Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals

Authors: Nick James, Max Menzies

Abstract

This paper studies the time-varying structure of the equity market with respect to market capitalization. First, we analyze the distribution of the 100 largest companies’ market capitalizations over time, in terms of inequality, concentration at the top, and overall discrepancies in the distribution between different times. In the next section, we introduce a mathematical framework of linear and nonlinear functionals of time-varying portfolios. We apply this to study the market capitalization exposure and spread of optimal portfolios chosen by a Sharpe optimization procedure. These methods could be more widely used to study various measures of optimal portfolios and measure different aspects of market exposure while holding portfolios selected by an optimization routine that changes over time.

Complexity vs Empirical Score

Math Complexity: 5.5/10
Empirical Rigor: 6.5/10
Quadrant: Holy Grail — high math complexity, high empirical rigor

Why this score: The paper presents an interesting framework using 1-Wasserstein distance, Gini coefficients, and concentration ratios to measure structural market imbalance and market cap concentration over time. The mathematical formulations are clear and accessible, accompanied by clean empirical application on 20 years of stock data, though additional backtested portfolio implementation results would strengthen the empirical depth.

Research Flowchart

  flowchart TD
    A[Research Goal: Detect Imbalanced Markets via Time-Varying Portfolios] --> B[Data Input: Market Cap of Top 100 Companies Over Time]
    
    subgraph Methodology & Processing
        B --> C[Analyze Market Cap Distribution: Inequality & Concentration]
        B --> D[Apply Mathematical Framework: Linear & Nonlinear Functionals]
        D --> E[Sharpe Optimization Procedure on Time-Varying Portfolios]
    end

    C --> F[Outcomes: Quantified Market Concentration & Dynamic Portfolio Exposure]
    E --> F

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Portfolio optimization in a mean-semivariance framework (2011)
Mean \textendash variance and mean \textendash semivariance portfolio selection: a multivariate nonparametric approach (2018) — link
Mean-Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (2005) — link
Downside risk (1991) — link
Economic implications of using a mean- VaR model for portfolio selection: A comparison with mean-variance analysis (2002) — link
Optimal portfolio selection in a Value-at-Risk framework (2001) — link
Investment policy statement: Elements of a clearly defined IPS for non-profits (2016)
Stabilizing effect of volatility in financial markets (2018) — link
An Introduction to Econophysics: Correlations and Complexity in Finance (2000) — link
Cross-correlations between volume change and price change (2009) — link
Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks (2006) — link
Scaling and memory of intraday volatility return intervals in stock markets (2006) — link
Statistical properties of the volatility of price fluctuations (1999) — link
Inverse cubic law for the distribution of stock price variations (1998) — link
Hausdorff clustering (2008) — link
Hausdorff clustering of financial time series (2007) — link
Clustering of financial time series with application to index and enhanced index tracking portfolio (2005) — link
Hierarchical structure in financial markets (1999) — link
Clustering and information in correlation based financial networks (2004) — link
Correlations in economic time series (1997) — link
Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws (2010) — link
Power-law relaxation in a complex system: Omori law after a financial market crash (2003) — link
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? (2008) — link
Modeling sudden volatility changes: Evidence from J apanese and Korean stock markets (2009) — link
A new metric for probability distributions (2003) — link
Uncovering the dynamics of correlation structures relative to the collective market motion (2020) — link
Stability and hierarchy of quasi-stationary states: financial markets as an example (2015) — link
Dissecting cross-impact on stock markets: an empirical analysis (2017) — link
Correlation structure and dynamics in volatile markets (2010) — link
On the non-stationarity of financial time series: impact on optimal portfolio selection (2012) — link
Cross-correlation in financial dynamics (2009) — link
Dynamic instability in a phenomenological model of correlated assets (2006) — link
A B ayesian Analysis for Change Point Problems (1993) — link
Network Hypothesis Testing Using Mixed Kronecker Product Graph Models (2013) — link
Multi-Level Anomaly Detection on Time-Varying Graph Data (2015) — link
Delta-Con : Principled Massive-Graph Similarity Function with Attribution (2016) — link
DeltaCon : A Principled Massive-Graph Similarity Function (2013) — link
Graph based anomaly detection and description: a survey (2014) — link
Anomaly detection in dynamic networks: a survey (2015) — link
Portfolio Selection (1952) — link
Implied volatility surfaces: uncovering regularities for options on financial futures (2001) — link
Dynamics of implied volatility surfaces (2002) — link
Predictable Dynamics in the S & P 500 Index Options Implied Volatility Surface (2006) — link
Regime-switching stochastic volatility model: estimation and calibration to VIX options (2017) — link
A regime-switching Heston model for VIX and S & P 500 implied volatilities (2013) — link
Predicting regime switches in the VIX index with macroeconomic variables (2011) — link
Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (2018) — link
Evaluating volatility and interval forecasts (1999) — link
Generating Volatility Forecasts from Value at Risk Estimates (2005) — link
Mutual Fund Performance (1966) — link
Fat tails and volatility clustering in experimental asset markets (2007) — link
Asset allocation under multivariate regime switching (2007) — link
Markov Switching Models in Empirical Finance (2011) — link
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach (2009) — link
Market-making strategy with asymmetric information and regime-switching (2018) — link
Regime shifts and uncertainty in pollution control (2012) — link
The Dynamics of the S & P 500 under a Crisis Context: Insights from a Three-Regime Switching Model (2020) — link
Economic policy uncertainty and stock markets: Long-run evidence from the US (2016) — link
Regime Changes and Financial Markets (2012) — link
Optimal portfolio strategies in the presence of regimes in asset returns (2021) — link
Overseas market shocks and VKOSPI dynamics: A M arkov-switching approach (2016) — link
Do bubbles have an explosive signature in M arkov switching models? (2017) — link
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model (2020) — link
Inverse sample entropy analysis for stock markets (2021) — link
Weighted link entropy and multiscale weighted link entropy for complex time series (2021) — link
To keep faith with homoskedasticity or to go back to heteroskedasticity? The case of FATANG stocks (2021) — link
Determining the chaotic behavior in a fractional-order finance system with negative parameters (2018) — link
Localization of compact invariant sets of a new nonlinear finance chaotic system (2012) — link
Integrability analysis of chaotic and hyperchaotic finance systems (2018) — link
Correlation of financial markets in times of crisis (2012) — link
Temporal evolution of financial-market correlations (2011) — link
Dynamics of competition between collectivity and noise in the stock market (2000) — link
Towards identifying the world stock market cross-correlations: DAX versus D ow J ones (2001) — link
The Extreme Value Method for Estimating the Variance of the Rate of Return (1980) — link
The complex network of global cargo ship movements (2010) — link
An analysis of cross-correlations in an emerging market (2007) — link
Collective behavior of stock price movements in an emerging market (2007) — link
Systematic analysis of group identification in stock markets (2005) — link
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis (2019) — link
Statistical physics in foreign exchange currency and stock markets (2000) — link
Common factors in international bond returns (2003) — link
Identifying States of a Financial Market (2012) — link
Noise Dressing of Financial Correlation Matrices (1999) — link
The risk of marine bioinvasion caused by global shipping (2013) — link
Complexity in human transportation networks: a comparative analysis of worldwide air transportation and global cargo-ship movements (2011) — link
What Is Mature and What Is Still Emerging in the Cryptocurrency Market? (2023) — link
Cryptocurrencies Are Becoming Part of the World Global Financial Market — → 2303.00495
Analysis of inter-transaction time fluctuations in the cryptocurrency market (2022) — link
Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post- COVID -19 Time (2022) — link
Analysis of fMRI Signals from Working Memory Tasks and Resting-State of Brain: Neutrosophic-Entropy-Based Clustering Algorithm (2022) — link
Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months (2006) — link
Cross-correlations between the CSI 300 spot and futures markets (2013) — link
Cross-correlations Between WTI Crude Oil Market and U.S. Stock Market: A Perspective from Econophysics (2012) — link
Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market (2021) — link
Topological structures in the equities market network (2008) — link
Persistence in Variance, Structural Change, and the GARCH Model (1990) — link
Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2007) — link
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989) — link
Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019) — link
Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis (2019) — link
High frequency volatility co-movements in cryptocurrency markets (2019) — link
How to measure the liquidity of cryptocurrency markets? (2021) — link
Intraday efficiency-frequency nexus in the cryptocurrency markets (2020) — link
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility (2020) — link
Asymmetric efficiency of cryptocurrencies during COVID 19 (2021) — link
Complexity in Economic and Social Systems (2021) — link
Financial Return Distributions: Past, Present, and COVID -19 (2021) — link
What causes the attention of Bitcoin? (2018) — link
The inefficiency of Bitcoin (2016) — link
Chaos, randomness and multi-fractality in Bitcoin market (2018) — link
Bitcoin market route to maturity? E vidence from return fluctuations, temporal correlations and multiscaling effects (2018) — link
Do the Rich Get Richer? An Empirical Analysis of the Bitcoin Transaction Network (2014) — link
Some stylized facts of the Bitcoin market (2017) — link
Long-range correlations and asymmetry in the Bitcoin market (2018) — link
Multifractal behavior of price and volume changes in the cryptocurrency market (2019) — link
Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices (2020) — link
DCCA and DMCA correlations of cryptocurrency markets (2020) — link
Statistical Analysis of the Exchange Rate of Bitcoin (2015) — link
Exploring disorder and complexity in the cryptocurrency space (2019) — link
Signatures of the Crypto-Currency Market Decoupling from the Forex (2019) — link
Structural breaks and trend awareness-based interaction in crypto markets (2020) — link
Multiscale characteristics of the emerging global cryptocurrency market (2021) — link
Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market (2020) — link
Co-movement of COVID -19 and B itcoin: Evidence from wavelet coherence analysis (2020) — link
Covid-19 impact on cryptocurrencies: evidence from a wavelet-based H urst exponent (2020) — link
Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID -19 (2020) — link
The contagion effects of the COVID -19 pandemic: Evidence from gold and cryptocurrencies (2020) — link
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID -19 pandemic (2020) — link
Safe haven or risky hazard? Bitcoin during the C ovid-19 bear market (2020) — link
Searching for safe-haven assets during the COVID -19 pandemic (2020) — link
Financial markets under the global pandemic of COVID -19 (2020) — link
The impact of COVID -19 on stock markets (2020) — link
Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020) — link
How the cryptocurrency market has performed during COVID 19? A multifractal analysis (2020) — link
Financial contagion during COVID \textendash 19 crisis (2020) — link
Is Gold a Hedge or Safe Haven Asset during COVID \textendash 19 Crisis? (2020) — link
Stock markets and the COVID -19 fractal contagion effects (2020) — link
Rethinking Financial Contagion: Information Transmission Mechanism During the COVID -19 Pandemic. (2020) — link
The impact of COVID -19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets (2020) — link
Global pharmaceutical industry - statistics & facts (2024)
CDC ends daily reporting of COVID case and death data, in shift to weekly updates (2022)
COVID -19 statistics to move from daily to weekly reports across A ustralia, health ministers say (2022)
Government to stop publishing weekend C ovid case and death figures (2022)
NSW Premier declares state of emergency ahead of catastrophic fire warnings (2019)
State of emergency declared in NSW ahead of horror fire weekend (2020)
Unprecedented season breaks all records (2020)
Firearm Availability and Homicide Rates across 26 High Income Countries (2000) — link
Global Firearms Holdings (2020)
On gun violence, the U nited S tates is an outlier (2022)
The Politics of Gun Control (2020) — link
State Firearm Laws Database (2022)
Pandemic, Social Unrest, and Crime in U.S. Cities: 2020 Year-End Update (2021)
Why Homicide Rates in US Spiked 30% During COVID Pandemic (2022)
WHO Director-General’s opening remarks at the media briefing on COVID -19 - 11 M arch 2020 (2020)
How George Floyd Died, and What Happened Next (2022)
Chaotic M inneapolis protests spread amid emotional calls for justice, peace (2020)
Unemployment rose higher in three months of COVID -19 than it did in two years of the Great Recession (2020)
A year of COVID -19: What was going on in the US in March 2020 (2021)
Changes in Crime Rates during the COVID -19 Pandemic (2022) — link
Intensified Scrutiny and Bureaucratic Effort: Evidence from policing and Crime After High-Profile, Officer-Involved Fatalities (2020) — link
Spatiotemporal patterns of firearm acquisition in the United States in different presidential terms (2022) — link
Gun control and suicide: The impact of state firearm regulations in the United States , 1995–2004 (2011) — link
Avoiding the Second Amendment Scrutiny Quagmire: A Pragmatic Test for Second Amendment Challenges Based on International Evidence (2017)
Gun Ownership: A Constitutional Right (2017)
Guns | Gallup Historical Trends (2022)
Rural and urban gun owners have different experiences, views on gun policy (2017)
The effect of unreported gun-related violent crime on crime hot spots (2022) — link
Why Can’t the U.S. Treat Gun Violence as a Public-Health Problem? (2018)
Poll: Support for controlling gun violence hits its highest point in a decade (2022)
The mining boom that changed A ustralia (2016)
How A ustralia’s big banks navigated and survived the 2007 financial crisis (2018)
‘We Are Living in a Changing World Order’ (2022)
Alabama governor won’t issue stay-at-home order because ‘we are not C alifornia.’ By population, it’s worse. (2020)
Uneven vaccination rates across the US linked to C ovid-19 case trends, worry experts (2021)
Wall S treet Mines A pple and G oogle Mobility Data to Spot Revival (2020)
New Z ealand, A ustralia tighten lockdown to combat coronavirus (2020)
Sweden adds further restrictions on outdoor gatherings as coronavirus cases hit record highs (2020)
Coronavirus: Is it time to move on and get back to normal life?
Why the second wave of C ovid-19 appears to be less lethal
Coronavirus: US and A ustralia close borders to C hinese arrivals
Test, trace, contain: how S outh K orea flattened its coronavirus curve
China becomes first major economy to recover from C ovid-19 pandemic
How coronavirus almost brought down the global financial system (2020)
Italy’s Virus Shutdown Came Too Late. What Happens Now?
The UK ’s public health response to C ovid-19 (2020) — link
How G reece is rethinking its once bustling tourism industry
New Z ealand has 69 active C ovid cases after 13 more diagnosed
A Devastating New Stage of the Pandemic
First and Second Waves of Coronavirus
UPDATED: Timeline of the C oronavirus
This is where each state is during its phased reopening
All 50 U.S. states have taken steps toward reopening in time for Memorial Day weekend
Thinking Globally, Acting Locally - The U.S. Response to C ovid-19 (2020) — link
Georgia business owners are conflicted as the state reopens hair salons, gyms and bowling alleys (2020)
Georgia’s Governor Issues Order Rescinding Local Mask Mandates (2020)
Florida shatters single-day infection record with 15,300 new cases (2020)
U.S. COVID-19 Deaths Near 130,000; F lorida And T exas Report Record Case Numbers (2020)
Gov. Greg Abbott orders T exans in most counties to wear masks in public (2020)
California tells six additional counties to close indoor businesses, all bars (2020)
New Y ork Orders Residents to Wear Masks in Public (2020)
Countries turn to rapid antigen tests to contain second wave of COVID -19 (2020)
Analysis: Could COVID knock out flu in E urope this winter?
Prise en charge par les m 'e dicins de ville des patients atteints de COVID -19 en phase de d 'e confinement (2020)
IMPATTO DELL’EPIDEMIA COVID -19 SULLA Mortalit `a TOTALE DELLA POPOLAZIONE RESIDENTE PRIMO QUADRIMESTRE 2020
Doria rebate B olsonaro: ’estamos fazendo o que ele não faz, liderar’ (2020)
India’s policy response to COVID -19 (2020)
Britain Drops Its Go-It-Alone Approach to Coronavirus (2020)
Italy coronavirus death toll to 107, 3089 cases: Live updates (2020)
Brazil has record new coronavirus cases, surpasses F rance in deaths (2020)
France Announces Further Reopening Amid Declining Number Of Coronavirus Cases (2020)
Global coronavirus cases hit 20 million as pandemic accelerates (2020)
Here’s What Caused Bitcoin’s ‘Extreme’ Price Plunge (2020)
Why Did FTX Collapse? H ere’s What to Know. (2022)
Dow plunges 10% amid coronavirus fears for its worst day since the 1987 market crash (2020)
Air quality concentration data (2020)
CO$_2$ and Greenhouse Gas Emissions (2022)
Hydrogen Projects Database (2021)
World Athletics Home Page (2021)
Dataset Publishing Language (2021)
Gun violence archive (2022)
Cryptocurrencies (2023)
Yahoo Finance (2024)
Coronavirus (Covid-19) Data in the U nited S tates (2021)
Painel C oronav 'i rus (2021)
Details on cases (2021)
Human Development Reports (2020)
GDP (current US $) (2020)
Our W orld in D ata (2020)
Our W orld in D ata (2020)
Worldodometer (2020)
Nonlinear shifts and dislocations in financial market structure and composition — → 2403.15163
Portfolio diversification with varying investor abilities — → 2311.06519
Collective infectivity of the pandemic over time and association with vaccine coverage and economic development (2023) — link
An exploration of the mathematical structure and behavioural biases of 21st century financial crises — → 2307.15402
Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies (2023) — link
Geometric persistence and distributional trends in worldwide terrorism (2023) — link
On financial market correlation structures and diversification benefits across and within equity sectors (2022) — link
Estimating a continuously varying offset between multivariate time series with application to COVID -19 in the U nited S tates (2022) — link
Distributional trends in the generation and end-use sector of low-carbon hydrogen plants (2023) — link
Spatio-temporal trends in the propagation and capacity of low-carbon hydrogen projects (2022) — link
In search of peak human athletic potential: a mathematical investigation (2022) — link
Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time (2022) — link
Comparing the dynamics of COVID -19 infection and mortality in the U nited S tates, I ndia, and B razil (2022) — link
Understanding spatial propagation using metric geometry with application to the spread of COVID -19 in the U nited S tates (2021) — link
Efficiency of communities and financial markets during the 2020 pandemic (2021) — link
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks (2023) — link
Equivalence relations and $L^p$ distances between time series with application to the B lack S ummer A ustralian bushfires (2023) — link
Dual-domain analysis of gun violence incidents in the U nited S tates (2022) — link
Economic state classification and portfolio optimisation with application to stagflationary environments (2022) — link
Global and regional changes in carbon dioxide emissions: 1970-2019 (2022) — link
Structural Clustering of Volatility Regimes for Dynamic Trading Strategies (2021) — link
Optimally adaptive B ayesian spectral density estimation for stationary and nonstationary processes (2022) — link
A new measure between sets of probability distributions with applications to erratic financial behavior (2021) — link
Trends in COVID -19 prevalence and mortality: A year in review (2021) — link
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID -19 (2021) — link
Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID -19 (2021) — link
Novel semi-metrics for multivariate change point analysis and anomaly detection (2020) — link
Cluster-based dual evolution for multivariate time series: Analyzing COVID -19 (2020) — link
COVID -19 in the United States : Trajectories and second surge behavior (2020) — link
Association between COVID -19 cases and international equity indices (2021) — link
COVID -19 second wave mortality in E urope and the U nited S tates (2021) — link
Interval-Focused Similarity Search in Time Series Databases (2007) — link
Similarity Search on Time Series Based on Threshold Queries (2006) — link
TQuEST : Threshold Query Execution for Large Sets of Time Series (2006) — link
Threshold Similarity Queries in Large Time Series Databases (2006) — link
Time Series Analysis Using the Concept of Adaptable Threshold Similarity (2006) — link
Knowledge Discovery from Heterogeneous Dynamic Systems using Change-Point Correlations (2005) — link
CID : an efficient complexity-invariant distance for time series (2013) — link
Querying and mining of time series data (2008) — link
Searching and mining trillions of time series subsequences under dynamic time warping (2012) — link
Sparse DTW : A Novel Approach to Speed up Dynamic Time Warping (2009)
An inner-product lower-bound estimate for dynamic time warping (2011) — link
A Unified Framework for Gesture Recognition and Spatiotemporal Gesture Segmentation (2009) — link
Enabling Efficient Time Series Analysis for Wearable Activity Data (2009) — link
Supporting exact indexing of arbitrarily rotated shapes and periodic time series under E uclidean and warping distance measures (2008) — link
Shape Orientability (2006) — link
Efficiently Finding Arbitrarily Scaled Patterns in Massive Time Series Databases (2003) — link
Anomaly detection on streamed data (2020) — link
Large-Scale Unusual Time Series Detection (2015) — link
Time series anomaly detection based on shapelet learning (2018) — link
Survey on Anomaly Detection using Data Mining Techniques (2015) — link
LOF : Identifying density-based local outliers (2000) — link
Discovering cluster-based local outliers (2003) — link
Isolation-Based Anomaly Detection (2012) — link
Enhancing one-class support vector machines for unsupervised anomaly detection (2013) — link
Deep Learning for Anomaly Detection (2021) — link
Deep Learning for Anomaly Detection: A Survey (2019) — link
Cricket Scores and Some Skew Correlation Distributions: (An Arithmetical Study) (1945) — link
A Statistical Analysis of Batting in Cricket (1993) — link
Random Walk Picture of Basketball Scoring (2012) — link
Testing the Uncertainty of Outcome Hypothesis in European Professional Football (2013) — link
Records in Athletics Through Extreme-Value Theory (2008) — link
Statistics for Exceptional Athletics Records (1995) — link
Extremal analysis of short series with outliers: sea-levels and athletics records (1999) — link
Trends and random fluctuations in athletics (2002) — link
The Elements of Statistical Learning (2009) — link
An Introduction to Statistical Learning (2013) — link
Group-Based Trajectory Modeling: An Overview (2014) — link
Trajectory Modelling Techniques Useful to Epidemiological Research: A Comparative Narrative Review of Approaches (2020) — link
Bayesian prediction of winning times for elite swimming events (2021) — link
Does the Media Impact Athletic Performance? (2008)
Game story space of professional sports: Australian rules football (2016) — link
Athlete Atypicity on the Edge of Human Achievement: Performances Stagnate after the Last Peak, in 1988 (2010) — link
As O lympic athletics begins, the data suggests we are at the peak of human ability
Why are J amaicans so good at sprinting?
Anomalous diffusion and long-range correlations in the score evolution of the game of cricket (2012) — link
Safe leads and lead changes in competitive team sports (2015) — link
Scoring dynamics across professional team sports: tempo, balance and predictability (2014) — link
Deaths and Hospitalizations Averted by Rapid U.S. Vaccination Rollout (2021) — link
Spatiotemporal pattern of COVID -19 spread in B razil (2021) — link
Numerical study of COVID -19 spatial-temporal spreading in L ondon (2021) — link
Spatiotemporal spread pattern of the COVID -19 cases in C hina (2020) — link
Spatiotemporal Characteristics of the COVID -19 Epidemic in the U nited S tates (2020) — link
Exploring spatiotemporal effects of the driving factors on COVID -19 incidences in the contiguous U nited S tates (2021) — link
Spatio-temporal propagation of COVID -19 pandemics (2020) — link
A Spatiotemporal Epidemiological Prediction Model to Inform County-Level COVID -19 Risk in the U nited S tates (2020) — link
Progression of COVID -19 From Urban to Rural Areas in the U nited S tates: A Spatiotemporal Analysis of Prevalence Rates (2020) — link
Growth of respiratory droplets in cold and humid air (2021) — link
Aerosol agitation: Quantifying the hydrodynamic stressors on particulates encapsulated in small droplets (2021) — link
Visualizing droplet dispersal for face shields and masks with exhalation valves (2020) — link
Towards improved social distancing guidelines: Space and time dependence of virus transmission from speech-driven aerosol transport between two individuals (2020) — link
Stretching and break-up of saliva filaments during speech: A route for pathogen aerosolization and its potential mitigation (2020) — link
Mechanisms underlying vaccination protocols that may optimally elicit broadly neutralizing antibodies against highly mutable pathogens (2021) — link
Social contagion models on hypergraphs (2020) — link
Minimal percolating sets for mutating infectious diseases (2020) — link
Impact of the distribution of recovery rates on disease spreading in complex networks (2020) — link
Predicting the Speed of Epidemics Spreading in Networks (2020) — link
Cumulative Merging Percolation and the Epidemic Transition of the Susceptible-Infected-Susceptible Model in Networks (2020) — link
Disease Localization in Multilayer Networks (2017) — link
Spectral properties and the accuracy of mean-field approaches for epidemics on correlated power-law networks (2019) — link
On a space of completely additive functions (1958)
Time Series Analysis and Its Applications (2017) — link
Time Series Analysis: Forecasting and Control (2015)
Measuring the distance between time series (1997) — link
Polynomial Growth in Branching Processes with Diverging Reproductive Number (2006) — link
Measuring and testing dependence by correlation of distances (2007) — link
Distance correlation detecting L yapunov instabilities, noise-induced escape times and mixing (2018) — link
Decay of the distance autocorrelation and L yapunov exponents (2019) — link
Growing networks with communities: A distributive link model (2020) — link
Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown (2013) — link
Modelling financial volatility in the presence of abrupt changes (2013) — link
Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011) — link
Two Nonparametric Control Charts for Detecting Arbitrary Distribution Changes (2012) — link
Sequential change detection in the presence of unknown parameters (2014) — link
Parametric and Nonparametric Sequential Change Detection in R : the CPM Package (2015) — link
A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2014) — link
Testing a Sequence of Observations for a Shift in Location (1977) — link
Bayesian Online Changepoint Detection (2007) — link
The Changepoint Model for Statistical Process Control (2003) — link
A Change-Point Model for a Shift in Variance (2005) — link
A linear time algorithm for the Hausdorff distance between convex polygons (1983) — link
Computing some distance functions between polygons (1991) — link
Precise H ausdorff distance computation between polygonal meshes (2010) — link
An image algorithm for computing the Hausdorff distance efficiently in linear time (1989) — link
Computing the minimum Hausdorff distance for point sets under translation (1990) — link
On dynamic Voronoi diagrams and the minimum Hausdorff distance for point sets under Euclidean motion in the plane (1992) — link
MESH : measuring errors between surfaces using the Hausdorff distance (2002) — link
On the nonexistence of Hausdorff -like metrics for fuzzy sets (2002) — link
Measuring Distance between Unordered Sets of Different Sizes (2014) — link
Distances between fuzzy sets (1985) — link
On a metric distance between fuzzy sets (1996) — link
A modified Hausdorff distance between fuzzy sets (1999) — link
On Hausdorff -like metrics for fuzzy sets (1997) — link
Note on Hausdorff -like metrics for fuzzy sets (1998) — link
Computing the minimum Hausdorff distance between two point sets on a line under translation (1991) — link
A new algorithm for computing the minimum Hausdorff distance between two point sets on a line under translation (2008) — link
Locating objects using the Hausdorff distance (1995) — link
Efficient Visual Recognition Using the H ausdorff Distance (1996) — link
On a problem of Monge
Metrics based on average distance between sets (2013) — link
COMPARING FACE IMAGES USING THE MODIFIED H AUSDORFF DISTANCE (1998) — link
Object matching algorithms using robust H ausdorff distance measures (1999) — link
A new H ausdorff distance for image matching (2005) — link
Robust Face Detection Using the H ausdorff Distance (2001) — link
Classification with nonmetric distances: image retrieval and class representation (2000) — link
Fractals and Self Similarity (1981)
Contour and Texture Analysis for Image Segmentation (2000) — link
Spectral Partitioning: The More Eigenvectors, The Better (1995) — link
Segmentation using eigenvectors: a unifying view (1999) — link
Encyclopedia of Distances (2013) — link
A modified H ausdorff distance for object matching (1994) — link
Distance measures for point sets and their computation (1997) — link
Detecting Change Points in the Large-Scale Structure of Evolving Networks (2015)
A Non-Parametric Approach to the Change-Point Problem (1979) — link
Adaptive Filtering and Change Detection (2001) — link
A survey of methods for time series change point detection (2016) — link
Detection of multiple change-points in multivariate time series (2006) — link
Outlier detection: how to threshold outlier scores? (2019) — link
Mean-Shift Outlier Detection (2018)
Scientists rise up against statistical significance (2019) — link
Causality (2009) — link
Using machine learning to predict extreme events in complex systems (2019) — link
Modeling the transmission dynamics and the impact of the control interventions for the COVID -19 epidemic outbreak (2020) — link
The scaling of contact rates with population density for the infectious disease models (2013) — link
Reproduction numbers and sub-threshold endemic equilibria for compartmental models of disease transmission (2002) — link
Could masks curtail the post-lockdown resurgence of COVID -19 in the US ? (2020) — link
Interpreting SARS - CoV -2 seroprevalence, deaths, and fatality rate \textemdash Making a case for standardized reporting to improve communication (2021) — link
Four-tier response system and spatial propagation of COVID -19 in C hina by a network model (2020) — link
A data-driven network model for the emerging COVID -19 epidemics in W uhan, T oronto and I taly (2020) — link
Piecewise-constant optimal control strategies for controlling the outbreak of COVID -19 in the I rish population (2020) — link
European and US lockdowns and second waves during the COVID -19 pandemic (2020) — link
Modeling COVID -19 pandemic using B ayesian analysis with application to S lovene data (2020) — link
Optimal control of the SIR model in the presence of transmission and treatment uncertainty (2021) — link
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6 of 946 cited works are in the corpus; resolved via arXiv source bundles, Semantic Scholar and OpenAlex. Corpus-wide: 2518 linked papers.

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Abstract

Complexity vs Empirical Score

Research Flowchart

Cited References (946)