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 0 0 1 8 8
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 0 0 3 8 16 32
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 34 129 540 1,718 90 280 1,116 3,249
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 0 4 4 4 4
On the use of nearest neighbors in finance 0 0 0 92 0 1 2 186
Pairs trading and selection methods: Is cointegration superior? 0 0 0 0 0 2 8 26
Pairs trading and selection methods: is cointegration superior? 0 0 0 0 0 4 16 47
Pairs trading: does volatility timing matter? 0 0 0 0 0 0 5 8
Pairs trading: does volatility timing matter? 0 0 0 0 0 1 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 1 1 4 6
The high sensitivity of pairs trading returns 0 0 0 0 0 0 3 9
The high sensitivity of pairs trading returns 0 0 0 0 0 1 5 11
Total Working Papers 34 129 540 1,810 98 303 1,194 3,605


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 6 17 84 232 18 44 168 417
On the use of Nearest Neighbors in finance 0 1 1 8 0 1 1 26
Pairs selection and outranking: An application to the S&P 100 index 0 3 26 237 2 14 61 457
Pairs trading and outranking: The multi-step-ahead forecasting case 2 9 35 177 5 17 67 375
Pairs trading and selection methods: is cointegration superior? 1 2 13 117 1 7 42 303
Pairs trading: does volatility timing matter? 0 0 2 21 0 0 4 51
The high sensitivity of pairs trading returns 0 0 0 17 0 0 5 51
Total Journal Articles 9 32 161 809 26 83 348 1,680


Statistics updated 2019-07-03