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Ahmed Bel Hadj Ayed

Personal Details

First Name:Ahmed
Middle Name:
Last Name:Bel Hadj Ayed
Suffix:
RePEc Short-ID:pbe814
[This author has chosen not to make the email address public]

Affiliation

Ecole Centrale Paris - Laboratory of Mathematics Applied to Systems

http://fiquant.mas.ecp.fr/
Châtenay-Malabry, 92290

Research output

as
Jump to: Working papers

Working papers

  1. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Fr'ed'eric Abergel, 2016. "Robustness of mathematical models and technical analysis strategies," Papers 1605.00173, arXiv.org.
  2. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Sofiene El Aoud & Fr'ed'eric Abergel, 2015. "Performance analysis of the optimal strategy under partial information," Papers 1510.03596, arXiv.org.
  3. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Fr'ed'eric Abergel, 2015. "Forecasting trends with asset prices," Papers 1504.03934, arXiv.org, revised Apr 2015.
  4. Damien Challet & Ahmed Bel Hadj Ayed, 2014. "Do Google Trend data contain more predictability than price returns?," Papers 1403.1715, arXiv.org.
  5. Damien Challet & Ahmed Bel Hadj Ayed, 2013. "Predicting financial markets with Google Trends and not so random keywords," Papers 1307.4643, arXiv.org, revised Mar 2014.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Sofiene El Aoud & Fr'ed'eric Abergel, 2015. "Performance analysis of the optimal strategy under partial information," Papers 1510.03596, arXiv.org.

    Cited by:

    1. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Fr'ed'eric Abergel, 2016. "Robustness of mathematical models and technical analysis strategies," Papers 1605.00173, arXiv.org.

  2. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Fr'ed'eric Abergel, 2015. "Forecasting trends with asset prices," Papers 1504.03934, arXiv.org, revised Apr 2015.

    Cited by:

    1. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Fr'ed'eric Abergel, 2016. "Robustness of mathematical models and technical analysis strategies," Papers 1605.00173, arXiv.org.
    2. Ahmed Belhadjayed & Grégoire Loeper & Sofiene El Aoud & Frédéric Abergel, 2017. "Performance analysis of the optimal strategy under partial information," Post-Print hal-01512432, HAL.
    3. Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Sofiene El Aoud & Fr'ed'eric Abergel, 2015. "Performance analysis of the optimal strategy under partial information," Papers 1510.03596, arXiv.org.
    4. Ahmed Bel Hadj Ayed & Grégoire Loeper & Sofiene El Aoud & Frédéric Abergel, 2017. "Performance Analysis Of The Optimal Strategy Under Partial Information," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-21, March.

  3. Damien Challet & Ahmed Bel Hadj Ayed, 2014. "Do Google Trend data contain more predictability than price returns?," Papers 1403.1715, arXiv.org.

    Cited by:

    1. Duarte Queirós, Sílvio M., 2016. "Trading volume in financial markets: An introductory review," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 24-37.
    2. Jacques Bughin, 2015. "Google searches and twitter mood: nowcasting telecom sales performance," Netnomics, Springer, vol. 16(1), pages 87-105, August.
    3. Chong, Terence Tai Leung & Li, Chen, 2020. "Search of Attention in Financial Market," MPRA Paper 99003, University Library of Munich, Germany.
    4. Dimitrios Vezeris & Themistoklis Kyrgos & Christos Schinas, 2018. "Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System," JRFM, MDPI, vol. 11(3), pages 1-23, September.
    5. Kim, Neri & Lučivjanská, Katarína & Molnár, Peter & Villa, Roviel, 2019. "Google searches and stock market activity: Evidence from Norway," Finance Research Letters, Elsevier, vol. 28(C), pages 208-220.

  4. Damien Challet & Ahmed Bel Hadj Ayed, 2013. "Predicting financial markets with Google Trends and not so random keywords," Papers 1307.4643, arXiv.org, revised Mar 2014.

    Cited by:

    1. David Garcia & Frank Schweitzer, 2015. "Social signals and algorithmic trading of Bitcoin," Papers 1506.01513, arXiv.org, revised Sep 2015.
    2. Ishani Chaudhuri & Parthajit Kayal, 2022. "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers 2022-214, Madras School of Economics,Chennai,India.
    3. Cheraghali, Hamid & Høydal, Hannah & Lysebo, Caroline & Molnár, Peter, 2023. "Consumer attention and company performance: Evidence from luxury companies," Finance Research Letters, Elsevier, vol. 58(PA).
    4. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018. "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 139-169, January.
    5. Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019. "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, vol. 50(C), pages 1-17.
    6. Are Oust & Ole Martin Eidjord, 2020. "Can Google Search Data be Used as a Housing Bubble Indicator?," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 267-308.
    7. Cheraghali, Hamid & Igeh, Sofia Aarstad & Lin, Kuan-Heng & Molnár, Peter & Wijerathne, Iddamalgodage, 2022. "Online attention and mutual fund performance: Evidence from Norway," Finance Research Letters, Elsevier, vol. 49(C).
    8. Muhammad Ali Nasir & Toan Luu Duc Huynh & Sang Phu Nguyen & Duy Duong, 2019. "Forecasting cryptocurrency returns and volume using search engines," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-13, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 5 papers 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.
  1. NEP-FMK: Financial Markets (2) 2013-07-20 2014-03-15
  2. NEP-FOR: Forecasting (2) 2013-07-20 2014-03-15
  3. NEP-CMP: Computational Economics (1) 2016-06-09
  4. NEP-ECM: Econometrics (1) 2015-04-19
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2015-10-17

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