Interpretable Deep Learning for REIT Return Forecasting: A Comparative Study of LSTM, TVP–VAR Proxy, and SHAP-Based Explanations
Forecasting returns in Real Estate Investment Trust (REIT) markets remains challenging because REIT performance is shaped by nonlinear and time-varying interactions with macro-financial conditions. This study evaluates the forecasting performance of Long Short-Term Memory (LSTM) neural networks rela...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2026-03-01
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| Serie: | International Journal of Financial Studies |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2227-7072/14/3/73 |
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