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 2 6 24 2,382 17 36 153 6,037
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 0 0 0 4 3 4 23 288
Large data sets and machine learning: Applications to statistical arbitrage 0 0 0 3 0 2 11 172
On the use of nearest neighbors in finance 0 0 0 92 1 1 3 197
Pairs trading and selection methods: Is cointegration superior? 0 0 0 7 2 4 25 187
Pairs trading: does volatility timing matter? 0 0 0 0 1 2 12 60
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 29
The high sensitivity of pairs trading returns 0 0 0 0 0 1 5 62
Total Working Papers 2 6 24 2,488 24 50 236 7,032


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 19 60 819 30 74 296 2,149
On the use of Nearest Neighbors in finance 0 0 0 17 1 2 9 66
Pairs selection and outranking: An application to the S&P 100 index 1 1 6 447 1 4 19 894
Pairs trading and outranking: The multi-step-ahead forecasting case 0 0 6 327 3 5 17 721
Pairs trading and selection methods: is cointegration superior? 1 7 39 400 4 17 95 973
Pairs trading: does volatility timing matter? 1 1 6 91 3 7 46 254
The high sensitivity of pairs trading returns 0 0 3 54 0 1 12 147
Total Journal Articles 13 28 120 2,155 42 110 494 5,204


Statistics updated 2026-10-11