Zhang, Wendi; Li, Bin; Liew, Alan Wee-Chung; Roca, Eduardo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-33
, prediction, and optimization. Scholars have used it to forecast stock and real estate investment trust (REIT) returns in some … countries and region, but not in the United States (US) REIT market. The primary goal of this study is to predict the US REIT …/methodology/approach: To forecast the return on the US REIT index, this study used the GMDH neural network and the generalized autoregressive …