Referential kNN Regression for Financial Time Series Forecasting.
Tao BanRuibin ZhangShaoning PangAbdolhossein SarrafzadehDaisuke InouePublished in: ICONIP (1) (2013)
Keyphrases
- knn
- financial time series forecasting
- support vector regression
- k nearest neighbor
- support vector machine svm
- nearest neighbor
- financial time series
- k nearest neighbour
- support vector machine
- regression model
- text categorization
- text classification
- distance function
- support vector
- classification algorithm
- knn algorithm
- similarity search
- model selection
- knn classifier
- stock market
- nearest neighbour
- k nearest
- neural network
- shows significant improvements
- input space
- knowledge discovery
- artificial neural networks
- knn classification