This repository contains source files for my Medium blogs (https://medium.com/@damanrique)

Applied Data Science for Credit Risk

My cheat sheets.

Mastering Big Data Analytics with PySpark, Published by Packt

Course material for the PhD course in Advanced Bayesian Learning

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.

Code for Shopper, a probabilistic model of shopping baskets

Machine Learning Cheatsheet 2024

Credit Risk Modeling for Retail Loans

Customer Analytics for a FMCG company (K-means clustering, PCA, logistic regression, linear regression)

The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.

Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.

Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)

Static website generated with hugo CMS, hosted in vercel

Raditian Hugo Theme for Personal Websites

GeoLift is an end-to-end geo-experimental methodology based on Synthetic Control Methods used to measure the true incremental effect (Lift) of ad campaign.

Bayesian Modeling and Probabilistic Programming in Python

Bayesian marketing toolbox in PyMC. Media Mix (MMM), customer lifetime value (CLV), buy-till-you-die (BTYD) models and more.

🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.

A curated list of causal inference libraries, resources, and applications.

This repo hosts the course content of Customer Analytics, taught at Tilburg University by George Knox last taught Fall 2022.

A day course providing an introduction to Bayesian inference and MCMC

Getting started working at Tilburg Science Hub, or collaborating on empirical research projects as a Research Assistant, (Ph.D.) student, or co-author.

Python package for the paper "Understanding Large-Scale Dynamic Purchase Behavior", forthcoming in Marketing Science

A course for people who are hesitant but curious about learning to write code in Julia.

Machine Learning, 7.5 credits, a course that I have previously given at Department of Statistics at Stockholm University.

Machine Learning course at Linköping University for Industry