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 1 4 39 2,373 9 28 187 5,991
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 0 4 3 5 28 282
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 1 4 11 169
On the use of nearest neighbors in finance 0 0 0 92 0 1 2 196
Pairs trading and selection methods: Is cointegration superior? 0 0 3 7 4 7 28 178
Pairs trading: does volatility timing matter? 0 0 0 0 2 3 13 58
Plateforme de formation pour la certification par l'AMF d'un examen relatif aux connaissances des acteurs de marché 0 0 0 0 1 2 5 29
The high sensitivity of pairs trading returns 0 0 0 0 1 2 4 60
Total Working Papers 1 4 42 2,479 21 52 278 6,963


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 3 10 66 790 30 62 271 2,022
On the use of Nearest Neighbors in finance 0 0 0 17 0 1 6 62
Pairs selection and outranking: An application to the S&P 100 index 1 1 10 445 1 1 24 886
Pairs trading and outranking: The multi-step-ahead forecasting case 2 3 12 325 3 5 23 712
Pairs trading and selection methods: is cointegration superior? 4 6 43 382 12 18 98 935
Pairs trading: does volatility timing matter? 0 1 11 90 6 10 51 243
The high sensitivity of pairs trading returns 0 0 5 53 1 1 14 143
Total Journal Articles 10 21 147 2,102 53 98 487 5,003


Statistics updated 2026-05-06