Forecasting house price index with social media sentiment: A decomposition–ensemble approach
Jin Shao,
Lean Yu,
Jingke Hong
et al.
Abstract:Social media sentiment influences housing market trading and policy‐making in China. To explore the multiscale relationship between social media sentiment and house price index (HPI) and improve prediction performance, a sentiment‐based decomposition–ensemble approach is proposed for HPI forecasting. In this approach, five steps, that is, sentiment analysis for massive Weibo textual reviews about house prices, data decomposition for bivariate time series integrated by HPI and the sentiment index (SI), data smo… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.