---
title: Forecasting Single Family House Prices in the US using GMDH
url: https://www.ml-quant.com/papers/ssrn/4723624/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4723624
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4723624
featured: 2024-02-14
citations: 0
topic: Econometrics & Forecasting
---


# Forecasting Single Family House Prices in the US using GMDH

The article discusses the use of a machine learning technique, the group method of data handling (GMDH), for predicting house price index (HPI), leading to more accurate housing market forecasts.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4723624
- Identifier: SSRN 4723624
- Released: 2023-06-14
- First featured: Quant Letter No. 37 (2024-02-14): https://www.ml-quant.com/issues/2024-02-14/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Econometrics & Forecasting

## Related

- [A Set-Sequence Model for Time Series](https://www.ml-quant.com/papers/arxiv/2505.11243/): The article presents a Set-Sequence model for financial predictions, eliminating the need for manually created features, learning a shared summary at each period and predicting outcomes, performing better than benchmarks on stock return prediction and mortgage behavior tasks.
- [Poverty Prediction Nigeria](https://www.ml-quant.com/papers/ssrn/4838153/): The study uses a panel dataset to predict poverty status in Nigeria, finding that demographic and housing indicators can accurately predict poverty in 80% of cases.
- [Machine Learning and Econometrics for Real Estate](https://www.ml-quant.com/papers/repec/bla-reesec-v-52-y-2024-i-5-p-1308-1339/): The article uses a random effects model and machine learning to predict commercial real estate values, achieving a low error rate and providing useful data visualizations.
- [Real Estate Return and Risk Forecasting](https://www.ml-quant.com/papers/repec/spr-gjorer-v-10-y-2024-i-1-d-10-1365-s41056-024-00070-4/): A forecasting model for real estate stock returns and risks shows that German real estate stocks are more affected by economic and stock market changes than the real estate market, and carry less risk than regular stocks.
- [Short-Term Rental Price Forecasting](https://www.ml-quant.com/papers/ssrn/5243654/): The study introduces a forecasting model for short-term rental prices using open-access data, identifying key pricing factors and promoting digital equity through accessible advanced housing analytics.
- [Safe Asset Emergence in Global Housing Returns](https://www.ml-quant.com/papers/ssrn/5269749/): New data and time series on global real estate returns over centuries have been presented, combining historical primary data with machine learning approaches and econometrics.