Nicolas Huck
Personal Details
First Name: | Nicolas |
Middle Name: | |
Last Name: | Huck |
Suffix: | |
RePEc Short-ID: | phu188 |
| |
Affiliation
ICN Business School
Metz/Nancy, Francehttp://www.icn-groupe.fr/
RePEc:edi:icnbsfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Nicolas Huck, 2019. "Large data sets and machine learning: Applications to statistical arbitrage," Post-Print hal-02143971, HAL.
- Christopher Krauss & Xuan Anh Do & Nicolas Huck, 2017.
"Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500,"
Post-Print
hal-01515120, HAL.
- Krauss, Christopher & Do, Xuan Anh & Huck, Nicolas, 2017. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500," European Journal of Operational Research, Elsevier, vol. 259(2), pages 689-702.
- Krauss, Christopher & Do, Xuan Anh & Huck, Nicolas, 2016. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500," FAU Discussion Papers in Economics 03/2016, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Nicolas Huck & Komivi Afawubo, 2015.
"Pairs trading and selection methods: Is cointegration superior?,"
Post-Print
hal-01508010, HAL.
- Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: is cointegration superior?," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 599-613, February.
- Nicolas Huck, 2015.
"Pairs trading: does volatility timing matter?,"
Post-Print
hal-01507986, HAL.
- Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6239-6256, December.
- Nicolas Huck & Jacky Koehl & Anna Samoliotova & Stéphanie Thiéry, 2013. "Plateforme de formation pour la certification par l'AMF d'un examen relatif aux connaissances des acteurs de marché," Post-Print hal-01514576, HAL.
- Nicolas Huck, 2013.
"The high sensitivity of pairs trading returns,"
Post-Print
hal-01514549, HAL.
- Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1301-1304, September.
- Nicolas Huck & Dominique Guegan, 2005.
"On the use of nearest neighbors in finance,"
Post-Print
halshs-00180858, HAL.
- Dominique Guégan & Nicolas Huck, 2005. "On the use of Nearest Neighbors in finance," Finance, Presses universitaires de Grenoble, vol. 26(2), pages 67-86.
Articles
- Krauss, Christopher & Do, Xuan Anh & Huck, Nicolas, 2017.
"Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500,"
European Journal of Operational Research, Elsevier, vol. 259(2), pages 689-702.
- Krauss, Christopher & Do, Xuan Anh & Huck, Nicolas, 2016. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500," FAU Discussion Papers in Economics 03/2016, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Christopher Krauss & Xuan Anh Do & Nicolas Huck, 2017. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500," Post-Print hal-01515120, HAL.
- Nicolas Huck & Komivi Afawubo, 2015.
"Pairs trading and selection methods: is cointegration superior?,"
Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 599-613, February.
- Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: Is cointegration superior?," Post-Print hal-01508010, HAL.
- Nicolas Huck, 2015.
"Pairs trading: does volatility timing matter?,"
Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6239-6256, December.
- Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Post-Print hal-01507986, HAL.
- Nicolas Huck, 2013.
"The high sensitivity of pairs trading returns,"
Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1301-1304, September.
- Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Post-Print hal-01514549, HAL.
- Huck, Nicolas, 2010. "Pairs trading and outranking: The multi-step-ahead forecasting case," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1702-1716, December.
- Huck, Nicolas, 2009. "Pairs selection and outranking: An application to the S&P 100 index," European Journal of Operational Research, Elsevier, vol. 196(2), pages 819-825, July.
- Dominique Guégan & Nicolas Huck, 2005.
"On the use of Nearest Neighbors in finance,"
Finance, Presses universitaires de Grenoble, vol. 26(2), pages 67-86.
- Nicolas Huck & Dominique Guegan, 2005. "On the use of nearest neighbors in finance," Post-Print halshs-00180858, HAL.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (1) 2016-04-23
- NEP-FOR: Forecasting (1) 2016-04-23
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