Understanding of Singapore REITs (office, retail and diversified) using traditional analysis and machine learning

This study structures a methodology to sift out Singapore Real Estate Investment Trusts (S-REITs) with bad fundamentals and identify the good ones using Fundamental Analysis (FA). The methodology will eventually give scores to each REIT in Office, Retail and Diversified sectors and the REITs will be...

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Bibliographic Details
Main Author: Luen, Zhe Yong
Other Authors: Wong Jia Yiing, Patricia
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2023
Subjects:
Online Access:https://hdl.handle.net/10356/167784
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Institution: Nanyang Technological University
Language: English
Description
Summary:This study structures a methodology to sift out Singapore Real Estate Investment Trusts (S-REITs) with bad fundamentals and identify the good ones using Fundamental Analysis (FA). The methodology will eventually give scores to each REIT in Office, Retail and Diversified sectors and the REITs will be ranked based on FA. After which, the top REIT from each sector will be pick out for Price Prediction and Price Movement Prediction using LSTM model.