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