Improving Nonparametric Classification via Local Radial Regression with an Application to Stock Prediction

no code implementations • 28 Dec 2021 • Ruixing Cao, Akifumi Okuno, Kei Nakagawa, Hidetoshi Shimodaira

For correcting the asymptotic bias with fewer observations, this paper proposes a \emph{local radial regression (LRR)} and its logistic regression variant called \emph{local radial logistic regression~(LRLR)}, by combining the advantages of LPoR and MS-$k$-NN.

regression Stock Prediction