On the Use of Nearest Neighbors in Finance (notice n° 166168)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00942cam a2200169 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112034004.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Guégan, Dominique |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | On the Use of Nearest Neighbors in Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2005.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 4 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Nearest Neighbors are a non linear non parametric forecasting method often used in finance. This work focuses on the way Nearest Neighbors are applied in the existing literature. We observe that the selection methods of the embedding dimension and of the number of neighbors via phase space reconstruction and in sample predictions leads to distort the idea underlying the Nearest Neighbors approach. Propositions for a better usage of Nearest Neighbors are given. |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Huck, Nicolas |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Finance | 26 | 2 | 2005-12-01 | p. 67-86 | 0752-6180 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-finance-2005-2-page-67?lang=en">https://shs.cairn.info/journal-finance-2005-2-page-67?lang=en</a> |
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