Nearest Neighbor Model

From Open Risk Manual

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Contents

1 Definition
2 Model Context
3 Model Classification
4 Model Description
5 Stylized Model Assumptions
6 See Also

Definition

Nearest Neighbor Model

This entry serves as the Abstract Risk Model specification of a standardized Predictive Model in the Risk Model Ontology

Model Context

Model Classification

Model Description

Response Variables

Explanatory Variables

Model Parameters

The Functional Form

Model Estimation

Stylized Model Assumptions

See Also

PMML

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