Our experiments show that (i) all ML algorithms produce low error and standard deviation, and are able to outperform the well-known statistical benchmark of AutoRegressive Integrated Moving Average (ARIMA), and (ii) the introduction of Technical Analysis (TA) indicators into the feature set leads to an error reduction ...
Apr 18, 2023 · This paper examines the performance of five different machine learning algorithms in the task of REITs price forecasting: Ordinary Least Squares ...
This paper examines the performance of five different machine learning algorithms in the task of REITs price forecasting: Ordinary Least Squares Linear ...
The paper presents models of the index fund prediction which are realized by computational intelligence methods. The first and second models (with pre- ...
Oct 3, 2024 · Connected Papers is a visual tool to help researchers and applied scientists find academic papers relevant to their field of work.
Our objective is to demonstrate that machine learning techniques can provide accurate REIT price predictions and outperform popular financial time series ...
Jul 25, 2024 · We add to the emerging literature on machine learning empirical asset pricing by analyzing a comprehensive set of return prediction factors ...
People also ask
How do you analyze REIT performance?
The goal of these experiments is to predict REITs prices through five machine learning algorithms: linear regression (LR), support vector regression (SVR), ...
Jul 1, 2023 · Hence, investors can use the machine learning approach to make more accurate predictions of the target REITs' returns and thus better investment ...
Sep 24, 2024 · AI is helping REITs make more strategic investment decisions by using data analysis and predictive analytics, thereby improving financial performance and ...