91 citations · 779 across the 32 of their papers we have counts for
Showing 2024Show all
2 papers · 1 filter
q-fin.MF2024★ 3 cited
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…
q-fin.ST2024★ 1 cited
Nonlinear shifts and dislocations in financial market structure and composition
Nick James, Max Menzies
This paper develops new mathematical techniques to identify temporal shifts among a collection of US equities partitioned into a new and more detailed set of market sectors. Althou…