On the use of nearest neighbors in finance

The paper focuses on the conditions of the use of the nearest neighbors method analysing the impact of the Euclidean distance and in sample predictions, the choice of the neighbors, the number of neighbors and the distance between the neighbors.

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Year of publication:	2005
Authors:	Huck, Nicolas ; Guegan, Dominique
Institutions:	HAL
Subject:	Nearest neighbors \| Forecasting

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	English
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00180858/en/ Published, Revue de l'Association française de Finance, 2005, 26, 67-86
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008792374