46 citations · 374 across the 23 of their papers we have counts for
10 papers · 1 filter
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…