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08/15/2022
Dual-domain analysis of gun violence incidents in the United States
This paper applies new and recently introduced approaches to study trend...
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03/29/2022
Economic state classification and portfolio optimisation with application to stagflationary environments
Motivated by the current fears of a potentially stagflationary global ec...
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12/19/2021
Temporal and spectral governing dynamics of Australian hydrological streamflow time series
We use new and established methodologies in multivariate time series ana...
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06/10/2021
A new measure to study erratic financial behaviors and time-varying dynamics of equity markets
This paper introduces a new framework to quantify distance between finit...
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01/03/2021
Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
This paper uses new and recently introduced methodologies to study the s...
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05/05/2020
Cluster-based dual evolution for multivariate systems
This paper proposes a cluster-based method to analyse multivariate syste...
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04/21/2020
Clustering volatility regimes for dynamic trading strategies
We develop a new method to find the number of volatility regimes in a no...
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03/04/2020
Optimally adaptive Bayesian spectral density estimation
This paper studies spectral density estimates obtained assuming a Gaussi...
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02/07/2020
Equivalence relations and L^p distances between time series
We introduce a general framework for defining equivalence and measuring ...
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01/26/2020
Semi-metric portfolio optimisation: a new algorithm reducing simultaneous asset shocks
This paper proposes a new method for financial portfolio optimisation ba...
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12/12/2019
A new method for similarity and anomaly detection in cryptocurrency markets
We propose a new approach using the MJ_1 semi-metric, from the more gene...
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11/04/2019
Novel semi-metrics for multivariate change point analysis and anomaly detection
This paper proposes a new method for determining similarity and anomalie...
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02/09/2019
