| Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 C Krauss, XA Do, N Huck European Journal of Operational Research 259 (2), 689-702, 2017 | 640 | 2017 |
| Pairs selection and outranking: An application to the S&P 100 index N Huck European Journal of Operational Research 196 (2), 819-825, 2009 | 183 | 2009 |
| Pairs trading and outranking: The multi-step-ahead forecasting case N Huck European Journal of Operational Research 207 (3), 1702-1716, 2010 | 171 | 2010 |
| Pairs trading and selection methods: is cointegration superior? N Huck, K Afawubo Applied Economics 47 (6), 599-613, 2015 | 136 | 2015 |
| Large data sets and machine learning: Applications to statistical arbitrage N Huck European Journal of Operational Research 278 (1), 330-342, 2019 | 112 | 2019 |
| The high sensitivity of pairs trading returns N Huck Applied Economics Letters 20 (14), 1301-1304, 2013 | 47 | 2013 |
| Pairs trading: does volatility timing matter? N Huck Applied economics 47 (57), 6239-6256, 2015 | 41 | 2015 |
| The rationality of irrationality in times of financial crises N Huck, H Mavoori, O Mesly Economic Modelling 89, 337-350, 2020 | 19 | 2020 |
| On the use of nearest neighbors in finance D Guégan 1, N Huck 2 Finance 26 (2), 67-86, 2005 | 10 | 2005 |
