. rtopy (v0.1.1): calling R functions in Python
  101. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  102. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  103. learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest
  104. 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
  105. Diffusion models in Python with esgtoolkit (Part2)
  106. Diffusion models in Python with esgtoolkit
  107. Quasi-randomized nnetworks in Julia, Python and R
  108. A plethora of datasets at your fingertips
  109. A classifier that's very accurate (and deep)
  110. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  111. Version v0.14.0 of nnetsauce for R and Python
  112. A diffusion model: G2++
  113. Diffusion models in ESGtoolkit + announcements
  114. Risk-neutralize simulations
  115. Comparing cross-validation results using crossval_ml and boxplots
  116. Did you ask ChatGPT about who you are?
  117. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  118. Simple interfaces to the forecasting API
  119. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  120. Boosted Configuration (neural) Networks Pt. 2
  121. Boosted Configuration (_neural_) Networks for classification
  122. News from ESGtoolkit, ycinterextra, and nnetsauce
  123. New version of nnetsauce -- various quasi-randomized networks
  124. A dashboard illustrating bivariate time series forecasting with `ahead`
  125. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret
  126. Time series cross-validation using `crossvalidation` (Part 2)
  127. Fast and scalable forecasting with ahead::ridge2f
  128. Automatic Forecasting with `ahead::dynrmf` and Ridge regression
  129. Forecasting with `ahead`
  130. `crossvalidation` and random search for calibrating support vector machines
  131. parallel grid search cross-validation using `crossvalidation`
  132. `crossvalidation` on R-universe, plus a classification example
  133. A forecasting tool (API) with examples in curl, R, Python
  134. An infinity of time series models in nnetsauce
  135. New activation functions in mlsauce's LSBoost
  136. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  137. Classify penguins with nnetsauce's MultitaskClassifier
  138. Bayesian forecasting for uni/multivariate time series
  139. Boosting nonlinear penalized least squares
  140. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates
  141. Submitting R package to CRAN
  142. Simulation of dependent variables in ESGtoolkit
  143. Forecasting lung disease progression
  144. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  145. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  146. nnetsauce version 0.5.0, randomized neural networks on GPU
  147. Maximizing your tip as a waiter (Part 2)
  148. Maximizing your tip as a waiter
  149. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  150. AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R
  151. Custom errors for cross-validation using crossval::crossval_ml
  152. Encoding your categorical variables based on the response variable and correlations
  153. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml
  154. Grid search cross-validation using crossval
  155. Time series cross-validation using crossval
  156. On model specification, identification, degrees of freedom and regularization
  157. R notebooks for nnetsauce
  158. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  159. Feedback forms for contributing
  160. nnetsauce for R
  161. ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0)
  162. Using R in Python for statistical learning/data science
  163. Model calibration with `crossval`
  164. crossval