8
H index
8
i10 index
295
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phu188 |
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: | Cites to: |
Journals with more than one article published | # docs |
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European Journal of Operational Research | 3 |
Applied Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 7 |
Year | Title of citing document |
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2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper |
2023 | Improved 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. Full description at Econpapers || Download paper |
2023 | Select 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. Full description at Econpapers || Download paper |
2023 | Improving 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. Full description at Econpapers || Download paper |
2023 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper |
2023 | Monte 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. Full description at Econpapers || Download paper |
2023 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Improving 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. Full description at Econpapers || Download paper |
2023 | Pairs 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. Full description at Econpapers || Download paper |
2023 | Data 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. Full description at Econpapers || Download paper |
2023 | Explainable 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. Full description at Econpapers || Download paper |
2023 | Predicting 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Gold 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Bankruptcy 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Bitcoin 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. Full description at Econpapers || Download paper |
2023 | Unveiling 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Optimisation 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. Full description at Econpapers || Download paper |
2023 | Explainable 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Multicriteria 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. Full description at Econpapers || Download paper |
2023 | Pairs 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | On the use of Nearest Neighbors in finance In: Finance. [Full Text][Citation analysis] | article | 10 |
2005 | On the use of nearest neighbors in finance.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2009 | Pairs selection and outranking: An application to the S&P 100 index In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 39 |
2010 | Pairs trading and outranking: The multi-step-ahead forecasting case In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 45 |
2017 | Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 120 |
2017 | Deep 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 | |
2016 | Deep 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 | |
2015 | Pairs trading: does volatility timing matter? In: Post-Print. [Citation analysis] | paper | 10 |
2015 | Pairs trading: does volatility timing matter?.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2015 | Pairs trading and selection methods: Is cointegration superior? In: Post-Print. [Citation analysis] | paper | 31 |
2015 | Pairs trading and selection methods: is cointegration superior?.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2013 | The high sensitivity of pairs trading returns In: Post-Print. [Citation analysis] | paper | 12 |
2013 | The high sensitivity of pairs trading returns.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2013 | Plateforme de formation pour la certification par lAMF dun examen relatif aux connaissances des acteurs de marché In: Post-Print. [Citation analysis] | paper | 0 |
2019 | Large data sets and machine learning: Applications to statistical arbitrage In: Post-Print. [Citation analysis] | paper | 28 |
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