Hello, I'm Guillermo Navas-Palencia, a quant and numerical optimizer based in Dublin, Ireland.
Interests 📚
- Python and C++
- Special functions
- Computational mathematics
- Mathematical optimization
- Quantitative Finance
Hello, I'm Guillermo Navas-Palencia, a quant and numerical optimizer based in Dublin, Ireland.
Interests 📚
Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.
Implementation of the Normal Inverse Gaussian (NIG) distribution