Max Menzies

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 5

Top Topics

Mixture Modeling

Anomaly Detection

Top Venues

Publications

Nick James, Max Menzies
Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies. Entropy 25 (6) (2023)
Nick James, Max Menzies
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. Stat. Comput. 32 (3) (2022)
Gilad Francis, Nick James, Max Menzies, Arjun Prakash
Clustering volatility regimes for dynamic trading strategies. CoRR (2020)
Nick James, Max Menzies, Jennifer Chan
A new method for similarity and anomaly detection in cryptocurrency markets. CoRR (2019)
Nick James, Max Menzies, Lamiae Azizi, Jennifer Chan
Novel semi-metrics for multivariate change point analysis and anomaly detection. CoRR (2019)