Nicolas Huck : Citation Profile


Are you Nicolas Huck?

ICN Business School

7

H index

6

i10 index

162

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 13
   Journals where Nicolas Huck has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 3 (1.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu188
   Updated: 2020-02-08    RAS profile: 2019-07-01    
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Relations with other researchers


Works with:

AFAWUBO, Komivi (3)

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

Is cited by:

Martin, Franck (9)

faff, robert (4)

GUEGAN, Dominique (3)

Goncu, Ahmet (3)

Taboga, Marco (3)

Smith, Richard (2)

Mighri, Zouheir Ahmed (1)

Wang, Gang-Jin (1)

Siami-Namini, Sima (1)

Caldas, Bruno (1)

Pätäri, Eero (1)

Cites to:

Timmermann, Allan (5)

Goetzmann, William (4)

Swanson, Norman (4)

Rouwenhorst, K. (4)

White, Halbert (4)

Titman, Sheridan (2)

Pesaran, M (2)

Thaler, Richard (2)

Capistrán, Carlos (2)

Fama, Eugene (2)

French, Kenneth (2)

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 / HAL11

Recent works citing Nicolas Huck (2019 and 2018)


YearTitle of citing document
2018Threshold-Based Portfolio: The Role of the Threshold and Its Applications. (2018). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1709.09822.

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2018Deep Learning for Forecasting Stock Returns in the Cross-Section. (2018). Nakayama, Hideki ; Abe, Masaya. In: Papers. RePEc:arx:papers:1801.01777.

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2018Forecasting Economics and Financial Time Series: ARIMA vs. LSTM. (2018). Siami-Namini, Sima. In: Papers. RePEc:arx:papers:1803.06386.

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2018Long Short-Term Memory Networks for CSI300 Volatility Prediction with Baidu Search Volume. (2018). Zhang, Wei-Ke ; Xu, Qian ; Zhou, Yu-Long. In: Papers. RePEc:arx:papers:1805.11954.

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2018A Machine Learning-based Recommendation System for Swaptions Strategies. (2018). Treleaven, Philip ; Firoozye, Nick ; Koshiyama, Adriano Soares. In: Papers. RePEc:arx:papers:1810.02125.

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2019Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2018). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1811.09312.

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2019High-performance stock index trading: making effective use of a deep LSTM neural network. (2019). Hristu-Varsakelis, Dimitrios ; Chalvatzis, Chariton. In: Papers. RePEc:arx:papers:1902.03125.

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2019Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey. (2019). Seidens, Sebastian ; Ryll, Lukas. In: Papers. RePEc:arx:papers:1906.07786.

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2019Investment Ranking Challenge: Identifying the best performing stocks based on their semi-annual returns. (2019). Byrum, Joe ; Salathe, Marcel ; Hatwar, Pranoot ; Liu, Wei-Kai ; Romanov, Kirill ; Rane, Lance ; Koseoglu, Mehmet ; Harlander, Benjamin ; Mohanty, Sharada Prasanna ; Mondal, Shanka Subhra. In: Papers. RePEc:arx:papers:1906.08636.

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2019Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. (2019). Ozbayoglu, Ahmet Murat ; Gudelek, Mehmet Ugur ; Sezer, Omer Berat. In: Papers. RePEc:arx:papers:1911.13288.

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2019A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166.

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2019Cross-country differences in the size of venture capital financing rounds: a machine learning approach. (2019). Taboga, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1243_19.

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2017Pairs trading in Chinese commodity futures markets: an adaptive cointegration approach. (2017). Chen, Danni ; Wu, Leilei ; Gao, Yan ; Cui, Jing. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1237-1264.

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2017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

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2018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430.

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2017Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2018Deep learning with long short-term memory networks for financial market predictions. (2018). Fischer, Thomas ; Krauss, Christopher. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:654-669.

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2019Credit spread approximation and improvement using random forest regression. (2019). Lardy, Jean-Pierre ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:351-365.

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2019Large data sets and machine learning: Applications to statistical arbitrage. (2019). Huck, Nicolas . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:330-342.

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2020Predicting customer demand for remanufactured products: A data-mining approach. (2020). Pu, Xiaodie ; Li, Boying ; Loong, Alain Yee ; Zhou, LI ; van Nguyen, Truong. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:543-558.

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2020Deep learning in business analytics and operations research: Models, applications and managerial implications. (2020). Oztekin, Asil ; Feuerriegel, Stefan ; Kraus, Mathias. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:628-641.

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2018A single-stage approach for cointegration-based pairs trading. (2018). Law, K F ; Li, W K. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:177-184.

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2019Deep learning in exchange markets. (2019). Ribeiro, Vitor Miguel ; Gonalves, Rui ; Rocha, Ana Paula ; Pereira, Fernando Lobo. In: Information Economics and Policy. RePEc:eee:iepoli:v:47:y:2019:i:c:p:38-51.

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2019Classification of intraday S&P500 returns with a Random Forest. (2019). Lohrmann, Christoph ; Luukka, Pasi. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:390-407.

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2019Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market. (2018). Wang, Gang-Jin ; Ma, Chaoqun ; Wen, Danyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918.

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2018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609.

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2017Optimal pairs trading strategies in a cointegration framework. (2017). Martin, Franck ; Huang, Zhe. In: Working Papers. RePEc:hal:wpaper:halshs-01566803.

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2019Firm Value and the Impact of Operational Management. (2019). Karathanasopoulos, Andreas ; Mitra, Sovan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9258-1.

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2017A good pair: alternative pairs-trading strategies. (2017). Smith, Richard ; Xu, Xun. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0280-x.

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2019Evaluation of the robusticity of mutual fund performance in Ghana using Enhanced Resilient Backpropagation Neural Network (ERBPNN) and Fast Adaptive Neural Network Classifier (FANNC). (2019). Acheampong, Patrick ; Hu, Xuhua ; Antwi, Henry Asante ; Owusu-Akomeah, Micheal ; Kong, Yushen. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0125-5.

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2018Pairs trading: the case of Norwegian seafood companies. (2018). Mikkelsen, Andreas. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:303-318.

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2018Pairs trading with a mean-reverting jump–diffusion model on high-frequency data. (2018). Endres, Sylvia ; Stubinger, Johannes. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:10:p:1735-1751.

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2018Pairs trading with partial cointegration. (2018). Clegg, Matthew ; Krauss, Christopher. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:121-138.

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2018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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2018Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090.

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2019Fighting Against Learning Crisis in Developing Countries: A Randomized Experiment of Self-Learning at the Right Level. (2019). Takahashi, Akihiko ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1128.

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2017Optimal pairs trading strategies in a cointegration framework. (2017). Martin, Franck ; Huang, Zhe. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-08.

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2018Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500. (2018). Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:012018.

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2017Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2017). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:102017.

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2017Deep learning with long short-term memory networks for financial market predictions. (2017). Krauss, Christopher ; Fischer, Thomas. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:112017.

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2018Reinforcement learning in financial markets - a survey. (2018). Fischer, Thomas G. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:122018.

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2017Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500. (2017). Grottke, Michael ; Stubinger, Johannes ; Knoll, Julian. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:132017.

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2018Separating the signal from the noise - financial machine learning for Twitter. (2018). Krauss, Christopher ; Fischer, Thomas G ; Schnaubelt, Matthias. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:142018.

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2017Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. (2017). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:172017.

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Works by Nicolas Huck:


YearTitleTypeCited
2005On the use of Nearest Neighbors in finance In: Finance.
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article0
2009Pairs selection and outranking: An application to the S&P 100 index In: European Journal of Operational Research.
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article19
2010Pairs trading and outranking: The multi-step-ahead forecasting case In: European Journal of Operational Research.
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article28
2017Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 In: European Journal of Operational Research.
[Full Text][Citation analysis]
article26
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 another version. Agregated cites: 26
paper
2013The high sensitivity of pairs trading returns. In: Post-Print.
[Citation analysis]
paper4
2015Pairs trading and selection methods: is cointegration superior?. In: Post-Print.
[Citation analysis]
paper6
2015Pairs trading: does volatility timing matter?. In: Post-Print.
[Citation analysis]
paper1
2015Pairs trading: does volatility timing matter? In: Post-Print.
[Citation analysis]
paper1
2015Pairs trading and selection methods: Is cointegration superior? In: Post-Print.
[Citation analysis]
paper8
2013The high sensitivity of pairs trading returns In: Post-Print.
[Citation analysis]
paper2
2013Plateforme de formation pour la certification par lAMF dun examen relatif aux connaissances des acteurs de marché In: Post-Print.
[Citation analysis]
paper0
2017Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 In: Post-Print.
[Citation analysis]
paper19
2017Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 In: Post-Print.
[Citation analysis]
paper18
2019Large data sets and machine learning: Applications to statistical arbitrage In: Post-Print.
[Citation analysis]
paper0
2005On the use of nearest neighbors in finance In: Post-Print.
[Full Text][Citation analysis]
paper6
2013The high sensitivity of pairs trading returns In: Applied Economics Letters.
[Full Text][Citation analysis]
article7
2015Pairs trading: does volatility timing matter? In: Applied Economics.
[Full Text][Citation analysis]
article3
2015Pairs trading and selection methods: is cointegration superior? In: Applied Economics.
[Full Text][Citation analysis]
article14

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