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guillermo-navas-palencia/README.md

Linkedin Blog

Hi there 👋

Hello, I'm Guillermo Navas-Palencia, a quant and numerical optimizer based in Madrid, Spain.

Guillermo's GitHub stats

Interests 📚

  • Python and C++
  • Quantitative Finance
  • Mathematical optimization

Jobs 🔥

  • Credit risk modelling
  • Credit investment
  • Structured Finance
  • Credit derivatives
  • Fixed-income securities

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  1. optbinning optbinning Public

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

    Python 521 115

  2. cprior cprior Public

    Fast Bayesian A/B and Multivariate testing.

    Python 36 7

  3. clogistic clogistic Public

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

    Python 33 6

  4. ropwr ropwr Public

    Robust piecewise regression

    Python 14 2

  5. gnstlib gnstlib Public

    Numerical library for fast and accurate computation of special functions

    C++ 2

  6. normal-inverse-gaussian normal-inverse-gaussian Public

    Implementation of the Normal Inverse Gaussian (NIG) distribution

    C++ 3 1