Hedging strategy for commodity futures based on SVM-KNN.
Mei SunYan ZhangRongpu ChenYulian WenPeiyao NiePublished in: Int. J. Reason. based Intell. Syst. (2021)
Keyphrases
- knn
- k nearest neighbor
- support vector machine svm
- nearest neighbor
- k nearest neighbour
- financial markets
- text categorization
- classification algorithm
- distance function
- support vector machine
- text classification
- feature selection
- similarity search
- knn algorithm
- test instances
- k nearest
- classification method
- knn classifier
- knn classification
- locality sensitive hashing
- data sets
- input space
- radial basis function
- euclidean distance
- learning algorithm
- data mining
- neural network