- Seattle, WA
- https://sbrouck.org
- in/sacha-brouck
Pinned Loading
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huggingface/datasets
huggingface/datasets Public🤗 The largest hub of ready-to-use datasets for AI models with fast, easy-to-use and efficient data manipulation tools
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Causal-Inference-Thesis-Off-Maket-RE
Causal-Inference-Thesis-Off-Maket-RE PublicMulti-source real estate data scraping: broker sites, municipal portals, legal registries, property listings. TF-IDF text mining, geospatial entity resolution, comprehensive ETL pipeline. Python-ba…
Python 1
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etf-changepoint-bootstrap
etf-changepoint-bootstrap PublicChange point detection on ETF returns with block bootstrap thresholds. Real data. R pipeline with PELT, BinSeg, and sup CUSUM. Reproducible with fixed seed.
R
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rp-with-ledoit-wolf
rp-with-ledoit-wolf PublicRobust risk parity under covariance uncertainty. Ledoit Wolf shrinkage, alpha s rho simulation, k over sigma objective, R OOS eval, @RISK + Evolver.
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staggered-did-demo
staggered-did-demo PublicThis repo simulates a staggered rollout, estimates modern DiD, compares with TWFE, and exports a two-panel figure for the article "Prediction ≠ Causation: designing identification in urban markets."
Python
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inference-aware-routing
inference-aware-routing PublicBenchmarking when agent orchestration is worth its inference cost under latency, cost, and accuracy trade-offs.
Python
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