BIMSA > Max Menzies
Assistant Professor Max Menzies

Group: Statistics, Probability and Data Science

Office: A3-1-203

Email: max.menzies@bimsa.cn

Research Field: Interdisciplinary applied mathematics, time series analysis

Webpage: https://maxmenzies.com/

Education Experience

  • 2013 - 2019      Harvard University      Mathematics      Doctor      (Supervisor: Mark Kisin)
  • 2012 - 2013      University of Cambridge      Mathematics      Master
  • 2009 - 2012      University of Cambridge      Mathematics      Bachelor

Work Experience

  • 2019 - 2021      Tsinghua University      Postdoctoral Fellow

Publication

  • [1] Nick James and Max Menzies, Nonlinear shifts and dislocations in financial market structure and composition , Chaos: An Interdisciplinary Journal of Nonlinear Science (2024)
  • [2] Nick James and Max Menzies, Financial portfolio diversification with varying levels of investor skill, Europhysics Letters (EPL)(2024)
  • [3] Nick James and Max Menzies, Distributional trends in the generation and end-use sector of low-carbon hydrogen plants, Hydrogen(2023)
  • [4] Nick James and Max Menzies, An exploration of the mathematical structure and behavioural biases of 21st century financial crises, Physica A: Statistical Mechanics and its Applications(2023)
  • [5] Nick James and Max Menzies, Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies, Entropy(2023)
  • [6] Nick James, Max Menzies and Jennifer Chan, Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks, Econometrics(2023)
  • [7] Nick James and Max Menzies, Equivalence relations and L^p distances between time series with application to the Black Summer Australian bushfires, Physica D: Nonlinear Phenomena(2023)
  • [8] Nick James, Max Menzies, James Chok, Aaron Milner and Cas Milner, Geometric persistence and distributional trends in worldwide terrorism, Chaos, Solitons & Fractals(2023)
  • [9] Nick James and Max Menzies, Collective infectivity of the pandemic over time and association with vaccine coverage and economic development, Chaos, Solitons & Fractals(2023)
  • [10] Nick James, Max Menzies and Kevin Chin, Economic state classification and portfolio optimisation with application to stagflationary environments, Chaos, Solitons & Fractals(2022)
  • [11] Nick James and Max Menzies, Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time, Nonlinear Dynamics(2022)
  • [12] Nick James and Max Menzies, Estimating a continuously varying offset between multivariate time series with application to COVID-19 in the United States,, The European Physical Journal Special Topics(2022)
  • [13] Arjun Prakash, Nick James, Max Menzies and Gilad Francis, Structural clustering of volatility regimes for dynamic trading strategies, Applied Mathematical Finance(2022)
  • [14] Nick James, Max Menzies and Howard Bondell, Comparing the dynamics of COVID-19 infection and mortality in the United States, India, and Brazil, Physica D: Nonlinear Phenomena(2022)
  • [15] Nick James, Max Menzies and Howard Bondell, In search of peak human athletic potential: a mathematical investigation, Chaos: An Interdisciplinary Journal of Nonlinear Science(2022)
  • [16] Nick James and Max Menzies, A new measure between sets of probability distributions with applications to erratic financial behavior, Journal of Statistical Mechanics: Theory and Experiment(2022)
  • [17] Nick James and Max Menzies, Spatio-temporal trends in the propagation and capacity of low-carbon hydrogen projects, International Journal of Hydrogen Energy(2022)
  • [18] Nick James and Max Menzies, Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes, Statistics and Computing(2022)
  • [19] Nick James and Max Menzies, Global and regional changes in carbon dioxide emissions: 1970-2019, Physica A: Statistical Mechanics and its Applications(2022)
  • [20] Nick James and Max Menzies, Dual-domain analysis of gun violence incidents in the United States, Chaos: An Interdisciplinary Journal of Nonlinear Science(2022)
  • [21] Nick James, Max Menzies and Georg A Gottwald, On financial market correlation structures and diversification benefits across and within equity sectors, Physica A: Statistical Mechanics and its Applications(2022)
  • [22] Nick James, Max Menzies and Jennifer Chan, Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19, Physica A: Statistical Mechanics and its Applications(2021)
  • [23] Nick James and Max Menzies, Association between COVID-19 cases and international equity indices, Physica D: Nonlinear Phenomena(2021)
  • [24] Nick James, Max Menzies and Peter Radchenko, COVID-19 second wave mortality in Europe and the United States, Chaos: An Interdisciplinary Journal of Nonlinear Science(2021)
  • [25] Nick James and Max Menzies, Trends in COVID-19 prevalence and mortality: a year in review, Physica D: Nonlinear Phenomena(2021)
  • [26] Nick James and Max Menzies, Efficiency of communities and financial markets during the 2020 pandemic, Chaos: An Interdisciplinary Journal of Nonlinear Science(2021)
  • [27] Nick James, Max Menzies and Howard Bondell, Understanding spatial propagation using metric geometry with application to the spread of COVID-19 in the United States, Europhysics Letters (EPL)(2021)
  • [28] Nick James and Max Menzies, Cluster-based dual evolution for multivariate time series: Analyzing COVID-19, Chaos: An Interdisciplinary Journal of Nonlinear Science(2020)
  • [29] Nick James, Max Menzies, Jennifer Chan and Lamiae Azizi, Novel semi-metrics for multivariate change point analysis and anomaly detection, Physica D: Nonlinear Phenomena(2020)
  • [30] Nick James and Max Menzies, COVID-19 in the United States: Trajectories and second surge behavior, Chaos: An Interdisciplinary Journal of Nonlinear Science(2020)

 

Update Time: 2024-10-10 16:42:58