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T. @ Techtonique
@teeeeeeeee.bsky.social
58 followers 14 following 3.8K posts
tech, stats, machine learning, computer simulation, numerical optimization

https://www.techtonique.net/
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Deterministic Shift Adjustment in Arbitrage-Free Pricing (historical to risk-neutral short rates)

https://thierrymoudiki.github.io/blog/2025/10/28/r/deterministic-shift

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 14, 2025 at 7:54 PM
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R editor and SQL console (in addition to Python editors) in www.techtonique.net

https://thierrymoudiki.github.io/blog/2024/10/21/r/python/sql/techtonique-sql-and-r-editor

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 14, 2025 at 5:47 PM
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Probability of receiving a loan; using learningmachine

https://thierrymoudiki.github.io/blog/2024/05/12/python/r/learningmachine-credit

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 14, 2025 at 2:21 PM
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A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)

https://thierrymoudiki.github.io/blog/2023/04/02/python/r/quasirandomizednn/nnetsauce-python-only

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 14, 2025 at 11:34 AM
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Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution

https://thierrymoudiki.github.io/blog/2024/10/02/r/fitdistr

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 14, 2025 at 11:30 AM
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NEWS

https://thierrymoudiki.github.io/blog/2020/10/30/misc/news

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 14, 2025 at 8:32 AM
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New 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

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 11:12 PM
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Forecasting with `ahead`

https://thierrymoudiki.github.io/blog/2021/10/15/r/misc/ahead-intro

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 11:12 PM
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You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting

https://thierrymoudiki.github.io/blog/2024/12/01/python/nnetsauce-sktime-LLM-example-Pt2

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 10:52 PM
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A Machine Learning workflow using Techtonique

https://thierrymoudiki.github.io/blog/2022/06/06/python/lsboost/explainableml/mlsauce/techtonique-workflow

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 10:52 PM
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R and Python consoles + JupyterLite in www.techtonique.net

https://thierrymoudiki.github.io/blog/2024/10/15/r/python/tehctonique-net

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 10:32 PM
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Fast and scalable forecasting with ahead::ridge2f

https://thierrymoudiki.github.io/blog/2021/10/31/r/misc/ahead-multivariate-fast-benchmark

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 10:32 PM
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A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios

https://thierrymoudiki.github.io/blog/2025/05/30/r/python/techtonique/esgtoolkit-techtonique-api-rush

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 8:40 PM
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Chat with your tabular data in www.techtonique.net

https://thierrymoudiki.github.io/blog/2024/10/30/python/r/techtonique/chat-your-tabular

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 8:27 PM
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learningmachine for Python (new version)

https://thierrymoudiki.github.io/blog/2024/07/15/python/learningmachine-python

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 5:56 PM
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Using R in Python for statistical learning/data science

https://thierrymoudiki.github.io/blog/2019/10/11/python/r/rpy2

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 5:34 PM
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Using the `teller` on a classifier

https://thierrymoudiki.github.io/blog/2019/12/06/explainableml/the-teller-4

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 2:10 PM
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Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine

https://thierrymoudiki.github.io/blog/2024/09/10/python/r/adaptive-polyak

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 11:51 AM
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Survival stacking: survival analysis translated as supervised classification in R and Python

https://thierrymoudiki.github.io/blog/2025/05/05/r/python/survival-stacking

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 11:25 AM
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An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters

https://thierrymoudiki.github.io/blog/2025/06/14/python/xgboost-default-overfitting

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 8:33 AM
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Combining any model with GARCH(1,1) for probabilistic stock forecasting

https://thierrymoudiki.github.io/blog/2025/09/23/r/ANYMODEL-plus-GARCH

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 13, 2025 at 8:33 AM
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Combining any model with GARCH(1,1) for probabilistic stock forecasting

https://thierrymoudiki.github.io/blog/2025/09/23/r/ANYMODEL-plus-GARCH

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 10:53 PM
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A new method for deriving a nonparametric confidence interval for the mean

https://thierrymoudiki.github.io/blog/2024/08/26/r/ci-mean-nonparam

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 10:53 PM
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Native uncertainty quantification for time series with NGBoost

https://thierrymoudiki.github.io/blog/2025/10/08/r/python/ngboost-time-series

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 10:33 PM
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Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution

https://thierrymoudiki.github.io/blog/2024/10/02/r/fitdistr

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 10:13 PM