Head, Synechron Data Science and Data Modelling Practice, Bengaluru, India
The financial performance of a REIT is influenced by various factors such as the consumer price index, delinquency rates, retail sales, and mortgage rates These can be effectively modeled using multivariate time series analysis techniques and forecasts for the immediate time horizon, facilitating investment decisions. In this paper, we briefly outline the procedure followed in model building and forecasting.
Synechron has built an accelerator to help investors make an informed decision based on the performance related to certain financial factors of REITs.
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It is known that the financials of REITs are influenced by a variety of external factors, a machine learning model could be developed to forecast the financials of REITs for the foreseeable future.