Keywords: Random forest
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Journal Articles
Journal Articles
Journal of Property Investment & Finance (2020) 38 (6): 551–562.
Published: 24 April 2020
...Wei Kang Loo 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 return horizons, based...

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