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phawkes
phawkes PublicPure-Python multivariate Hawkes processes with exponential kernels — simulation, MLE, and systemic-risk metrics. No C++ deps.
Python
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- swarph-cli Public
BrainSurfing-tech/swarph-cli’s past year of commit activity - swarph-mesh Public
BrainSurfing-tech/swarph-mesh’s past year of commit activity - diebold-yilmaz Public
Diebold-Yilmaz (2012) connectedness via generalized FEVD — spillover indices, directional/net spillovers, pure numpy+scipy.
BrainSurfing-tech/diebold-yilmaz’s past year of commit activity - tailcor Public
TailCoR — non-asymptotic, distribution-free decomposition of linear correlation vs non-linear tail contagion (Ricci, Tristani, Vergote 2023). Pure numpy+scipy.
BrainSurfing-tech/tailcor’s past year of commit activity - fisherrao Public
Fisher-Rao geodesic distance on the multivariate Gaussian manifold (Calvo-Oller SPD embedding). Pure numpy+scipy, no C++ deps.
BrainSurfing-tech/fisherrao’s past year of commit activity - phawkes Public
Pure-Python multivariate Hawkes processes with exponential kernels — simulation, MLE, and systemic-risk metrics. No C++ deps.
BrainSurfing-tech/phawkes’s past year of commit activity - swarph-meshlm Public
BrainSurfing-tech/swarph-meshlm’s past year of commit activity - swarph-shared Public
BrainSurfing-tech/swarph-shared’s past year of commit activity - hodgex Public
Hodge Laplacians + 3-way Hodge decomposition on simplicial 2-complexes. Pure scipy.sparse. Fills PyPI gaps in topological signal processing.
BrainSurfing-tech/hodgex’s past year of commit activity
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