Concepedia

Nicolas Huck

NH

11

Publications

1.2K

Citations

11

H-Index

2008

Active since

Affiliations

Centre Européen de Recherche en Economie Financière et Gestion des Entreprises(Current)

ICN Business School

France Business School

Friedrich-Alexander-Universität Erlangen-Nürnberg

Nicolas Huck is an author at Centre Européen de Recherche en Economie Financière et Gestion des Entreprises specializing in finance, business, and financial economics.

ORCID

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Publications per year

2008–2020

11

Publications

11

Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

Xuan Anh, Nicolas Huck · European Journal of Operational Research · 2016 · 598 citations

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Pairs trading and outranking: The multi-step-ahead forecasting case

Nicolas Huck · European Journal of Operational Research · 2010 · 131 citations

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Pairs selection and outranking: An application to the S&P 100 index

Nicolas Huck · European Journal of Operational Research · 2008 · 131 citations

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Large data sets and machine learning: Applications to statistical arbitrage

Nicolas Huck · European Journal of Operational Research · 2019 · 116 citations

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Pairs trading and selection methods: is cointegration superior?

Nicolas Huck, Komivi Afawubo · Applied Economics · 2014 · 95 citations

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