Define main parameters for k-nn algorithm

OlusOlus Member Posts: 16 Maven
edited August 2020 in Help
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


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    OlusOlus Member Posts: 16 Maven
    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. 

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