Hi,

I would recommend having a look at the proceedings of the yearly IEEE ICASSP conference (International Conference on Audio, Signal and Speech processing), for which I serve as a reviewer as part of my IEEE Technical Committee activities. The conference has an entire track dedicated to biomedical signals including EEG, with various interesting papers on feature extraction. I have no doubt that some methods will come with either code or software.

Thank you all for your fruitful response here.