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Guillermo (guillermo-navas-palencia)

guillermo-navas-palencia

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Location:Madrid, Spain

Home Page:gnpalencia.org

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Guillermo's repositories

optbinning

Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.

Language:PythonLicense:Apache-2.0Stargazers:421Issues:18Issues:226

cprior

Fast Bayesian A/B and Multivariate testing.

Language:PythonLicense:LGPL-3.0Stargazers:36Issues:2Issues:5

clogistic

Logistic regression with bound and linear constraints. L1, L2 and Elastic-Net regularization.

Language:PythonLicense:Apache-2.0Stargazers:31Issues:1Issues:4

ropwr

Robust piecewise regression

Language:PythonLicense:Apache-2.0Stargazers:10Issues:1Issues:10

gnstlib

Numerical library for fast and accurate computation of special functions

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lerch

Lerch transcendent implementation for arbitrary-precision

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mpmath

Python library for arbitrary-precision floating-point arithmetic

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QuantLib

The QuantLib C++ library

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aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

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approxcdf

(Python, R, C) Fast approximations for the CDF of multivariate normal distributions

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autoscorecard

Automated Machine Learning scorecard models

License:Apache-2.0Stargazers:0Issues:2Issues:1

Engine

Open Source Risk Engine

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FastBinarySearch

Fast and vectorizable algorithms for searching in a vector of sorted floating point numbers

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ccruncher

Portfolio credit risk modeling

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FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Language:Jupyter NotebookLicense:GPL-3.0Stargazers:0Issues:0Issues:0

FinancialEngineering_IR_xVA

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FinMathematics

Books

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FirstOrderLp.jl

Experimental first-order solvers for linear and quadratic programming.

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flask_reddit

Reddit clone in flask + python + nginx + https. View site:

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generic-adaptive-restarts

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guillermo-navas-palencia

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HiGHS

Linear optimization software

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hsol

Original high performance simplex solver of Qi Huangfu

Language:C++License:MITStargazers:0Issues:0Issues:0

nearcorr

Nearest correlation matrix algorithms

License:MITStargazers:0Issues:1Issues:0

pagmo2

A C++ platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.

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Quant

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scs

Fast conic optimization in C

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spgm

Spectral projected gradient method

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SwapsBook

Interest Rate Swaps – Theory, Pricing and Practice

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yuck

Yuck is a local-search constraint solver with FlatZinc interface

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