Referential kNN Regression for Financial Time Series Forecasting

By Tao Ban, Ruibin Zhang, Shaoning Pang, A. Sarrafzadeh, D. Inoue. 2013

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Signal Processing

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yosi Keller
2. A. Navon

In Management Science and Operations Research

1. Yosi Keller
2. A. Navon

In Signal Processing

1. Yosi Keller
2. A. Navon

Citations in the corpus

• Financial Time Series Prediction Using Deep Learning (2017, methodology): “[11] applied kNN to multi-asset data, utilizing a set of stocks sharing similar dynamics.”
• Mercury: Metro density prediction with recurrent neural network on streaming CDR data (2016, unknown): “query result [3], [4].”