Diffusion-dominated volatility transport, tail-localised advection and crisis-dependent macro forcing on a 27-year time-varying equity network: code and data

Code, processed data, results and manuscript sources for G. Lim, "Diffusion-dominated volatility transport, tail-localised advection and crisis-dependent macro forcing on a 27-year time-varying equity network", submitted to Chaos, Solitons & Fractals (2026). The deposit contains the Python pipeline (scripts 01–17, runnable from the unpacked archive without path changes), the split-corrected daily panel of 2,767 KRX stocks (2000-01-04 to 2026-11-02), the rolling 200-name universe (1,283 windows), survivorship diagnostics, window-level network statistics on residual planar maximally filtered graphs (synchronisation, Forman–Ricci curvature, rewiring, empirical graph Péclet numbers), nodal advective/diffusive flux tables and PMFG edge tables, surface/internal stress composites, macro boundary forcing regressions, the pre-specified early-warning evaluation, the sector/hub/spatial-concentration analysis, and the LaTeX sources, figures and compiled PDF. Every number in the manuscript is generated from the CSV files in this deposit (see manuscript/numbers_check.csv). Raw daily prices are not redistributed; the scripts re-download them from the public sources named in README.md. The companion study on a fixed ten-year universe with a physics-informed graph network has its own deposit (https://doi.org/10.5281/zenodo.23891620). Version 1.1.0 superseded 1.0.0: results and manuscript were revised after an independent pre-submission review (signed lead-lag weights stated and a sign-sensitivity analysis added; equal-weight portfolio survivorship diagnostics; stress composites requiring all components; primary early-warning evaluation with validity masks and grid-based block bootstrap; conditional thresholds without look-ahead), and the package layout mirrors the working tree so that the scripts run without path changes. Version 1.2.0 supersedes 1.1.0 after a second independent check: title shortened, amplification factors recomputed at window precision, bootstrap block-length and prospective-threshold sensitivities added to the early-warning appendix, one oceanographic reference removed; the manuscript PDF inside the 1.1.0 archive still cited the 1.0.0 DOI, which this version corrects. Code under scripts/ is MIT-licensed (see LICENSE); data, results and figures are CC BY 4.0.