Residential real estate price forecasting in Portugal
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/148045 |
Resumo: | This paper employs three panel data and seven machine learning methods, including linear and nonlinear models, to perform accurate predictions of house prices for fifty-one parishes in six municipalities of Portugal. To construct the predictive models, nine time series economic factors and two non-time series features are applied as explanatory variables. Finally, the neigh boring parish's lagged house prices per square meter data is added as a predictor to increase the forecasting accuracies. The utilized models are Artificial Neural Network, eXtream Gradient Boosting, Linear regression, Lasso and Ridge regression, Bayesian regression, Polynomial regression, Pooled OLS, Panel OLS, and First Difference OLS. |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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7160 |
spelling |
Residential real estate price forecasting in PortugalForecastingMachine learningEconometricsPanel dataNeural networksGradient boostingDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis paper employs three panel data and seven machine learning methods, including linear and nonlinear models, to perform accurate predictions of house prices for fifty-one parishes in six municipalities of Portugal. To construct the predictive models, nine time series economic factors and two non-time series features are applied as explanatory variables. Finally, the neigh boring parish's lagged house prices per square meter data is added as a predictor to increase the forecasting accuracies. The utilized models are Artificial Neural Network, eXtream Gradient Boosting, Linear regression, Lasso and Ridge regression, Bayesian regression, Polynomial regression, Pooled OLS, Panel OLS, and First Difference OLS.Franco, FrancescoRUNZarrabi, Sepehr2023-01-24T11:24:09Z2022-09-232022-09-232022-09-23T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/148045TID:203136144enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:29:24Zoai:run.unl.pt:10362/148045Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:53:10.384592Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Residential real estate price forecasting in Portugal |
title |
Residential real estate price forecasting in Portugal |
spellingShingle |
Residential real estate price forecasting in Portugal Zarrabi, Sepehr Forecasting Machine learning Econometrics Panel data Neural networks Gradient boosting Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
title_short |
Residential real estate price forecasting in Portugal |
title_full |
Residential real estate price forecasting in Portugal |
title_fullStr |
Residential real estate price forecasting in Portugal |
title_full_unstemmed |
Residential real estate price forecasting in Portugal |
title_sort |
Residential real estate price forecasting in Portugal |
author |
Zarrabi, Sepehr |
author_facet |
Zarrabi, Sepehr |
author_role |
author |
dc.contributor.none.fl_str_mv |
Franco, Francesco RUN |
dc.contributor.author.fl_str_mv |
Zarrabi, Sepehr |
dc.subject.por.fl_str_mv |
Forecasting Machine learning Econometrics Panel data Neural networks Gradient boosting Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
topic |
Forecasting Machine learning Econometrics Panel data Neural networks Gradient boosting Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
description |
This paper employs three panel data and seven machine learning methods, including linear and nonlinear models, to perform accurate predictions of house prices for fifty-one parishes in six municipalities of Portugal. To construct the predictive models, nine time series economic factors and two non-time series features are applied as explanatory variables. Finally, the neigh boring parish's lagged house prices per square meter data is added as a predictor to increase the forecasting accuracies. The utilized models are Artificial Neural Network, eXtream Gradient Boosting, Linear regression, Lasso and Ridge regression, Bayesian regression, Polynomial regression, Pooled OLS, Panel OLS, and First Difference OLS. |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-09-23 2022-09-23 2022-09-23T00:00:00Z 2023-01-24T11:24:09Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/148045 TID:203136144 |
url |
http://hdl.handle.net/10362/148045 |
identifier_str_mv |
TID:203136144 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
|
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1799138123010015232 |