25 citations · 58 across the 4 of their papers we have counts for
4 papers
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
Nick James, Max Menzies
This paper studies the time-varying structure of the equity market with respect to market capitalization. First, we analyze the distribution of the 100 largest companies' market ca…
Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies
Nick James, Max Menzies
Since its conception, the cryptocurrency market has been frequently described as an immature market, characterized by significant swings in volatility and occasionally described as…
Geometric persistence and distributional trends in worldwide terrorism
Nick James, Max Menzies, James Chok +2
This paper introduces new methods for studying the prevalence of terrorism around the world and over time. Our analysis treats spatial prevalence of terrorism, the changing profile…
Dual-domain analysis of gun violence incidents in the United States
Nick James, Max Menzies
This paper applies new and recently introduced approaches to study trends in gun violence in the United States. We use techniques in both the time and frequency domain to provide a…