Hello! I am a postdoctoral fellow at the School of Mathematics and Statistics at the University of Melbourne. I recently completed my PhD with the School of Mathematics and Statistics at the University of Sydney. My research focuses on the application of pure mathematical techniques to solve interesting problems in applied mathematics and statistics. My primary collaborator is Max Menzies of Tsinghua University, Beijing.
My undergraduate degree is a Bachelor of Commerce (Int'l Studies) at The University of New South Wales where I studied Finance and Statistics. I have had various industry experience in investment banking, investment management and technology start-ups in San Francisco and Sydney. Before commencing my PhD I completed a Masters of Data Science at The University of Sydney.
I can be contacted at nick.james at unimelb dot edu dot au
I encourage all researchers to sign up for an ORCID iD. It is a digital identifier that takes seconds to set up. Mine is 0000-0003-1199-5333.
All my papers can be found on my personal arXiv page.
Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time, 2021, submitted.
A new measure to study erratic financial behaviors and time-varying dynamics of equity markets, 2021, submitted.
Efficiency of communities and financial markets during the 2020 pandemic, 2021, to appear in Chaos: An Interdisciplinary Journal of Nonlinear Science.
Trends in COVID-19 prevalence and mortality: a year in review, Physica D: Nonlinear Phenomena, 425 (2021) 132968.
COVID-19 second wave mortality in Europe and the United States, with Max Menzies and Peter Radchenko, Chaos: An Interdisciplinary Journal of Nonlinear Science, 31, 031105 (2021). This was featured as an editor's pick and accompanied by a press release.
Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19, Physica A: Statistical Mechanics and its Applications, 570 (2021) 125831.
Association between COVID-19 cases and international equity indices, Physica D: Nonlinear Phenomena, 417 (2021) 132809.
COVID-19 in the United States: Trajectories and second surge behavior, 2020, Chaos: An Interdisciplinary Journal of Nonlinear Science, 30, 091102 (2020). This was featured as an editor's pick, chosen as the cover of the issue, and accompanied by a press release.
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19, Physica A: Statistical Mechanics and its Applications, 565 (2021) 125581.
Cluster-based dual evolution for multivariate time series: Analyzing COVID-19, Chaos: An Interdisciplinary Journal of Nonlinear Science, 30, 061108 (2020). This was featured as an editor's pick and accompanied by a press release.
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes, 2020, submitted.
Equivalence relations and Lp distances between time series, 2020, submitted.
Semi-metric portfolio optimisation: a new algorithm reducing simultaneous asset shocks, 2020, submitted.
Novel semi-metrics for multivariate change point analysis and anomaly detection, Physica D: Nonlinear Phenomena, 412, 132636 (2020).
Excellence in Tutoring Award - Highly Commended, School of Business, University of Sydney, 2020.
The Teaching Excellence Award, Discipline of Business Analytics, University of Sydney, 2020.
Research Training Program PhD scholarship, University of Sydney, 2018.
Adjunct lecturer, DATA3888: Data Science Capstone, 2021-present.
Tutor, DATA3888: Data Science Capstone, 2021-present.
Lecturer, QBUS6810: Statistical Learning and Data Mining, 2020-present.
Tutor, QBUS6810: Statistical Learning and Data Mining, 2018-present.
Tutor, COMP5328: Advanced Machine Learning, 2018-present.
Tutor, COMP5318: Machine Learning and Data Mining, 2017-2019.
Tutor, MATH2061: Linear Algebra and Vector Calculus, 2020.
Tutor, MATH2970: Advanced Optimisation and Financial Mathematics, 2018.
Tutor, MATH2070: Optimisation and Financial Mathematics, 2018.
Tutor, MATH1002: Linear Algebra, 2018.
Tutor, MATH1021: Calculus of One Variable, 2019.
Tutor, MATH1005: Statistics, 2019.
Tutor, DATA2002: Data Analytics: Learning from Data, 2019.
Tutor, DATA1001: Foundations of Data Science, 2019.
Tutor, DATA5709: Masters of Data Science Capstone, 2018-2019.
Adjunct lecturer, DATA5207: Data Analysis in the Social Sciences, 2019.
Tutor, DATA5207: Data Analysis in the Social Sciences, 2018-2019.
Tutor, COMP5310: Principles of Data Science, 2018-2019.
Tutor, STAT3022: Applied Linear Models, 2020-present.
Eight Investment Partners: Investment Analyst (2012-2014)
iMatchative: Senior hedge fund analyst (2014-2016)
Dalton Street Capital: Part-time quantitative consultant (2016-current)
Arowana: Part-time data scientist (2019-current)