Software · Research programmes · Experiments

Projects

Open-source packages, research collaborations and side experiments. Some are peer-reviewed, some are just curiosity with a version number.

Open source · Since 2023

EquiPy

A Python package for post-processing fairness: it takes a trained model and returns a calibrated, fairer one, for a single sensitive attribute or several at once.

  • Python
  • Optimal transport
  • scikit-learn
  • Fairness

Research collaboration · 2022 to 2024

ESG concepts in corporate reporting

Identifying Environmental, Social and Governance concepts in the disclosures of Canadian companies, with Algora Lab (UdeM / Mila).

  • NLP
  • Topic models
  • Sustainable finance

Open resource · Since 2019

Open teaching materials

Roughly a hundred notebooks, slide decks and datasets covering Python, numerical methods, Bayesian ML, NLP and actuarial data science, all free to reuse.

  • Jupyter
  • Python
  • R
  • Course design

More experiments live on GitHub, including the notebooks behind the courses on the teaching page.