Blog · corpus.blog/blogs/thierrymoudiki.github.io
thierrymoudiki.github.io
thierrymoudiki.github.io · Personal developer blogs · English
- Posts on record
- 13
- First published
- 27 June 2026
- Last published
- 21 September 2026
- Feed
- thierrymoudiki.github.io/feed.xml
- Language
- English
- Category
- Personal developer blogs
Is this your blog?
Claim it to see who cites you, get citation alerts, send webmentions for the people you link to, and download your archive as markdown.
0blogs citing
0 links from citing blogs
Most cited pages
No page on this domain has been cited by a blog we hold yet.
Blogs citing this one
No blog we hold cites this one yet.
Links and posts differ when one blog links here several times from a single post: that is counted once as a citing blog either way.
Recent posts
Python version of Semi-parametric option pricing based on underlying’s historical data (accepted at the osQF 2026 (ex R/Finance) conference)original ↗
21 Sept 2026
Semi-parametric option pricing based on underlying’s historical data (accepted at the osQF 2026 (ex R/Finance) conference)original ↗
20 Sept 2026
Model-agnostic prediction intervals in Python and R: does nnetsauce’s QuantileRegressor hold up?original ↗
14 Sept 2026
ahead (Time Series Forecasting with uncertainty quantification) gets a lot faster to install: most dependencies are now optionaloriginal ↗
8 Sept 2026
22 Aug 2026
‘Zero-Shot Probabilistic Stock Returns Forecasting with Pretrained RVFL Networks’ accepted at COPA 2026 (and to appear in the Proceedings of Machine Learning Research)original ↗
15 Aug 2026
‘PCARVFLSimulator’: a GAN-like tabular data synthesizer built from PCA scores, a Random Vector Functional-Link network, and residuals bootstrappingoriginal ↗
10 Aug 2026
‘garchf’: GARCH probabilistic forecasting with package ‘forecast’-style interface (and ‘rugarch’ under the hood)original ↗
1 Aug 2026
GPopt for R: Bayesian and conformal optimization of black-box functions and hyperparameter tuningoriginal ↗
26 Jul 2026
My last R posts: How conformalization helps weak models, fast conformal prediction with jackknife+ (and no refitting), and sklearn in Roriginal ↗
13 Jul 2026
12 Jul 2026
Fast conformal prediction (no refitting) for some Machine Learning models via closed-form jackknife plusoriginal ↗
27 Jun 2026
All 13 posts, by year
A source page reaches every post it holds, not only the newest fifteen.