Nicolas Huck : Citation Profile


Are you Nicolas Huck?

ICN Business School

8

H index

8

i10 index

295

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 21
   Journals where Nicolas Huck has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 3 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu188
   Updated: 2024-01-16    RAS profile: 2019-07-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nicolas Huck.

Is cited by:

Brunetti, Marianna (7)

Härdle, Wolfgang (6)

Martin, Franck (6)

Sensoy, Ahmet (6)

Nguyen, Duc Khuong (6)

Sermpinis, Georgios (5)

Rubesam, Alexandre (4)

faff, robert (3)

Minutolo, Marcel (3)

Mercadier, Mathieu (3)

GUEGAN, Dominique (3)

Cites to:

Timmermann, Allan (7)

Rouwenhorst, K. (4)

Goetzmann, William (4)

Swanson, Norman (4)

Capistrán, Carlos (2)

Elliott, Graham (2)

Pesaran, Mohammad (2)

Titman, Sheridan (2)

French, Kenneth (2)

Thaler, Richard (2)

Medeiros, Marcelo (1)

Main data


Where Nicolas Huck has published?


Journals with more than one article published# docs
European Journal of Operational Research3
Applied Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL7

Recent works citing Nicolas Huck (2024 and 2023)


YearTitle of citing document
2023Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213.

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2023Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179.

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2023Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071.

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2023Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724.

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2023Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst. (2023). Xu, Shuai ; Guan, Qiang ; Bi, Chuan ; Zhang, Guanqun ; Yang, Keer. In: Papers. RePEc:arx:papers:2303.09407.

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2023Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2023Monte Carlo Simulation for Trading Under a L\evy-Driven Mean-Reverting Framework. (2023). Lu, Kevin W ; Leung, Tim. In: Papers. RePEc:arx:papers:2309.05512.

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2023Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008.

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2023.

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2023Improving automotive garage operations by categorical forecasts using a large number of variables. (2023). Naim, Mohamed M ; di Cairano-Gilfedder, Carla ; Liu, Ying ; Syntetos, Aris A ; Wang, Shixuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:893-908.

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2023Pairs trading via unsupervised learning. (2023). Wei, Alenson Jun ; He, Zhaodong ; Han, Chulwoo. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:929-947.

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2023Data vs. information: Using clustering techniques to enhance stock returns forecasting. (2023). Fernandez Bariviera, Aurelio ; Quiroga, Facundo Manuel ; Saenz, Javier Vasquez. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001734.

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2023Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

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2023Predicting financial distress of Chinese listed companies using machine learning: To what extent does textual disclosure matter?. (2023). Ji, Yucheng ; Xu, Weijun ; Zhao, QI. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002867.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

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2023The development of data-driven logistic platforms for barge transportation network under incomplete data. (2023). van Dalen, Jan ; Zuidwijk, Rob ; Tufano, Alessandro. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001530.

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2023Does machine learning help private sectors to alarm crises? Evidence from China’s currency market. (2023). Zong, LU ; Wang, Peiwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000250.

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2023Bankruptcy prediction using fuzzy convolutional neural networks. (2023). Serret, Vanessa ; ben Jabeur, Sami. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002306.

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2023Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338.

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2023Bitcoin Price Short-term Forecast Using Twitter Sentiment Analysis. (2023). Stepanova, Diana I ; Chang, Tsangyao ; Uhunamure, Solomon Eghosa ; Khare, Vikas ; Yu, Alexey. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:230408:p:123-137.

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2023Unveiling the Influence of Artificial Intelligence and Machine Learning on Financial Markets: A Comprehensive Analysis of AI Applications in Trading, Risk Management, and Financial Operations. (2023). Hammoud, Jamil ; el Hajj, Mohammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:434-:d:1253685.

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2023.

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2023Optimisation of Anaerobic Digestate and Chemical Fertiliser Application to Enhance Rice Yield—A Machine-Learning Approach. (2023). Dey, Narottam ; Hazra, Amit Kumar ; Chaudhury, Shibani ; Pramanik, Kalipada ; Ghosh, Anudeb ; Koley, Apurba ; Basu, Aman ; Ghoshthakur, Richik ; Panja, Suraj ; Balachandran, Srinivasan ; Show, Binoy Kumar ; Ross, Andrew B. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13706-:d:1239595.

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2023Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546.

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2023Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method. (2023). Xu, Yue ; Ni, Jian. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10198-3.

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2023The arbitrage strategy in the crude oil futures market of shanghai international energy exchange. (2023). Chang, Chun-Ping ; Ma, Chao ; Niu, Jing. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09468-3.

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2023Multicriteria security evaluation: does it cost to be traditional?. (2023). Staikouras, Christos ; Giannakidis, Charis ; Lekkos, Ilias ; Xidonas, Panos. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-023-05212-w.

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2023Pairs trading in the index options market. (2023). de Luca, Roberta ; Brunetti, Marianna. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:1:d:10.1007_s40822-022-00221-9.

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2023Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach. (2023). Gu, Jia-Wen ; Wu, Chufang ; Ching, Wai-Ki ; Yu, Fenghui. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:196:y:2023:i:1:d:10.1007_s10957-022-02131-x.

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2023The profitability of pair trading strategy in stock markets: Evidence from Toronto stock exchange. (2023). Talebi, Hassan ; Haddad, Gholamreza Keshavarz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:193-207.

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Works by Nicolas Huck:


YearTitleTypeCited
2005On the use of Nearest Neighbors in finance In: Finance.
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article10
2005On the use of nearest neighbors in finance.(2005) In: Post-Print.
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This paper has nother version. Agregated cites: 10
paper
2009Pairs selection and outranking: An application to the S&P 100 index In: European Journal of Operational Research.
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article39
2010Pairs trading and outranking: The multi-step-ahead forecasting case In: European Journal of Operational Research.
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article45
2017Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 In: European Journal of Operational Research.
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article120
2017Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 120
paper
2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500.(2016) In: FAU Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120
paper
2015Pairs trading: does volatility timing matter? In: Post-Print.
[Citation analysis]
paper10
2015Pairs trading: does volatility timing matter?.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2015Pairs trading and selection methods: Is cointegration superior? In: Post-Print.
[Citation analysis]
paper31
2015Pairs trading and selection methods: is cointegration superior?.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
article
2013The high sensitivity of pairs trading returns In: Post-Print.
[Citation analysis]
paper12
2013The high sensitivity of pairs trading returns.(2013) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2013Plateforme de formation pour la certification par lAMF dun examen relatif aux connaissances des acteurs de marché In: Post-Print.
[Citation analysis]
paper0
2019Large data sets and machine learning: Applications to statistical arbitrage In: Post-Print.
[Citation analysis]
paper28

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