Skip to content
View guillermo-navas-palencia's full-sized avatar
๐Ÿ”ฎ
Next steps...
๐Ÿ”ฎ
Next steps...

Block or report guillermo-navas-palencia

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this userโ€™s behavior. Learn more about reporting abuse.

Report abuse

Linkedin Blog

Hi there ๐Ÿ‘‹

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

Guillermo's GitHub stats

Interests ๐Ÿ“š

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

Jobs ๐Ÿ”ฅ

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

Pinned Loading

  1. optbinning optbinning Public

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

    Python 453 100

  2. cprior cprior Public

    Fast Bayesian A/B and Multivariate testing.

    Python 36 6

  3. clogistic clogistic Public

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

    Python 33 5

  4. ropwr ropwr Public

    Robust piecewise regression

    Python 12 1

  5. gnstlib gnstlib Public

    Numerical library for fast and accurate computation of special functions

    C++ 2

  6. lerch lerch Public

    Lerch transcendent implementation for arbitrary-precision

    Python 1 1