Transfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generationSeptember 9, 2025 | T. MoudikiSynthetic data generation. [...Read more...]
Transfer Learning using ahead::ridge2f on synthetic stocks returnsSeptember 8, 2025 | T. MoudikiI pretrain ahead::ridge2f on 1000 synthetic stock returns using Bayesian Optimization, and test its performance on real market data. [...Read more...]
I’m supposed to present ‘Conformal Predictive Simulations for Univariate Time Series’ at COPA CONFERENCE 2025 in London…September 4, 2025 | T. Moudiki ... but it's nearly impossible. Could anybody guess why? Hint in the links below. [...Read more...]
Another interesting decision, now for ‘Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation’August 20, 2025 | T. Moudiki Another interesting decision, now for 'Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation' [...Read more...]
New nnetsauce version with CustomBackPropRegressor (CustomRegressor with Backpropagation) and ElasticNet2Regressor (Ridge2 with ElasticNet regularization)July 15, 2025 | T. Moudiki New nnetsauce version with CustomBackPropRegressor and ElasticNet2Regressor: python examples included. [...Read more...]
mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI.July 10, 2025 | T. Moudiki mlsauce (home to a model-agnostic gradient boosting algorithm) can now be installed from PyPI. [...Read more...]
A user-friendly graphical interface to techtonique dot net’s API (will eventually contain graphics).July 8, 2025 | T. Moudiki A user-friendly graphical interface to techtonique dot net's API (will eventually contain graphics). [...Read more...]
Calling =TECHTO_MLCLASSIFICATION for Machine Learning supervised CLASSIFICATION in Excel is just a matter of copying and pastingJuly 7, 2025 | T. MoudikiCalling =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 pastingJuly 6, 2025 | T. MoudikiCalling =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 pastingJuly 5, 2025 | T. MoudikiCalling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting [...Read more...]