Paul Labonne

Time series predictive modelling & Software development for machine learning
[CV] [Github]

Working papers

Publications

Software packages

Machine learning experience

Forecasting / Nowcasting / Big data (PCA, Ridge / LASSO) / Filtering (Kalman & Score driven) / Risk & Uncertainty / Bootstrap, Monte Carlo / Maximum Likelihood / Bayesian analysis / Backpropagation with automatic differentiation / NLP (word2vec) / Trend and seasonality / Temporal disaggregation