Skip to content
#

eigenvalue-decomposition

Star

Here are 3 public repositories matching this topic...

chirindaopensource / assessing_financial_statement_risks

Star 1

End-to-End Python implementation of the Heuristic-Augmented Financial Risk Index (HAFRI) framework from Abdullah et al. (2025). Processes expert surveys and financial statements to generate composite risk scores, enabling robust ranking of fiscal periods through hierarchical decomposition and consistency validation.

python data-science reproducible-research numpy pandas arxiv quantitative-finance ahp normalization risk-management analytic-hierarchy-process matrix-operations decision-support-systems simple-additive-weighting financial-statement-analysis multi-criteria-decision-making financial-ratios research-replication financial-risk-assessment eigenvalue-decomposition
  • Updated Dec 7, 2025
  • Jupyter Notebook

chirindaopensource / identification_of_the_onset_of_financial_rogue_waves

Star 1

End-to-End Python implementation of Hayward et. al's (2026) method for modeling financial volatility as a nonlinear wave system. Extracts VIX/VXO/VSTOXX envelopes via FFT and Hilbert transforms, builds a Schrödinger-type Hamiltonian, and tracks eigenvalue-gradient shifts signaling Anderson localisation ahead of volatility events. 

python reproducible-research signal-processing jupyter-notebook fft quantitative-finance volatility schrodinger-equation risk-management time-series-analysis implied-volatility vix financial-econometrics hilbert-transform econophysics early-warning-system extreme-value-theory anderson-localization eigenvalue-decomposition rogue-waves
  • Updated Jul 4, 2026
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the eigenvalue-decomposition topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the eigenvalue-decomposition topic, visit your repo's landing page and select "manage topics."

Learn more