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Bernardo Ramos

Event Details:

Wednesday, February 14, 2018
10:30am - 11:30am PST

Housing market efficiency tests using machine learning for price prediction (cont.)

As presented last quarter, we use a machine learning tool that predicts house prices to introduce a measure of mispricing, which exploits localized knowledge about house characteristics to predict future annualized returns. In this presentation, we share updates on the profitability of trading strategies that arise from the mispricing measure and briefly discuss the consequences of such results.

Event Sponsor: 
Advanced Financial Technologies Laboratory
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