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twiecki (Thomas Wiecki) · GitHub

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Thomas Wiecki twiecki

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  1. Bayesian Modeling and Probabilistic Programming in Python

    Python 9.1k 2.1k

  2. Portfolio and risk analytics in Python

    Jupyter Notebook 6k 1.8k

  3. Performance analysis of predictive (alpha) stock factors

    Jupyter Notebook 3.8k 1.2k

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

    Jupyter Notebook 282 118

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

    Cython 121 39

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