Zobrazeno 1 - 10
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pro vyhledávání: '"JAMES, NICK"'
Autor:
James, Nick, Menzies, Max
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 capitalizations over time, in terms of inequality, concentration at the
Externí odkaz:
http://arxiv.org/abs/2412.00468
Observed magnitudes of Qianfan spacecraft range from 4 when they are near zenith to 8 when low in the sky. Nearly all of the observations can be modeled with a nadir-facing flat antenna panel and the underside of a zenith-facing solar array, both wit
Externí odkaz:
http://arxiv.org/abs/2409.20432
Autor:
James, Nick, Menzies, Max
Publikováno v:
Chaos 34, 073116 (2024)
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. Although conceptually related, our three analyses reveal distinct insights a
Externí odkaz:
http://arxiv.org/abs/2403.15163
Autor:
James, Nick, Menzies, Max
Publikováno v:
EPL, 145 (2024) 32002
We introduce new mathematical methods to study the optimal portfolio size of investment portfolios over time, considering investors with varying skill levels. First, we explore the benefit of portfolio diversification on an annual basis for poor, ave
Externí odkaz:
http://arxiv.org/abs/2311.06519
An exploration of the mathematical structure and behavioural biases of 21st century financial crises
Autor:
James, Nick, Menzies, Max
Publikováno v:
Physica A: Statistical Mechanics and its Applications 630, 129256 (2023)
In this paper we contrast the dynamics of the 2022 Ukraine invasion financial crisis with notable financial crises of the 21st century - the dot-com bubble, global financial crisis and COVID-19. We study the similarity in market dynamics and associat
Externí odkaz:
http://arxiv.org/abs/2307.15402
Autor:
James, Nick, Menzies, Max
Publikováno v:
Entropy 25(6), 931 (2023)
Since its conception, the cryptocurrency market has been frequently described as an immature market, characterized by significant swings in volatility and occasionally described as lacking rhyme or reason. There has been great speculation as to what
Externí odkaz:
http://arxiv.org/abs/2304.08902
Autor:
McMullan, Sarah, Vida, Denis, Devillepoix, Hadrien A. R., Rowe, Jim, Daly, Luke, King, Ashley J., Cupák, Martin, Howie, Robert M., Sansom, Eleanor K., Shober, Patrick, Towner, Martin C., Anderson, Seamus, McFadden, Luke, Horák, Jana, Smedley, Andrew R. D., Joy, Katherine H., Shuttleworth, Alan, Colas, Francois, Zanda, Brigitte, O'Brien, Áine C., McMullan, Ian, Shaw, Clive, Suttle, Adam, Suttle, Martin D., Young, John S., Campbell-Burns, Peter, Kacerek, Richard, Bassom, Richard, Bosley, Steve, Fleet, Richard, Jones, Dave, McIntyre, Mark, James, Nick, Robson, Derek, Dickinson, Paul, Bland, Philip A., Collins, Gareth S.
On February 28, 2021, a fireball dropped $\sim0.6$ kg of recovered CM2 carbonaceous chondrite meteorites in South-West England near the town of Winchcombe. We reconstruct the fireball's atmospheric trajectory, light curve, fragmentation behaviour, an
Externí odkaz:
http://arxiv.org/abs/2303.12126
Autor:
James, Nick, Menzies, Max
Publikováno v:
Hydrogen 4, 174-189 (2023)
This paper uses established and recently introduced methods from the applied mathematics and statistics literature to study trends in the end-use sector and capacity of low-carbon hydrogen projects in recent and upcoming decades. First, we examine di
Externí odkaz:
http://arxiv.org/abs/2301.08457
Publikováno v:
Chaos, Solitons & Fractals 169 (2023) 113277
This paper introduces new methods for studying the prevalence of terrorism around the world and over time. Our analysis treats spatial prevalence of terrorism, the changing profile of groups carrying out the acts of terrorism, and trends in how many
Externí odkaz:
http://arxiv.org/abs/2301.00408
Autor:
James, Nick, Menzies, Max
Publikováno v:
Chaos 32, 111101 (2022)
This paper applies new and recently introduced approaches to study trends in gun violence in the United States. We use techniques in both the time and frequency domain to provide a more complete understanding of gun violence dynamics. We analyze gun
Externí odkaz:
http://arxiv.org/abs/2208.07093