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  1. Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano

    Python 5.3k 1.3k

  2. Portfolio and risk analytics in Python

    Jupyter Notebook 3.1k 872

  3. Performance analysis of predictive (alpha) stock factors

    Jupyter Notebook 1.5k 476

  4. HDDM is a python module that implements Hierarchical Bayesian parameter estimation of Drift Diffusion Models (via PyMC).

    Jupyter Notebook 151 68

  5. Cython interface for the GNU Scientific Library (GSL).

    Python 104 34

402 contributions in the last year

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Contribution activity

September 2020

Created a pull request in pymc-devs/Theano-PyMC that received 7 comments

Created an issue in pymc-devs/Theano-PyMC that received 26 comments

Jax 0.2 does not support jax.numpy.reshape with non-constant values in omnistaging mode

import pymc3 as pm import theano import numpy as np import theano.sandbox.jax theano.compile.mode.predefined_linkers["jax"] = theano.sandbox.jax.Ja…

36 contributions in private repositories Sep 5 – Sep 29

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