tech, stats, machine learning, computer simulation, numerical optimization https://github.com/Techtoniquehttps://bsky.app/profile/teeeeeeeee.bsky.socialhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtvfsmthue2wnnetsauce's introduction as of 2024-02-11 (new version 0.17.0) https://thierrymoudiki.github.io/blog/2024/02/11/python/quasirandomizednn/nnetsauce-tuto #Python #DataScience #MachineLearning #rstats #Techtonique25 Aug 2026 08:32 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtvfsmthue2whttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtuednmhhr2iZero-Shot Probabilistic Time Series Forecasting with TabPFN 2.5 and nnetsauce https://thierrymoudiki.github.io/blog/2025/12/10/python/TabPFN-2-5-nnetsauce #Python #DataScience #MachineLearning #rstats #Techtonique24 Aug 2026 22:33 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtuednmhhr2ihttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mttpqudiyf2rNew instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation https://thierrymoudiki.github.io/blog/2025/10/27/r/python/deterministic-shift-caps-swaptions #Python #DataScience #MachineLearning #rstats #Techtonique24 Aug 2026 16:25 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mttpqudiyf2rhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mttdx2pqvo2nReal-time pricing with a pretrained probabilistic stock return model https://thierrymoudiki.github.io/blog/2025/10/01/r/python/realtime-pricing #Python #DataScience #MachineLearning #rstats #Techtonique24 Aug 2026 12:53 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mttdx2pqvo2nhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtsvntko6n2uForecasting lung disease progression https://thierrymoudiki.github.io/blog/2020/10/02/misc/r/osic-kaggle #Python #DataScience #MachineLearning #rstats #Techtonique24 Aug 2026 08:38 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtsvntko6n2uhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtr6oqqwfi2iTransfer Learning using ahead::ridge2f on synthetic stocks returns Pt.2: synthetic data generation https://thierrymoudiki.github.io/blog/2025/09/09/r/python/pretraining-ridge2f-part2 #Python #DataScience #MachineLearning #rstats #Techtonique23 Aug 2026 16:14 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtr6oqqwfi2ihttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtqsuimhhs2wA classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce https://thierrymoudiki.github.io/blog/2024/01/08/python/r/quasirandomizednn/nnetsauce-lazy-classifier-deep-classifier #Python #DataScience #MachineLearning #rstats #Techtonique23 Aug 2026 12:42 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtqsuimhhs2whttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtqe6xma2m2iGradient-Boosting anything (alert: high performance): Part4, Time series forecasting https://thierrymoudiki.github.io/blog/2024/11/10/python/r/quasirandomizednn/genboosting-mts #Python #DataScience #MachineLearning #rstats #Techtonique23 Aug 2026 08:20 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtqe6xma2m2ihttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtpd5d67mu2u2019 Recap, the nnetsauce, the teller and the querier https://thierrymoudiki.github.io/blog/2019/12/20/databases/quasirandomizednn/explainableml/recap-1 #Python #DataScience #MachineLearning #rstats #Techtonique22 Aug 2026 22:28 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtpd5d67mu2uhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtoo5jdp7v23Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting https://thierrymoudiki.github.io/blog/2025/07/02/r/python/techto-forecast #Python #DataScience #MachineLearning #rstats #Techtonique22 Aug 2026 16:13 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtoo5jdp7v23https://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtoce57zsj23Explaining a Keras _neural_ network predictions with the-teller https://thierrymoudiki.github.io/blog/2022/03/11/python/explainableml/teller-keras-explainer #Python #DataScience #MachineLearning #rstats #Techtonique22 Aug 2026 12:41 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtoce57zsj23https://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtntnuyieh2wForecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks https://thierrymoudiki.github.io/blog/2024/06/17/python/quasirandomizednn/forecasting/nnetsauce-airpassengers #Python #DataScience #MachineLearning #rstats #Techtonique22 Aug 2026 08:18 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtntnuyieh2whttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtmstm6toy2iCounterfactual Scenario Analysis with ahead::ridge2f https://thierrymoudiki.github.io/blog/2025/12/11/r/Counterfactual-Scenario-Analysis-with-ridge2f #Python #DataScience #MachineLearning #rstats #Techtonique21 Aug 2026 22:31 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtmstm6toy2ihttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtm66bqx3z23Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier https://thierrymoudiki.github.io/blog/2025/02/27/python/r/forecasting/carbon-beta #Python #DataScience #MachineLearning #rstats #Techtonique21 Aug 2026 16:21 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtm66bqx3z23https://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtlsgg5vzr2tAn infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification) https://thierrymoudiki.github.io/blog/2023/09/25/python/forecasting/quasirandomizednn/nnetsauce-mts #Python #DataScience #MachineLearning #rstats #Techtonique21 Aug 2026 12:51 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtlsgg5vzr2thttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtldsr7v7h2vDocumentation and source code for GPopt, a package for Bayesian optimization https://thierrymoudiki.github.io/blog/2021/07/02/python/misc/docs-gpopt #Python #DataScience #MachineLearning #rstats #Techtonique21 Aug 2026 08:30 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtldsr7v7h2vhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtkcjwj3ny2hAdaboost learning with nnetsauce https://thierrymoudiki.github.io/blog/2019/09/18/quasirandomizednn/nnetsauce-adaboost-1 #Python #DataScience #MachineLearning #rstats #Techtonique20 Aug 2026 22:34 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtkcjwj3ny2hhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtjnsp5hil2e2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce https://thierrymoudiki.github.io/blog/2020/12/29/python/r/misc/recap-2020-highlights #Python #DataScience #MachineLearning #rstats #Techtonique20 Aug 2026 16:23 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtjnsp5hil2ehttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtjbzz4hij2xNative uncertainty quantification for time series with NGBoost https://thierrymoudiki.github.io/blog/2025/10/08/r/python/ngboost-time-series #Python #DataScience #MachineLearning #rstats #Techtonique20 Aug 2026 12:53 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtjbzz4hij2xhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtita4p2mw2nFast conformal prediction (no refitting) for some Machine Learning models via closed-form jackknife plus https://thierrymoudiki.github.io/blog/2026/06/27/r/python/jackknife-plus-smoothers #Python #DataScience #MachineLearning #rstats #Techtonique20 Aug 2026 08:27 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtita4p2mw2nhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mthruo2d5o2xConformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize https://thierrymoudiki.github.io/blog/2025/03/25/r/conformalize-R #Python #DataScience #MachineLearning #rstats #Techtonique19 Aug 2026 22:31 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mthruo2d5o2xhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mth55h57fa2vPython version of 'Option pricing using time series models as market price of risk Pt.3' https://thierrymoudiki.github.io/blog/2026/03/22/python/python-Semi-parametric-MarketPriceofRisk-update #Python #DataScience #MachineLearning #rstats #Techtonique19 Aug 2026 16:20 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mth55h57fa2vhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtgrhakmtc2fContext-aware Theta forecasting Method: Extending Classical Time Series Forecasting with Machine Learning https://thierrymoudiki.github.io/blog/2025/11/13/r/context-aware-theta #Python #DataScience #MachineLearning #rstats #Techtonique19 Aug 2026 12:50 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtgrhakmtc2fhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtgcooeiyv2nRisk-neutralize simulations https://thierrymoudiki.github.io/blog/2023/09/04/r/misc/ahead-neutralize #Python #DataScience #MachineLearning #rstats #Techtonique19 Aug 2026 08:26 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtgcooeiyv2nhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtfbex42vc2iTuning Machine Learning models with GPopt's new version https://thierrymoudiki.github.io/blog/2024/01/29/python/gpopt-new #Python #DataScience #MachineLearning #rstats #Techtonique18 Aug 2026 22:30 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtfbex42vc2ihttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtempk3d3b2fStatistical/Machine Learning explainability using Kernel Ridge Regression surrogates https://thierrymoudiki.github.io/blog/2020/11/06/explainableml/r/misc/xai-krr-surrogate #Python #DataScience #MachineLearning #rstats #Techtonique18 Aug 2026 16:20 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtempk3d3b2fhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mteaxphhho2kNew activation functions in mlsauce's LSBoost https://thierrymoudiki.github.io/blog/2021/02/12/r/lsboost/explainableml/mlsauce/activation-functions-lsboost #Python #DataScience #MachineLearning #rstats #Techtonique18 Aug 2026 12:50 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mteaxphhho2khttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtcqwmjuuj2eYou can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS https://thierrymoudiki.github.io/blog/2024/11/24/r/python/forecasting/nnetsauce/nnetsauce-sktime-LLM #Python #DataScience #MachineLearning #rstats #Techtonique17 Aug 2026 22:30 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtcqwmjuuj2ehttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtc3zznuon2lDocumentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability https://thierrymoudiki.github.io/blog/2020/05/01/python/explainableml/teller-docs #Python #DataScience #MachineLearning #rstats #Techtonique17 Aug 2026 16:16 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtc3zznuon2lhttps://bsky.app/profile/teeeeeeeee.bsky.social/post/3mtbqdrzco22emlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor https://thierrymoudiki.github.io/blog/2024/04/15/python/lsboost-conformal #Python #DataScience #MachineLearning #rstats #Techtonique17 Aug 2026 12:47 +0000at://did:plc:scc5r72govpxgo63htdcdsec/app.bsky.feed.post/3mtbqdrzco22e