Picture for Nick James

Nick James

Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19

Add code
Jan 10, 2021
Figure 1 for Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
Figure 2 for Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
Figure 3 for Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
Figure 4 for Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
Viaarxiv icon

Clustering volatility regimes for dynamic trading strategies

Add code
Apr 21, 2020
Figure 1 for Clustering volatility regimes for dynamic trading strategies
Figure 2 for Clustering volatility regimes for dynamic trading strategies
Figure 3 for Clustering volatility regimes for dynamic trading strategies
Figure 4 for Clustering volatility regimes for dynamic trading strategies
Viaarxiv icon

Optimally adaptive Bayesian spectral density estimation

Add code
Mar 04, 2020
Figure 1 for Optimally adaptive Bayesian spectral density estimation
Figure 2 for Optimally adaptive Bayesian spectral density estimation
Figure 3 for Optimally adaptive Bayesian spectral density estimation
Figure 4 for Optimally adaptive Bayesian spectral density estimation
Viaarxiv icon

Equivalence relations and $L^p$ distances between time series

Add code
Feb 07, 2020
Figure 1 for Equivalence relations and $L^p$ distances between time series
Figure 2 for Equivalence relations and $L^p$ distances between time series
Figure 3 for Equivalence relations and $L^p$ distances between time series
Figure 4 for Equivalence relations and $L^p$ distances between time series
Viaarxiv icon

Identifying similarity and anomalies for cryptocurrency moments and distribution extremities

Add code
Jan 26, 2020
Figure 1 for Identifying similarity and anomalies for cryptocurrency moments and distribution extremities
Figure 2 for Identifying similarity and anomalies for cryptocurrency moments and distribution extremities
Figure 3 for Identifying similarity and anomalies for cryptocurrency moments and distribution extremities
Viaarxiv icon

Novel semi-metrics for multivariate change point analysis and anomaly detection

Add code
Nov 04, 2019
Figure 1 for Novel semi-metrics for multivariate change point analysis and anomaly detection
Figure 2 for Novel semi-metrics for multivariate change point analysis and anomaly detection
Figure 3 for Novel semi-metrics for multivariate change point analysis and anomaly detection
Figure 4 for Novel semi-metrics for multivariate change point analysis and anomaly detection
Viaarxiv icon

Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series

Add code
Feb 09, 2019
Figure 1 for Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
Figure 2 for Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
Figure 3 for Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
Figure 4 for Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
Viaarxiv icon