| 000 | 00942cam a2200169 4500500 | ||
|---|---|---|---|
| 005 | 20250112034205.0 | ||
| 041 | _afre | ||
| 042 | _adc | ||
| 100 | 1 | 0 |
_aGuégan, Dominique _eauthor |
| 700 | 1 | 0 |
_a Huck, Nicolas _eauthor |
| 245 | 0 | 0 | _aOn the Use of Nearest Neighbors in Finance |
| 260 | _c2005. | ||
| 500 | _a4 | ||
| 520 | _aNearest 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. | ||
| 786 | 0 | _nFinance | 26 | 2 | 2005-12-01 | p. 67-86 | 0752-6180 | |
| 856 | 4 | 1 | _uhttps://shs.cairn.info/journal-finance-2005-2-page-67?lang=en |
| 999 |
_c167043 _d167043 |
||