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20202024
most citedCollective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time

46 citations · 374 across the 23 of their papers we have counts for

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Showing 2022Show all

5 papers · 1 filter

physics.soc-ph2022★ 15 cited

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…

physics.soc-ph2022★ 4 cited

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…

q-fin.ST2022★ 31 cited

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…

q-fin.PM2022★ 3 cited

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…

physics.soc-ph2022★ 29 cited

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…