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Keywords: Technical analysis
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Journal Articles
Journal of Property Investment & Finance (2020) 38 (6): 551–562.
Published: 24 April 2020
... and the models (Extreme Gradient Boosting and Random Forest). Japan Random Forest Extreme Gradient Boosting Real estate investment trust Return horizons Technical analysis This study aims to test the performance of the trading models by using the ensemble machine learning algorithms, based...
Journal Articles
Journal of Property Investment & Finance (2018) 36 (2): 171–190.
Published: 05 March 2018
... attempt to exploit any inefficiency using technical analysis and fundamental analysis to time the market. Using moving average (MA) rules to test market timing, Glabadanidis (2014) documents that lodging/resort REITs had the highest αeven after adjusting for risk using a three-factor model...
