Related papers: Transforming Japan Real Estate
Water quantity and quality are vital indices for assessing fluvial environments. These indices are highly variable over time and include sub-exponential memory, where the influences of past events persist over long durations. Moreover,…
Urban scaling laws summarize how urban attributes evolve with city size. Recent criticism questions notably the aggregate view of this approach, which leads to neglecting the internal structure of cities. This is all the more relevant for…
Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient…
The tick value is a crucial component of market design and is often considered the most suitable tool to mitigate the effects of high frequency trading. The goal of this paper is to demonstrate that the approach introduced in Dayri and…
In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most…
The expansion of short-term rental platforms, such as Airbnb, has significantly disrupted local housing markets, often leading to increased rental prices and housing affordability issues. Accurately forecasting regional Airbnb market trends…
Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called "soft dollars," which basically are amounts spent in "research" for identifying profitable trading opportunities. Soft…
Volatility means the degree of variation of a stock price which is important in finance. Realized Volatility (RV) is an estimator of the volatility calculated using high-frequency observed prices. RV has lately attracted considerable…
We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our…
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold $q$ for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can…
This study introduces a dynamic investment framework to enhance portfolio management in volatile markets, offering clear advantages over traditional static strategies. Evaluates four conventional approaches : equal weighted, minimum…
In this paper, we use the house price data ranging from January 2004 to October 2016 to predict the average house price of November and December in 2016 for each district in Beijing, Shanghai, Guangzhou and Shenzhen. We apply Autoregressive…
We introduce an autoregressive-type model with self-modulation effects for a foreign exchange rate by separating the foreign exchange rate into a moving average rate and an uncorrelated noise. From this model we indicate that traders are…
Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established modelling and forecasting methods without obeying these…
The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…
Valuing residential property is inherently complex, requiring consideration of numerous environmental, economic, and property-specific factors. These complexities present significant challenges for automated valuation models (AVMs), which…
The goal of regression analysis is to predict the value of a numeric outcome variable y given a vector of joint values of other (predictor) variables x. Usually a particular x-vector does not specify a repeatable value for y, but rather a…
When trading American and Asian options in the FX derivatives market, banks must calculate prices using a complex mathematical model. It is often observed that different models produce varying prices for the same exotic option, which…
As a basic human need, housing plays a key role in enhancing health, well-being, and educational outcome in society, and the housing market is a major factor for promoting quality of life and ensuring social equity. To improve the housing…
Although spatial prediction is widely used for urban and environmental monitoring, its accuracy is often unsatisfactory if only a small number of samples are available in the study area. The objective of this study was to improve the…