On the use of nearest neighbors in finance
AbstractThe 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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Bibliographic InfoPaper provided by HAL in its series Post-Print with number halshs-00180858.
Date of creation: 2005
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Publication status: Published, Revue de l'Association française de Finance, 2005, 26, 67-86
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Nearest neighbors – Forecasting;
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- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne 10065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00505165, HAL.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
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