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

Interests 📚

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

Jobs 🔥

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

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1. optbinningoptbinningPublic

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

   Python 482 108

2. cpriorcpriorPublic

   Fast Bayesian A/B and Multivariate testing.

   Python 36 7

3. clogisticclogisticPublic

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

   Python 33 5

4. ropwrropwrPublic

   Robust piecewise regression

   Python 12 1

5. gnstlibgnstlibPublic

   Numerical library for fast and accurate computation of special functions

   C++ 2

6. normal-inverse-gaussiannormal-inverse-gaussianPublic

   Implementation of the Normal Inverse Gaussian (NIG) distribution

   C++ 2