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 3 15 57 2,329 13 50 167 5,768
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 2 4 3 8 26 250
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 0 1 7 157
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 0 0 3 0 3 16 146
Pairs trading: does volatility timing matter? 0 0 0 0 1 1 1 44
Plateforme de formation pour la certification par l'AMF d'un examen relatif aux connaissances des acteurs de marché 0 0 0 0 0 1 2 24
The high sensitivity of pairs trading returns 0 0 0 0 1 1 2 56
Total Working Papers 3 15 59 2,431 18 65 222 6,639


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 20 92 717 20 52 213 1,727
On the use of Nearest Neighbors in finance 0 0 3 17 1 1 6 56
Pairs selection and outranking: An application to the S&P 100 index 2 9 33 431 4 14 50 856
Pairs trading and outranking: The multi-step-ahead forecasting case 1 6 22 311 3 15 49 683
Pairs trading and selection methods: is cointegration superior? 11 25 60 327 18 43 124 821
Pairs trading: does volatility timing matter? 1 5 11 78 5 14 27 189
The high sensitivity of pairs trading returns 0 2 6 48 1 4 15 126
Total Journal Articles 22 67 227 1,929 52 143 484 4,458


Statistics updated 2025-03-03