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avhz / RustQuant

Rust library for quantitative finance.
https://avhz.github.io
Apache License 2.0
1.17k stars 134 forks source link

`RustQuant::ml` - implement k-nearest neighbours. #92

Closed avhz closed 1 year ago

aatmunbaxi commented 1 year ago

I'm interested in implementing this

avhz commented 1 year ago

It's all yours !

aatmunbaxi commented 1 year ago

Cool. KNN can be used for classification or regression, which of these is needed?

avhz commented 1 year ago

Feel free to pick, it's up to you. Both would be nice, but we have linear and logistic regression so both classification and regression are available already, so whatever you think would be most useful.

aatmunbaxi commented 1 year ago

137