Nicolas Huck

According to our database¹, Nicolas Huck authored at least 4 papers between 2009 and 2019.

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2019

Large data sets and machine learning: Applications to statistical arbitrage.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2019

2017

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2017

2010

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2010

2009

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2009