CharlesNaylor

prepayments

Zero-inflated Poisson model for predicting prepayment rates of Ginnie Mae MBSs

gp_regression

Demonstration of a Gaussian Process regression on FX Forwards using Stan

Yield_Curve_v_Equity_Sectors

Investigating the impact of the shape of the yield curve on long-run equity prices by sector

aws-mwaa-local-runner

This repository provides a command line interface (CLI) utility that replicates an Amazon Managed Workflows for Apache Airflow (MWAA) environment locally.

bayesian-coresets

Automated Scalable Bayesian Inference

broom

Convert statistical analysis objects from R into tidy format

CharlesNaylor.github.io

homepage

conbhuide

Conway's game of life rendered as celtic knots as an interactive webapp. Here to teach myself Rust+WASM

dbt_test

testing dbt for fund share class accounting

Echo-State-Networks

Echo State Networks with TensorFlow

EchoTorch

A Python toolkit for Reservoir Computing and Echo State Network experimentation based on pyTorch. EchoTorch is the only Python module available to easily create Deep Reservoir Computing models.

reversible_ca

Turn a reversible one-d cellular automata pattern into Celtic knots

hmda

HMDA classification for OW

IST565-Project

Survey of Data mining techniques on FX panel data, plus stab at reservoir computing on the residuals

kernel_interaction_trick

Following Agrawal 2021 - Kernel Interaction Trick

nbconflux

nbconflux converts Jupyter Notebooks to Atlassian Confluence pages

nvim

My astronvim deployment

portfolioviz

learn holoviz motivated by equity portfolio visualization

prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

stan-syntax-vim

Stan syntax highlighting for vim

vimrc

My vim deployment

walker

Baysian dynamic linear regression models with Stan

yewno