by mathexpert | Nov 8, 2020 | Uncategorized
by mathexpert | Aug 7, 2020 | Publications, Uncategorized
Abstract Purpose The purpose of this paper is to determine if artificial neural network (ANN) works better than linear regression in predicting Hong Kong real estate investment trusts’ (REITs) excess return. Design/methodology/approach Both ANN and the regression were...
by mathexpert | Aug 7, 2020 | Publications, Uncategorized
Abstract Purpose The purpose of this study is to evaluate the performance of the ensemble learning models, such as the Random Forest and Extreme Gradient Boosting models, in predicting the direction of the Japan real estate investment trusts (J-REITs) at different...
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