Search Results - subject:"Nearest neighbors"

Valuation of American options using machine learning : beyond Longstaff-Schwartz and hybrid models

Vivas-Redondo, Maria; Coronado-Vaca, María; … - In: Journal of derivatives and quantitative studies : … 33 (2025) 3, pp. 170-188

(Aos), contrasting them with the Longstaff-Schwartz (L-S) model. To carry out this research, the algorithms K-Nearest … Neighbors (KNN), Random Forest (RF), Multi-Layer Perceptron (MLP) and Convolutional Neural Network (CNN) are employed using …

Persistent link: https://www.econbiz.de/10015549107

Improving forecasts for heterogeneous time series by "averaging", with application to food demand forecasts

Neubauer, Lukas; Filzmoser, Peter - In: International journal of forecasting 40 (2024) 4, pp. 1622-1645

Persistent link: https://www.econbiz.de/10015438473

From alchemy to analytics : unleashing the potential of technical analysis in predicting noble metal price movement

Chlebus, Marcin; Nowak, Artur - 2023

Persistent link: https://www.econbiz.de/10014307816

Data mining-driven shift enumeration for accelerating the solution of large-scale personnel scheduling problems

Rastgar-Amini, Farin; Aloise, Daniel; Contardo, Claudio; … - 2023

Persistent link: https://www.econbiz.de/10014483166

K-Tree : crossing sharp boundaries in regression trees to find neighbors

Tian, Xuecheng; Wang, Shuaian; Zhen, Lu; Shen, Zuo-Jun - In: European journal of operational research : EJOR 324 (2025) 2, pp. 567-579

Persistent link: https://www.econbiz.de/10015433101

Instance-based meta-learning for conditionally dependent univariate multi-step forecasting

Cerqueira, Vitor; Torgo, Luís; Bontempi, Gianluca - In: International journal of forecasting 40 (2024) 4, pp. 1507-1520

Persistent link: https://www.econbiz.de/10015438441

Neighbor weighting and distance metrics in nearest neighbor nowcasting of Swedish GDP

Jönsson, Kristian - In: Journal of quantitative economics 22 (2024) 4, pp. 1077-1089

Persistent link: https://www.econbiz.de/10015185258

Applying k-nearest neighbors to time series forecasting : two new approaches

Tajmouati, Samya; Wahbi, Bouazza E. L.; Bedoui, Adel; … - In: Journal of forecasting 43 (2024) 5, pp. 1559-1574

Persistent link: https://www.econbiz.de/10015108407

Estimating the likelihood of financial behaviours using nearest neighbors : a case study on market sensitivities

Mendes-Neves, Tiago; Seca, Diogo; Sousa, Ricardo; … - In: Computational economics 63 (2024) 4, pp. 1477-1491

Persistent link: https://www.econbiz.de/10014549102

Forecasting earnings using k-nearest neighbors

Easton, Peter D.; Kapons, Martin M.; Monahan, Steven J.; … - In: The accounting review : a publication of the American … 99 (2024) 3, pp. 115-140

Persistent link: https://www.econbiz.de/10014536452