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 42 91 501 1,809 101 268 1,118 3,517
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 0 0 0 12 27 44
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 0 0 0 3 10 11
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 0 3 17 21 21
On the use of nearest neighbors in finance 0 0 0 92 0 2 4 188
Pairs trading and selection methods: Is cointegration superior? 0 0 0 0 3 7 12 33
Pairs trading and selection methods: is cointegration superior? 0 0 0 0 3 5 16 52
Pairs trading: does volatility timing matter? 0 0 0 0 0 2 4 10
Pairs trading: does volatility timing matter? 0 0 0 0 0 0 7 19
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 4 6
The high sensitivity of pairs trading returns 0 0 0 0 0 1 5 12
The high sensitivity of pairs trading returns 0 0 0 0 0 0 2 9
Total Working Papers 42 91 501 1,901 110 317 1,230 3,922


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 4 16 81 248 13 39 165 456
On the use of Nearest Neighbors in finance 0 0 1 8 1 1 2 27
Pairs selection and outranking: An application to the S&P 100 index 2 9 26 246 4 15 57 472
Pairs trading and outranking: The multi-step-ahead forecasting case 2 11 39 188 5 18 70 393
Pairs trading and selection methods: is cointegration superior? 1 6 15 123 2 12 35 315
Pairs trading: does volatility timing matter? 0 0 2 21 1 2 6 53
The high sensitivity of pairs trading returns 0 0 0 17 0 0 5 51
Total Journal Articles 9 42 164 851 26 87 340 1,767


Statistics updated 2019-10-05