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Blogroll | Top


List of posts by date of publication | Top

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


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