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Nicolas Huck
ORCID
Publication Activity (10 Years)
Years Active: 2009-2019
Publications (10 Years): 2
Top Topics
Machine Learning
Statistical Inference
Random Forests
Tree Ensembles
Top Venues
Eur. J. Oper. Res.
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Publications
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Nicolas Huck
Large data sets and machine learning: Applications to statistical arbitrage.
Eur. J. Oper. Res.
278 (1) (2019)
Christopher Krauss
,
Xuan Anh Do
,
Nicolas Huck
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500.
Eur. J. Oper. Res.
259 (2) (2017)
Nicolas Huck
Pairs trading and outranking: The multi-step-ahead forecasting case.
Eur. J. Oper. Res.
207 (3) (2010)
Nicolas Huck
Pairs selection and outranking: An application to the S&P 100 index.
Eur. J. Oper. Res.
196 (2) (2009)