46 citations · 374 across the 23 of their papers we have counts for
23 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…
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…
Portfolio diversification with varying investor abilities
Nick James, Max Menzies
We introduce new mathematical methods to study the optimal portfolio size of investment portfolios over time, considering investors with varying skill levels. First, we explore the…
An exploration of the mathematical structure and behavioural biases of 21st century financial crises
Nick James, Max Menzies
In this paper we contrast the dynamics of the 2022 Ukraine invasion financial crisis with notable financial crises of the 21st century - the dot-com bubble, global financial crisis…
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…
Distributional trends in the generation and end-use sector of low-carbon hydrogen plants
Nick James, Max Menzies
This paper uses established and recently introduced methods from the applied mathematics and statistics literature to study trends in the end-use sector and capacity of low-carbon…
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…
Collective infectivity of the pandemic over time and association with vaccine coverage and economic development
Nick James, Max Menzies
This paper uses new and existing methods to study collective trends across countries throughout the pandemic, with a focus on the multivariate time series of reproduction numbers a…
Economic state classification and portfolio optimisation with application to stagflationary environments
Nick James, Max Menzies, Kevin Chin
Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariat…
On financial market correlation structures and diversification benefits across and within equity sectors
Nick James, Max Menzies, Georg A. Gottwald
We study how to assess the potential benefit of diversifying an equity portfolio by investing within and across equity sectors. We analyse 20 years of US stock price data, which in…
Global and regional changes in carbon dioxide emissions: 1970-2019
Nick James, Max Menzies
We introduce new frameworks to study spatio-temporal patterns in carbon dioxide emissions, demographic trends and economic patterns across 50 countries over the past 50 years. Our…
Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities
Nick James
This paper uses new and recently established methodologies to study the evolutionary dynamics of the cryptocurrency market, and compares the findings with that of the equity market…
Temporal and spectral governing dynamics of Australian hydrological streamflow time series
Nick James, Howard Bondell
We use new and established methodologies in multivariate time series analysis to study the dynamics of 414 Australian hydrological stations' streamflow. First, we analyze our colle…
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications
Nick James, Kevin Chin
This paper uses new and recently introduced mathematical techniques to undertake a data-driven study on the systemic nature of global inflation. We start by investigating country C…
Estimating a continuously varying offset between multivariate time series with application to COVID-19 in the United States
Nick James, Max Menzies
This paper introduces new methods to track the offset between two multivariate time series on a continuous basis. We then apply this framework to COVID-19 counts on a state-by-stat…
Spatio-temporal trends in the propagation and capacity of low-carbon hydrogen projects
Nick James, Max Menzies
This paper uses established and recently introduced methods from the applied mathematics and statistics literature to study trends in the propagation and capacity of low-carbon hyd…
In search of peak human athletic potential: A mathematical investigation
Nick James, Max Menzies, Howard Bondell
This paper applies existing and new approaches to study trends in the performance of elite athletes over time. We study both track and field scores of men and women athletes on a y…
Comparing the dynamics of COVID-19 infection and mortality in the United States, India, and Brazil
Nick James, Max Menzies, Howard Bondell
This paper compares and contrasts the spread and impact of COVID-19 in the three countries most heavily impacted by the pandemic: the United States (US), India and Brazil. All thre…
Understanding spatial propagation using metric geometry with application to the spread of COVID-19 in the United States
Nick James, Max Menzies, Howard Bondell
This paper introduces a novel approach to spatio-temporal data analysis using metric geometry to study the propagation of COVID-19 across the United States. Using a geodesic Wasser…
Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time
Nick James, Max Menzies
This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours…
A new measure between sets of probability distributions with applications to erratic financial behavior
Nick James, Max Menzies
This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual eleme…
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
Nick James, Max Menzies
This article improves on existing methods to estimate the spectral density of stationary and nonstationary time series assuming a Gaussian process prior. By optimising an appropria…