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Statistical Projections Of Asset Returns Via Exact Pattern Matches And The K Nearest Neighbors Algorithm – Using Historical Calibration Data

by GCBC Ventures | Apr 26, 2023 | Finance, Machine Learning

1. Introduction We use machine learning algorithms to match current input data with historical data. As we know the future prices for past prices, we use these matched future prices to form percent returns, zscore (standard deviation units) returns and up/down...

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