Access Statistics for Nicolas Huck

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 1 4 0 6 28 260
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 5 12 46 2,346 16 54 183 5,858
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 1 2 7 160
On the use of nearest neighbors in finance 0 0 0 92 0 0 1 194
Pairs trading and selection methods: Is cointegration superior? 0 1 2 5 0 8 22 158
Pairs trading: does volatility timing matter? 0 0 0 0 2 3 5 48
Plateforme de formation pour la certification par l'AMF d'un examen relatif aux connaissances des acteurs de marché 0 0 0 0 0 0 2 24
The high sensitivity of pairs trading returns 0 0 0 0 0 0 2 56
Total Working Papers 5 13 49 2,450 19 73 250 6,758


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 7 22 72 746 15 61 187 1,812
On the use of Nearest Neighbors in finance 0 0 1 17 0 1 4 57
Pairs selection and outranking: An application to the S&P 100 index 1 5 30 440 2 10 48 872
Pairs trading and outranking: The multi-step-ahead forecasting case 0 4 21 317 2 7 45 696
Pairs trading and selection methods: is cointegration superior? 5 14 60 353 7 28 117 865
Pairs trading: does volatility timing matter? 2 3 13 82 3 10 35 202
The high sensitivity of pairs trading returns 0 1 4 49 1 4 16 133
Total Journal Articles 15 49 201 2,004 30 121 452 4,637


Statistics updated 2025-08-05