Publisher review:Nearest Neighbour Algorithm for Stock Prices Forecasts creates a vector with forecasted values of a time series based on the nearest neighbour algorithm. This is the algorithm involved on the use of the non-linear forecast of asset's prices based on the nearest neighbour method. The basic idea of the NN algorithm is that the time series copies it's own past behavior, and such fact can be used for forecasting purposes. On the zip file there are two functions: one is the univariate version of NN (nn.m) and the other is the multivariate approach, also called simultaneous NN (snn.m).The routines of the file were build according to the work of Rodriguez, Rivero and Artilles (2001).For a more complete description of the method, please check the pdf document on the zip file. Requirements: · MATLAB Release: R14 · Statistics Toolbox
Nearest Neighbour Algorithm for Stock Prices is a Matlab script for Earth Sciences scripts design by Marcelo Scherer Perlin.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Nearest Neighbour Algorithm for Stock Prices script details 
