Max Menzies

Orcid: 0000-0002-9907-8435

According to our database1, Max Menzies authored at least 5 papers between 2019 and 2023.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies.
Entropy, June, 2023

2022
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes.
Stat. Comput., 2022

2020
Clustering volatility regimes for dynamic trading strategies.
CoRR, 2020

2019
A new method for similarity and anomaly detection in cryptocurrency markets.
CoRR, 2019

Novel semi-metrics for multivariate change point analysis and anomaly detection.
CoRR, 2019


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