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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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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
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Real-time pricing with a pretrained probabilistic stock return model

https://thierrymoudiki.github.io/blog/2025/10/01/r/python/realtime-pricing

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 8:33 PM
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Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability

https://thierrymoudiki.github.io/blog/2020/05/01/python/explainableml/teller-docs

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 8:23 PM
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AdaOpt

https://thierrymoudiki.github.io/blog/2020/05/15/python/adaopt/mlsauce/adaopt-classifier-1

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 5:26 PM
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Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)

https://thierrymoudiki.github.io/blog/2020/07/31/python/r/lsboost/explainableml/mlsauce/xai-boosting-2

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 2:24 PM
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learningmachine v1.1.2: for Python

https://thierrymoudiki.github.io/blog/2024/04/01/python/learningmachine-python

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 11:31 AM
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Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1

https://thierrymoudiki.github.io/blog/2024/03/18/python/conformal-and-bayesian-regression

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 11:31 AM
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Tests for the significance of marginal effects in the teller

https://thierrymoudiki.github.io/blog/2019/11/08/explainableml/the-teller-2

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 12, 2025 at 8:33 AM
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(News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction

https://thierrymoudiki.github.io/blog/2025/03/09/r/ridge2-conformal

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 8:38 PM
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Tuning and interpreting LSBoost

https://thierrymoudiki.github.io/blog/2021/11/15/python/quasirandomizednn/mlsauce/tuning-explaining-lsboost

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 8:20 PM
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Boosted Configuration (neural) Networks Pt. 2

https://thierrymoudiki.github.io/blog/2022/09/03/r/boosted-configuration-networks-pt2

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 5:22 PM
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An infinity of time series models in nnetsauce

https://thierrymoudiki.github.io/blog/2021/03/06/python/r/quasirandomizednn/nnetsauce-mts

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 5:11 PM
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Bayesian Optimization with GPopt Part 2 (save and resume)

https://thierrymoudiki.github.io/blog/2021/04/30/python/misc/gpopt

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 2:33 PM
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Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)

https://thierrymoudiki.github.io/blog/2025/06/01/r/python/techtonique/permutations-features-importance

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 11:31 AM
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A deeper learning architecture in nnetsauce

https://thierrymoudiki.github.io/blog/2020/12/18/python/quasirandomizednn/deep-nnetsauce

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 8:21 AM
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On model specification, identification, degrees of freedom and regularization

https://thierrymoudiki.github.io/blog/2020/03/20/r/misc/esgtoolkit-2

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 11, 2025 at 8:21 AM
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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 10, 2025 at 8:29 PM
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My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance

https://thierrymoudiki.github.io/blog/2025/03/19/r/python/forecasting/carbon-beta-ilb

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 10, 2025 at 5:51 PM
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tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)

https://thierrymoudiki.github.io/blog/2025/02/17/python/r/tisthemllearner

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 10, 2025 at 5:37 PM
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Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks

https://thierrymoudiki.github.io/blog/2024/06/17/python/quasirandomizednn/forecasting/nnetsauce-airpassengers

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 10, 2025 at 3:20 PM
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Version v0.14.0 of nnetsauce for R and Python

https://thierrymoudiki.github.io/blog/2023/10/16/python/r/forecasting/quasirandomizednn/nnetsauce-mts-R

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 10, 2025 at 12:07 PM
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Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels

https://thierrymoudiki.github.io/blog/2025/03/16/r/matern32-intro

#Techtonique #DataScience #Python #rstats #MachineLearning
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November 10, 2025 at 12:05 PM