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 2 8 50 2,334 16 49 173 5,804
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 2 4 4 7 29 254
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 0 1 7 158
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 1 4 2 4 18 150
Pairs trading: does volatility timing matter? 0 0 0 0 0 2 2 45
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 1 2 56
Total Working Papers 2 9 53 2,437 22 64 234 6,685


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 5 14 82 724 15 44 192 1,751
On the use of Nearest Neighbors in finance 0 0 1 17 0 1 4 56
Pairs selection and outranking: An application to the S&P 100 index 1 6 32 435 2 10 50 862
Pairs trading and outranking: The multi-step-ahead forecasting case 0 3 22 313 2 9 50 689
Pairs trading and selection methods: is cointegration superior? 6 23 61 339 7 34 119 837
Pairs trading: does volatility timing matter? 0 2 11 79 2 8 28 192
The high sensitivity of pairs trading returns 0 0 4 48 1 4 15 129
Total Journal Articles 12 48 213 1,955 29 110 458 4,516


Statistics updated 2025-05-12