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