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.
|Date of creation:||2005|
|Publication status:||Published in Revue de l'Association française de Finance, 2005, 26, pp.67-86|
|Note:||View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00180858|
|Contact details of provider:|| Web page: https://hal.archives-ouvertes.fr/|
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