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 5 8 28 270
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 2 15 49 2,363 22 47 198 5,916
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 0 0 5 161
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 1 4 23 166
Pairs trading: does volatility timing matter? 0 0 0 0 4 4 9 52
Plateforme de formation pour la certification par l'AMF d'un examen relatif aux connaissances des acteurs de marché 0 0 0 0 0 2 3 26
The high sensitivity of pairs trading returns 0 0 0 0 0 0 2 57
Total Working Papers 2 15 53 2,469 32 65 268 6,842


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 16 72 769 30 73 233 1,908
On the use of Nearest Neighbors in finance 0 0 0 17 1 1 3 58
Pairs selection and outranking: An application to the S&P 100 index 0 0 19 441 4 5 37 879
Pairs trading and outranking: The multi-step-ahead forecasting case 0 3 16 321 1 5 37 705
Pairs trading and selection methods: is cointegration superior? 2 11 65 367 10 24 117 895
Pairs trading: does volatility timing matter? 1 6 15 88 8 18 46 221
The high sensitivity of pairs trading returns 0 3 6 52 1 5 16 138
Total Journal Articles 8 39 193 2,055 55 131 489 4,804


Statistics updated 2025-12-06