Python implementation of advanced financial network analysis toolkit for creating multi-layered Digital Twins of market dynamics. Implements information-theoretic Transfer Entropy and stochastic Kramers-Moyal methods to map non-linear, directed relationships between assets during normal and crisis periods.
python time-series information-theory data-visualization statistical-analysis dynamic-analysis portfolio-optimization quantitative-finance network-analysis risk-management transfer-entropy digital-twin stochastic-calculus econophysics systemic-risk kramers-moyal bootstrap-analysis market-dynamics financial-networks crisis-analysis
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Updated
Jul 16, 2025 - Jupyter Notebook