Nick James

Equivalence relations and Lp distances between time series with application to the Black Summer Australian bushfires

Nick James, Max Menzies

Journal article  |  2023  |  Physica D: Nonlinear Phenomena

Geometric persistence and distributional trends in worldwide terrorism

N James, M Menzies, J Chok, A Milner, C Milner

Journal article  |  2023  |  Chaos, Solitons and Fractals

This paper introduces new methods for studying the prevalence of terrorism around the world and over time. Our analysis treats spa..

Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks

Nick James, Max Menzies, Jennifer Chan

Journal article  |  2023  |  Econometrics

This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks across a collect..

Distributional Trends in the Generation and End-Use Sector of Low-Carbon Hydrogen Plants

Nick James, Max Menzies

Journal article  |  2023  |  Hydrogen

This paper uses established and recently introduced methods from the applied mathematics and statistics literature to study trends..

Global and regional changes in carbon dioxide emissions: 1970-2019

Nick James, Max Menzies

Journal article  |  2022  |  PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

We introduce new frameworks to study spatio-temporal patterns in carbon dioxide emissions, demographic trends and economic pattern..

Dual-domain analysis of gun violence incidents in the United States

Nick James, Max Menzies

Journal article  |  2022  |  CHAOS

This paper applies new and recently introduced approaches to study trends in gun violence in the United States. We use techniques ..

Economic state classification and portfolio optimisation with application to stagflationary environments

Nick James, Max Menzies, Kevin Chin

Journal article  |  2022  |  CHAOS SOLITONS & FRACTALS

Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently intro..

On financial market correlation structures and diversification benefits across and within equity sectors

Nick James, Max Menzies, Georg A Gottwald

Journal article  |  2022  |  PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

We study how to assess the potential benefit of diversifying an equity portfolio by investing within and across equity sectors. We..

Temporal and spectral governing dynamics of Australian hydrological streamflow time series

Nick James, Howard Bondell

Journal article  |  2022  |  JOURNAL OF COMPUTATIONAL SCIENCE

We use new and established methodologies in multivariate time series analysis to study the dynamics of 414 Australian hydrological..

Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes

N James, M Menzies

Journal article  |  2022  |  Statistics and Computing

This article improves on existing Bayesian methods to estimate the spectral density of stationary and nonstationary time series as..