News-Based Sentiment Analysis in Real Estate: A Machine-Learning Approach Via Support Vector Networks

DOI to cite this document:: 10.5283/epub.45306

Hausler, Jochen ; Ruscheinsky, Jessica ; Lang, Marcel

PDF - Published Version
(2MB) - Repository staff only

Date of publication of this fulltext: 24 Mar 2021 10:01

Alternative links to fulltext:DOI Publisher

Details

Export bibliographical data

Abstract

This paper examines the relationship between news-based sentiment, captured through a machine learning approach, and the US securitised and direct commercial real estate markets. Thus, we contribute to the literature on text-based sentiment analysis in real estate by creating and testing various sentiment measures by utilising trained support vector networks. Using a vector autoregressive ...