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The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

The pricing of housing properties is determined by a variety of factors. However, post-pandemic markets have experienced volatility in the Chicago suburb area, which have affected house prices greatly. In this study, analysis was done on…

Machine Learning · Computer Science 2022-10-13 Kevin Xu , Hieu Nguyen

Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…

Statistical Finance · Quantitative Finance 2014-08-13 Angela Gu , Patrick Zeng

Buying a home is one of the most important buying decisions people have to make in their life. The latest research on real-estate appraisal focuses on incorporating image data in addition to structured data into the modeling process. This…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Jan-Peter Kucklick , Oliver Müller

Human lives are increasingly influenced by algorithms, which therefore need to meet higher standards not only in accuracy but also with respect to explainability. This is especially true for high-stakes areas such as real estate valuation.…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Sebastian Angrick , Ben Bals , Niko Hastrich , Maximilian Kleissl , Jonas Schmidt , Vanja Doskoč , Maximilian Katzmann , Louise Molitor , Tobias Friedrich

The Council on Environmental Quality's Climate and Economic Justice Screening Tool defines "disadvantaged communities" (DAC) in the USA, highlighting census tracts where benefits of climate and energy investments are not accruing. We use a…

Most existing automatic house price estimation systems rely only on some textual data like its neighborhood area and the number of rooms. The final price is estimated by a human agent who visits the house and assesses it visually. In this…

Computer Vision and Pattern Recognition · Computer Science 2016-09-28 Eman Ahmed , Mohamed Moustafa

We propose a Small Area Estimation model based on Generalized Additive Models for Location, Scale and Shape (SAE-GAMLSS), for the estimation of household economic indicators. SAE-GAMLSS release the exponential family distributional…

Methodology · Statistics 2023-09-13 Lorenzo Mori , Maria Rosaria Ferrante

The Japanese real estate market, valued over 35 trillion USD, offers significant investment opportunities. Accurate rent and price forecasting could provide a substantial competitive edge. This paper explores using alternative data…

Computational Engineering, Finance, and Science · Computer Science 2024-06-03 Diabul Haque

Australian house prices have risen strongly since the mid-1990s, but growth has been highly uneven across regions. Raw growth figures obscure whether these differences reflect persistent structural trends or cyclical fluctuations. We…

Econometrics · Economics 2025-12-16 Willem P Sijp

Geographically weighted regression (GWR) is a popular tool for modeling spatial heterogeneity in a regression model. However, the current weighting function used in GWR only considers the geographical distance, while the attribute…

Machine Learning · Computer Science 2023-05-17 Hone-Jay Chu , Po-Hung Chen , Sheng-Mao Chang , Muhammad Zeeshan Ali , Sumriti Ranjan Patra

We use supervised learning to identify factors that predict the cross-section of returns and maximum drawdown for stocks in the US equity market. Our data run from January 1970 to December 2019 and our analysis includes ordinary least…

Statistical Finance · Quantitative Finance 2023-12-05 Lisa R. Goldberg , Saad Mouti

This paper investigates gaps in access to and the cost of housing credit by race and ethnicity using the near universe of U.S. mortgage applications. Our data contain borrower creditworthiness variables that have historically been absent…

General Economics · Economics 2024-05-03 Sean Lewis-Faupel , Nicholas Tenev

Inconsistent calculation of grid emission factors (EF) can result in widely divergent corporate greenhouse gas (GHG) emissions reports. We dissect this issue through a comprehensive literature review, identifying nine key aspects - each…

Physics and Society · Physics 2024-03-15 Malte Schäfer , Felipe Cerdas , Christoph Herrmann

Geographic context is often consider relevant to motor insurance risk, yet public actuarial datasets provide limited location identifiers, constraining how this information can be incorporated and evaluated in claim-frequency models. This…

Machine Learning · Statistics 2026-04-24 Sherly Alfonso-Sánchez , Cristián Bravo , Kristina G. Stankova

Many important datasets contain samples that are missing one or more feature values. Maintaining the interpretability of machine learning models in the presence of such missing data is challenging. Singly or multiply imputing missing values…

Machine Learning · Computer Science 2026-02-10 Hayden McTavish , Jon Donnelly , Margo Seltzer , Cynthia Rudin

The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures one may identify the regression structure even sharper if…

Methodology · Statistics 2020-09-11 Rong Liu , Wolfgang Karl Härdle

Achieving resilient and sustainable cities requires scalable approaches to decarbonising residential buildings, which account for about 20% of UK greenhouse gas emissions and 25% of energy-related emissions in the European Union. Energy…

Machine Learning · Computer Science 2026-05-07 Yunfei Bai , Aaron Tesfa Tsion , Raul Rosales , Barbara Shollock , Wei He

Information value, a measure for decision sensitivity, can provide essential information in engineering and environmental assessments. It quantifies the potential for improved decision-making when reducing uncertainty in specific inputs. By…

Transformations of covariates are widely used in applied statistics to improve interpretability and to satisfy assumptions required for valid inference. More broadly, feature engineering encompasses a wider set of practices aimed at…

Methodology · Statistics 2026-03-30 Claudia Collarin , Matteo Fasiolo , Yannig Goude , Simon N. Wood