79 citations · 133 across the 5 of their papers we have counts for
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q-fin.MF2019★ 79 cited
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19
Nick James, Max Menzies, Jennifer Chan
This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cry…
cs.LG2019★ 31 cited
Novel semi-metrics for multivariate change point analysis and anomaly detection
Nick James, Max Menzies, Lamiae Azizi +1
This paper proposes a new method for determining similarity and anomalies between time series, most practically effective in large collections of (likely related) time series, by m…