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elyanrgn/README.md

👋 Bonjour, je suis Elyan Rougon !

Etudiant en dernière année à l'ENSAE Paris et au M2 DataScience de l'Ecole polytechnique

🛠️ Tech Stack
Python Scikit-learn TensorFlow Pandas

📊 Projets Principaux

Projet Description Tech Statut
NowCasting Analyse de l'influence des médias sur le spread OAT/BUND Python, ML Temps Série 🔄 En cours
Transfer Learning in Time Series Analyse de l'effet du pré-entraînement IndPatchTST
(Régression → Classification LSST) 		Python, PyTorch, Time Series ✅ Terminé
Replication de l'ECB WP No. 3138 (Trend-Cycle VAR) en Python Réplication fidèle d'un modèle de Trend Cycle VAR pour la décomposition des chocs macroéconomiques. Python, Statsmodels ✅ Terminé
Benchmark ML Commerce Extérieur Comparaison de modèles ML pour prévision du commerce extérieur français. Scikit-learn, XGBoost ✅ Terminé
Estimation ABC Estimation de modèles $\alpha$ stable via approximate bayesian computation. Python, JAX ✅ Terminé
Réplication MAADDPG Implémentation Multi-Agent Deep Deterministic Policy Gradient pour RL multi-agents. TensorFlow/PyTorch ✅ Terminé

📫 Contact
LinkedIn | Email | Paris, France

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  1. ECB_WP3138_Replication ECB_WP3138_Replication Public

    This repository replicates the methodology and main results of Luca Fosso (2025), “Decomposing US economic fluctuations: a trend-cycle approach”, ECB Working Paper No. 3138.

    Python 1 1

  2. Forecasting_French_Imports_Exports Forecasting_French_Imports_Exports Public

    This repository implements a comprehensive benchmark of traditional macroeconometric models and modern machine learning methods for **forecasting French exports and imports** in a high‑dimensional …

    Python 1