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 1 4 5 10 32 260
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 4 9 45 2,341 21 54 176 5,842
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 0 1 6 159
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 1 2 5 4 10 22 158
Pairs trading: does volatility timing matter? 0 0 0 0 1 1 3 46
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 2 24
The high sensitivity of pairs trading returns 0 0 0 0 0 0 2 56
Total Working Papers 4 10 48 2,445 31 76 244 6,739


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 10 20 70 739 28 61 186 1,797
On the use of Nearest Neighbors in finance 0 0 1 17 0 1 4 57
Pairs selection and outranking: An application to the S&P 100 index 1 5 31 439 3 10 50 870
Pairs trading and outranking: The multi-step-ahead forecasting case 1 4 22 317 1 7 47 694
Pairs trading and selection methods: is cointegration superior? 4 15 59 348 11 28 118 858
Pairs trading: does volatility timing matter? 0 1 11 80 3 9 32 199
The high sensitivity of pairs trading returns 0 1 5 49 1 4 16 132
Total Journal Articles 16 46 199 1,989 47 120 453 4,607


Statistics updated 2025-07-04