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Authors and Contributors

HeavyTails is developed and maintained by researchers and practitioners interested in heavy-tailed distributions and extreme value theory.

Lead Developer

Diogo F. Ribeiro

Position: Assistant Professor Affiliation: Faculty of Media Arts and Design, Technical University of Porto, Portugal Email: dfr@esmad.ipp.pt ORCID: 0009-0001-2022-7072 GitHub: @diogoribeiro7

Research Interests:

  • Heavy-tailed distributions
  • Extreme value theory
  • Statistical machine learning
  • Bayesian statistics
  • Copula models

Background: Diogo F. Ribeiro is an assistant professor specializing in statistics and probability theory with a focus on heavy-tailed phenomena. His research applies extreme value theory to finance, insurance, and risk management.

Contributors

We welcome contributions from the community! Contributors who make significant improvements will be recognized here.

How to Become a Contributor

See our Contributing Guide to get started. Contributions can include:

  • Code contributions (new distributions, estimators, utilities)
  • Documentation improvements
  • Bug reports and fixes
  • Testing and validation
  • Examples and tutorials

Acknowledgments

Inspiration and References

HeavyTails draws inspiration from several excellent libraries and resources:

Python Libraries:

  • SciPy - Reference implementations for validation
  • NumPy - Numerical computing patterns (not a dependency)
  • statsmodels - Statistical modeling approaches

R Packages:

  • POT (Peaks Over Threshold) by Mathieu Ribatet
  • evir by Alexander McNeil and team
  • tea by Jan Beirlant and team

Academic Works: The implementation is based on rigorous mathematical foundations from:

  1. Embrechts, P., Klüppelberg, C., & Mikosch, T. (1997). Modelling Extremal Events for Insurance and Finance. Springer.

  2. Resnick, S. I. (2007). Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Springer.

  3. de Haan, L., & Ferreira, A. (2006). Extreme Value Theory: An Introduction. Springer.

  4. Hill, B. M. (1975). "A Simple General Approach to Inference About the Tail of a Distribution." Annals of Statistics, 3(5), 1163-1174.

  5. Pickands, J. (1975). "Statistical Inference Using Extreme Order Statistics." Annals of Statistics, 3(1), 119-131.

Institutional Support

Development of HeavyTails has been supported by:

  • Faculty of Media Arts and Design, Technical University of Porto - Providing academic environment and resources

Code Contributors

Thank you to all who have contributed code, documentation, or bug fixes:

Want to see your name here? Check out the Contributing Guide!

Special Thanks

  • Early Testers - Those who tested pre-release versions
  • Issue Reporters - Community members who identified bugs and improvements
  • Documentation Reviewers - Contributors who improved clarity and accuracy
  • Academic Advisors - Researchers who provided theoretical guidance

Sponsorship

Currently, HeavyTails is developed as an open-source project without dedicated funding. If you or your organization would like to support development:

  • Financial Support: Contact dfr@esmad.ipp.pt
  • Academic Collaboration: Research partnerships welcome
  • Corporate Sponsorship: Logo placement and priority support available

How to Contribute

We welcome contributions of all kinds! Here's how you can help:

Code Contributions

  1. Fork the repository
  2. Create a feature branch
  3. Make your changes
  4. Submit a pull request

See the Contributing Guide for detailed instructions.

Non-Code Contributions

  • Report bugs in GitHub Issues
  • Suggest features or improvements
  • Improve documentation by fixing typos or adding examples
  • Share your use cases in Discussions
  • Cite the library in your publications (Citation Guide)
  • Star the repository to show support ⭐

Contact

General Inquiries

Bug Reports

Academic Collaboration

Join the Community

Thank you to everyone who uses, contributes to, and supports HeavyTails! 🎉