Cameron Davidson-Pilon

Results 17 repositories owned by Cameron Davidson-Pilon

decision-weights

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Homegrown analysis of Prospect Theory: Math, turkers and python =)

Graphical-Lasso-in-Finance

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Implementations of the graphical lasso method to estimation of covariance matrices in finance.

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

tdigest

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t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark

lifetimes

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Lifetime value in Python

lifestyles

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Work-In-Progress: conjoint analysis in Python

autograd-gamma

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NotImplementedError: VJP of gammainc wrt argnum 0 not defined

demographica

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Analyse US name distributions and create age profiles of your users

lifelike

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WIP predicted survival functions