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
Jump to: Working papersWorking papers
- 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.
- 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.
- 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.
- Damien Challet & Ahmed Bel Hadj Ayed, 2014.
"Do Google Trend data contain more predictability than price returns?,"
Papers
1403.1715, arXiv.org.
- Damien Challet & Ahmed Bel Hadj Ayed, 2015. "Do Google Trend data contain more predictability than price returns?," Post-Print hal-00960875, HAL.
- 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.
- Damien Challet & Ahmed Bel Hadj Ayed, 2013. "Predicting financial markets with Google Trends and not so random keywords," Working Papers hal-00851607, HAL.
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
- 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:
- 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.
- 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:
- 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.
- Ahmed Belhadjayed & Grégoire Loeper & Sofiene El Aoud & Frédéric Abergel, 2017. "Performance analysis of the optimal strategy under partial information," Post-Print hal-01512432, HAL.
- 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.
- 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.
- Damien Challet & Ahmed Bel Hadj Ayed, 2014.
"Do Google Trend data contain more predictability than price returns?,"
Papers
1403.1715, arXiv.org.
- Damien Challet & Ahmed Bel Hadj Ayed, 2015. "Do Google Trend data contain more predictability than price returns?," Post-Print hal-00960875, HAL.
Cited by:
- Duarte Queirós, Sílvio M., 2016. "Trading volume in financial markets: An introductory review," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 24-37.
- Jacques Bughin, 2015. "Google searches and twitter mood: nowcasting telecom sales performance," Netnomics, Springer, vol. 16(1), pages 87-105, August.
- Chong, Terence Tai Leung & Li, Chen, 2020. "Search of Attention in Financial Market," MPRA Paper 99003, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- Damien Challet & Ahmed Bel Hadj Ayed, 2013. "Predicting financial markets with Google Trends and not so random keywords," Working Papers hal-00851607, HAL.
Cited by:
- David Garcia & Frank Schweitzer, 2015. "Social signals and algorithmic trading of Bitcoin," Papers 1506.01513, arXiv.org, revised Sep 2015.
- 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.
- 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).
- 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.
- 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.
- 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.
- 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).
- 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
Access and download statistics for all items
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.- NEP-FMK: Financial Markets (2) 2013-07-20 2014-03-15
- NEP-FOR: Forecasting (2) 2013-07-20 2014-03-15
- NEP-CMP: Computational Economics (1) 2016-06-09
- NEP-ECM: Econometrics (1) 2015-04-19
- NEP-UPT: Utility Models and Prospect Theory (1) 2015-10-17
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