Wassim MAZOUZ

@wassimmazouz · User

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AIEng

Paris, France4 followers22 repositories

Repositories

wassimmazouz/market-vol-nlp

NLP techniques to extract sentiment from financial news headlines and correlate it with historical volatility. Assessing if sentiment adds predictive power for volatility forecasting.

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wassimmazouz/celer

Fast solver for L1-type problems: Lasso, sparse Logisitic regression, Group Lasso, weighted Lasso, Multitask Lasso, etc.

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wassimmazouz/skglm

Fast and modular sklearn replacement for generalized linear models

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