A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
This paper evaluates financial competitiveness of Indian real estate companies using entropy method.
Investment tool predicts higher returns for Madrid real estate units.
The study explores when it's best to remove a real estate broker from the process.
Model predicts price polarity of real estate properties using website information.
Optimizes real estate prices with dynamic strategies.
Analyzes national real estate investment risks and returns.
This paper uses alternative data to forecast Japanese real estate performance.
ARED introduces a new dataset for Argentina's real estate market.
Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return characteristics. REITs have somewhat less market risk than equity; their betas against a broad market index average about .…
Satellite images improve real-estate price predictions.
The real estate is a pillar industry of China's national economy. Due to changes in policy and market conditions, the real estate companies are facing greater pressures to survive in a competitive environment. They must improve their financial competitiveness. Based on the conceptual framework of financial competitiven…
Model for dynamic pricing across multiple RE groups to maximize revenue.
Framework selects real estate redevelopment uses by integrating value, risk, complexity, and irreversibility.
Real estate appraisal is a complex and important task, that can be made more precise and faster with the help of automated valuation tools. Usually the value of some property is determined by taking into account both structural and geographical characteristics. However, while geographical information is easily found, o…
Article offers models for choosing sale-leaseback vs debt.
Hedonic models predict 84-92% of U.S. real estate prices, highlighting environmental factors' impact.
In recent years, real estate industry has captured government and public attention around the world. The factors influencing the prices of real estate are diversified and complex. However, due to the limitations and one-sidedness of their respective views, they did not provide enough theoretical basis for the fluctuati…
Successfully predicting gentrification could have many social and commercial applications; however, real estate sales are difficult to predict because they belong to a chaotic system comprised of intrinsic and extrinsic characteristics, perceived value, and market speculation. Using New York City real estate as our sub…
Speculative bubbles have been occurring periodically in local or global real estate markets and are considered a potential cause of economic crises. In this context, the detection of explosive behaviors in the financial market and the implementation of early warning diagnosis tests are of critical importance. The recen…
Cryptocurrency and NFT prices are highly correlated, mirroring historical bubbles.
Research identifies four motivational groups for crypto-metaverse landowners.
In this paper, we show how using publicly available data streams and machine learning algorithms one can develop practical data driven services with no input from domain experts as a form of prior knowledge. We report the initial steps toward development of a real estate portal in Switzerland. Based on continuous web c…
Study forecasts sub-city real estate prices weekly using radar and news sentiment.
Model predicts climate change's impact on real estate prices.
The real estate market is exposed to many fluctuations in prices because of existing correlations with many variables, some of which cannot be controlled or might even be unknown. Housing prices can increase rapidly (or in some cases, also drop very fast), yet the numerous listings available online where houses are sol…
Study shows houses appreciated more during pandemic due to speculation, not just price uncertainty.
We have analyzed the risks of possible development of bubbles in the Swiss residential real estate market. The data employed in this work has been collected by comparis.ch, and carefully cleaned from duplicate records through a procedure based on supervised machine learning methods. The study uses the log periodic powe…
Study shows demonetization strengthened Indian currency and stock market.
The paper uses CPI growth rates to improve LGD predictions for CRE loans.
CFRecs uses counterfactual reasoning to improve graph-based recommendations in real estate.
Machine learning models predict housing prices using macroeconomic factors.
We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation includes an enhanced model calibration using Genetic Algorithms. We selected a few historical financial series sensitive to the Brexit/Brem…
This study analyzes how the Indian stock market reacts to budget announcements using fractal methods.
Latent feature models are attractive for image modeling, since images generally contain multiple objects. However, many latent feature models ignore that objects can appear at different locations or require pre-segmentation of images. While the transformed Indian buffet process (tIBP) provides a method for modeling tra…
Study confirms Indian stock market is weak form inefficient.
We document a well-developed log-periodic power-law antibubble in China's stock market, which started in August 2001. We argue that the current stock market antibubble is sustained by a contemporary active unsustainable real-estate bubble in China. The characteristic parameters of the antibubble have exhibited remarkab…
Project forecasts crop prices to help Indian farmers choose optimal crops for better ROI.
In the aftermath of the burst of the ``new economy'' bubble in 2000, the Federal Reserve aggressively reduced short-term rates yields in less than two years from 6.5% to 1.25% in an attempt to coax forth a stronger recovery of the US economy. But, there is growing apprehension that this is creating a new bubble in real…
Deep RL applied for Indian stock trading strategies.
In this article, we develop a model for the evolution of real estate prices. A wide range of inputs, including stochastic interest rates and changing demands for the asset, are considered. Maximizing their expected utility, home owners make optimal sale decisions given these changing market conditions. Using these opti…
Analyzes Indian commercial dynamism using time series data.
Interval bankruptcy problems arise in situations where an estate has to be liquidated among a fixed number of creditors and uncertainty about the amounts of the claims is modeled by intervals. We extend in the interval setting the classical results by Curiel, Maschler and Tijs (1987) that characterize division rules wh…
This paper intends to present the opportunities emerging for the national economy, out of the financial crisis. In particular the management of those, which arise from the commercial real estate owned property sector, defined by the author as crisis heritage management. On one hand, as real estate property prices are s…
By expressing prior distributions as general stochastic processes, nonparametric Bayesian methods provide a flexible way to incorporate prior knowledge and constrain the latent structure in statistical inference. The Indian buffet process (IBP) is such an example that can be used to define a prior distribution on infin…
This paper compares three portfolio designs for Indian stocks.
Tokenized RWAs face liquidity issues despite promising markets.
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them using Transfer Entropy, which is calculated using the stocks of those companies and their counterparts lagged by one day. With this, we can asse…
The nature of fluctuations in the Indian financial market is analyzed in this paper. We have looked at the price returns of individual stocks, with tick-by-tick data from the National Stock Exchange (NSE) and daily closing price data from both NSE and the Bombay Stock Exchange (BSE), the two largest exchanges in India.…