
Investigating the use of the method of "nearest neighbors" to predict the behavior of stock prices in the implementation of arbitrage
Author(s) -
G Perminov
Publication year - 2014
Language(s) - English
Resource type - Journals
ISSN - 2411-2933
DOI - 10.31686/ijier.vol2.iss5.181
Subject(s) - arbitrage , econometrics , economics , stock (firearms) , share price , stock price , index arbitrage , financial economics , stock exchange , arbitrage pricing theory , risk arbitrage , capital asset pricing model , finance , series (stratigraphy) , mechanical engineering , paleontology , engineering , biology