Define main parameters for k-nn algorithm

Olus
Olus New Altair Community Member
edited November 2024 in Community Q&A
I would like to apply k-nn to a Trading activity analysis. How do I define the parameters on which the k-nn has to base itself? I would like to cluster my data based on some of the parameters such as: P&L, Size of the trade, holding period 
and put other parameters which are not important: Date / Buy Price / Sell Price, etc 

How should I label the parameters I want k-nn to use and the ones it should not take into account? 
Many thanks for your help.

Best Answer

Answers

  • Olus
    Olus New Altair Community Member
    Hi @varunm1
    Many thanks for your insightful answer. 
    I was indeed referring to the unsupervised k-means process. Will review the link you mentioned. 
    I also would like to use knn for the supervised part of my analysis, could you send me the link?
    Many thanks for your precious time and help. 

    Olus