A Real-time Accurate Stock Price Prediction System Based on KNN Algorithm

摘要

#$%^&*AU2018101131A420180913.pdf#####Abstract There is provided a parameter-optimization processing based on the minimum prediction error for choosing the optimal parameter k for KNN, comprising: defining the range of k; running KNN algorithm using every different k-value in defined range to get different predicted prices; comparing the predicted prices with their actual prices; calculating the error between them; and finding the smallest error, according to this error, finding the corresponding k-value, which is the best k-value.1/6 Step 1: The acquisition of the financial stock data Step 2: Ihe design of the KN N algorithm Step 3: The parameter optimization of the KNN algorithm Step 4: The real-time prediction through the method Fig.1