Jean Dessain

icon indicating a website link www.navagne.com

icon company Reacfin & MeDirect Bank & UCLouvain icon location Brussels icon location Managing partner at @Reacfin Independent non-executive director a@MeDirect Bank Professor of finance and machine learning at UCLouvain

Results 3 comments of Jean Dessain

Error in numpy-financials IRR computation - eigenvector did not converge

Happy for you. Amazingly, when shifting my code from Tensorflow 2 to Pytorch, the issue disappeared for an unknown reason NB. I am using numpy 1.19.2.... but as irr is...

EBM Loss functions

Impatient to get progress on this side. Loss function is the engine of the algorithm. Customizing it is sometime so efficient ;-)

Custom error metrics

Hello, Thanks a lot for the hard work and the fantastic tool ! I used it efficiently to benchmark explainable versus non-explainable models in doi.org/10.1007/978-3-031-44064-9_26 Do you still work on...