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 0 0 0 4 3 8 29 273
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 3 8 44 2,366 25 57 204 5,941
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 1 1 5 162
On the use of nearest neighbors in finance 0 0 0 92 0 0 0 194
Pairs trading and selection methods: Is cointegration superior? 0 0 4 7 4 8 25 170
Pairs trading: does volatility timing matter? 0 0 0 0 1 5 10 53
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 26
The high sensitivity of pairs trading returns 0 0 0 0 1 1 3 58
Total Working Papers 3 8 48 2,472 35 81 278 6,877


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 17 71 776 31 86 245 1,939
On the use of Nearest Neighbors in finance 0 0 0 17 0 1 3 58
Pairs selection and outranking: An application to the S&P 100 index 1 1 15 442 1 5 32 880
Pairs trading and outranking: The multi-step-ahead forecasting case 1 1 13 322 1 2 31 706
Pairs trading and selection methods: is cointegration superior? 5 11 62 372 12 29 114 907
Pairs trading: does volatility timing matter? 0 3 14 88 7 20 49 228
The high sensitivity of pairs trading returns 1 2 5 53 3 6 17 141
Total Journal Articles 15 35 180 2,070 55 149 491 4,859


Statistics updated 2026-01-09