Publications by T. Moudiki

Nonlinear conformalized Generalized Linear Models (GLMs) with R package ‘rvfl’ (and other models)

30.03.2025

Related To leave a comment for the author, please follow the link and comment on their blog: T. Moudiki's Webpage - R. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job. Want to share your content on R-bloggers? click ...

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Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net

28.03.2025

Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net:https://github.com/thierrymoudiki/techtonique-excel-server/blob/main/xlwings-Lite.xlsx– By Techtonique on Microsoft Azure by Microsoft for StartupsRelated To leave a comment for the author, please follow the link a...

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My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance

19.03.2025

My poster presentation for “Online probabilistic estimation of carbon beta and carbon Shapley values for financial and climate risk” at the 18th FINANCIAL RISKS INTERNATIONAL FORUM (organized by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance). This year’s focus Shaping Financial Research: Data, AI and New Challeng...

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Interpretable probabilistic kernel ridge regression using matern 3/2 kernels

15.03.2025

Related To leave a comment for the author, please follow the link and comment on their blog: T. Moudiki's Webpage - R. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job. Want to share your content on R-bloggers? click ...

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(News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction

08.03.2025

Related To leave a comment for the author, please follow the link and comment on their blog: T. Moudiki's Webpage - R. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job. Want to share your content on R-bloggers? click ...

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Word-Online: recreating Karpathy’s char-RNN (with supervised linear online learning of word embeddings) for text completion

07.03.2025

In this post, I implement a simple word completion model, based on Karpathy’s char-RNN, but using supervised linear online learning of word embeddings. More precisely, I use the SGDClassifier from scikit-learn, which is a simple linear classifier that can be updated incrementally. Keep in mind that this is an illustrative example, based on a few ...

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CRAN-like repository for most recent releases ot Techtonique’s R packages

01.03.2025

If you’re looking for most recent releases of Techtonique’s R packages like ahead, bayesianrvfl, bcn, learningmachine, or esgtoolkit (not available on CRAN), you can use the CRAN-like repository located at: https://r-packages.techtonique.net. Here’s how: # once and for all options(repos = c( techtonique = "https://r-packag...

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Presenting ‘Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk’ at Institut Louis Bachelier

27.02.2025

I’ll be presenting my (preprint) paper, “Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk,” at the 18th FINANCIAL RISKS INTERNATIONAL FORUM, hosted by Institut Louis Bachelier (link to the preprint at the end of the post).As climate change becomes a key financial risk factor, investors se...

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Web app with DeepSeek R1 and Hugging Face API for chatting

22.02.2025

Inspired by this publication using R https://www.freecodecamp.org/news/how-to-create-a-deepseek-r1-api-in-r-with-plumber/, I created a simple Python Flask API to use DeepSeek R1 and Hugging Face API for chatting. The code can be found here: https://github.com/thierrymoudiki/flask-deepseek Here is a demo: Related To leave a comment for the author,...

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Model-agnostic global Survival Prediction of Patients with Myeloid Leukemia in QRT/Gustave Roussy Challenge (challengedata.ens.fr): Python’s survivalist Quickstart

10.02.2025

In this post I provide a quickstart Python code based on the one provided in https://challengedata.ens.fr/challenges/162. In particular, I use Python package survivalist, that does Survival analysis with Machine Learning and uncertainty quantification (introduced in https://thierrymoudiki.github.io/blog/2024/12/15/python/agnostic-survival-analysis)...

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