mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI.
mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI.
Python-bloggers
Data science news and tutorials - contributed by Python bloggers
Articles by T. Moudiki
A user-friendly graphical interface to techtonique dot net’s API (will eventually contain graphics).
A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics).
Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting
Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pasting [...Read more...]
Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting
Calling =TECHTO_MLREGRESSION for Machine Learning supervised regression in Excel is just a matter of copying and pasting [...Read more...]
Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting [...Read more...]
Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting [...Read more...]
Backpropagating quasi-randomized neural networks
Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
A flexible hybrid approach to probabilistic stock forecasting that combines statistical model with ARCH effects, offering an alternative to traditional ARMA-GARCH models
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