Pinned Repositories
aleatory
📦 Python library for Stochastic Processes Simulation and Visualisation
approxcdf
(Python, R, C) Fast approximations for the CDF of multivariate normal distributions
clogistic
Logistic regression with bound and linear constraints. L1, L2 and Elastic-Net regularization.
cprior
Fast Bayesian A/B and Multivariate testing.
gnstlib
Numerical library for fast and accurate computation of special functions
lerch
Lerch transcendent implementation for arbitrary-precision
mpmath
Python library for arbitrary-precision floating-point arithmetic
optbinning
Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.
QuantLib
The QuantLib C++ library
ropwr
Robust piecewise regression
guillermo-navas-palencia's Repositories
guillermo-navas-palencia/optbinning
Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.
guillermo-navas-palencia/cprior
Fast Bayesian A/B and Multivariate testing.
guillermo-navas-palencia/clogistic
Logistic regression with bound and linear constraints. L1, L2 and Elastic-Net regularization.
guillermo-navas-palencia/ropwr
Robust piecewise regression
guillermo-navas-palencia/gnstlib
Numerical library for fast and accurate computation of special functions
guillermo-navas-palencia/lerch
Lerch transcendent implementation for arbitrary-precision
guillermo-navas-palencia/mpmath
Python library for arbitrary-precision floating-point arithmetic
guillermo-navas-palencia/QuantLib
The QuantLib C++ library
guillermo-navas-palencia/aleatory
📦 Python library for Stochastic Processes Simulation and Visualisation
guillermo-navas-palencia/approxcdf
(Python, R, C) Fast approximations for the CDF of multivariate normal distributions
guillermo-navas-palencia/autoscorecard
Automated Machine Learning scorecard models
guillermo-navas-palencia/Engine
Open Source Risk Engine
guillermo-navas-palencia/FastBinarySearch
Fast and vectorizable algorithms for searching in a vector of sorted floating point numbers
guillermo-navas-palencia/ccruncher
Portfolio credit risk modeling
guillermo-navas-palencia/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
guillermo-navas-palencia/FinancialEngineering_IR_xVA
guillermo-navas-palencia/FinMathematics
Books
guillermo-navas-palencia/FirstOrderLp.jl
Experimental first-order solvers for linear and quadratic programming.
guillermo-navas-palencia/flask_reddit
Reddit clone in flask + python + nginx + https. View site:
guillermo-navas-palencia/generic-adaptive-restarts
guillermo-navas-palencia/guillermo-navas-palencia
guillermo-navas-palencia/HiGHS
Linear optimization software
guillermo-navas-palencia/hsol
Original high performance simplex solver of Qi Huangfu
guillermo-navas-palencia/nearcorr
Nearest correlation matrix algorithms
guillermo-navas-palencia/pagmo2
A C++ platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
guillermo-navas-palencia/Quant
guillermo-navas-palencia/scs
Fast conic optimization in C
guillermo-navas-palencia/spgm
Spectral projected gradient method
guillermo-navas-palencia/SwapsBook
Interest Rate Swaps – Theory, Pricing and Practice
guillermo-navas-palencia/yuck
Yuck is a local-search constraint solver with FlatZinc interface