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 31 2,377 7 17 150 6,008
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 0 4 1 3 25 285
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 0 1 10 170
On the use of nearest neighbors in finance 0 0 0 92 0 0 2 196
Pairs trading and selection methods: Is cointegration superior? 0 0 2 7 0 5 25 183
Pairs trading: does volatility timing matter? 0 0 0 0 0 0 10 58
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 5 29
The high sensitivity of pairs trading returns 0 0 0 0 0 1 5 61
Total Working Papers 1 4 33 2,483 8 27 232 6,990


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 15 59 805 23 76 286 2,098
On the use of Nearest Neighbors in finance 0 0 0 17 1 3 8 65
Pairs selection and outranking: An application to the S&P 100 index 0 1 6 446 2 6 20 892
Pairs trading and outranking: The multi-step-ahead forecasting case 0 2 10 327 2 6 22 718
Pairs trading and selection methods: is cointegration superior? 2 13 42 395 4 25 95 960
Pairs trading: does volatility timing matter? 0 0 8 90 1 5 46 248
The high sensitivity of pairs trading returns 0 1 5 54 0 3 13 146
Total Journal Articles 7 32 130 2,134 33 124 490 5,127


Statistics updated 2026-08-07