Novel semi-metrics for multivariate change point analysis and anomaly detection. - Nick James; Max Menzies; Lamiae Azizi; Jennifer Chan (CoRR, 2019)

A new method for similarity and anomaly detection in cryptocurrency markets. - Nick James; Max Menzies; Jennifer Chan (CoRR, 2019)

Clustering volatility regimes for dynamic trading strategies. - Gilad Francis; Nick James; Max Menzies; Arjun Prakash (CoRR, 2020)

Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. - Nick James; Max Menzies (Stat. Comput., 2022)

Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies. - Nick James; Max Menzies (Entropy, 2023)