Real estate market analysis and place-based decision-making can both benefit from understanding house price development. Although considerable amounts of interest have been devoted to housing price modelling, the assessment of house price fluctuation still requires further comparing studies. Housing price prediction is challenging as contributing factors are quite dynamic and subject to a variety of regulating elements. The future understanding of the housing market trends not only provides sufficient customers’ investment trust potential but also enables the financial support to progress more realistic in advance. In this study, a comprehensive data-informed framework is developed to investigate and anticipate real estate house prices using historical data by combining explanatory features. We examined about 500 houses in the Boston area as a case study and discussed how the increase in housing prices could vary by each of the contributing components. Fourteen Machine Learning (ML) regressors imply to the dataset and lead to a comparative study of the accuracy of all the models. ML-based regressors forecast real estate home prices as a function of thirteen influencing factors. The most informative features were also selected by conducting the Permutation Feature Importance technique on all the features The study provides a comprehensive tool for evaluating the robustness and efficiency of ML models for housing price predictions. The results highlighted Random Forest as the best model has an R2 equals to 0.88 and Voting Regressor as the second highest rated model has R2 equals to 0.87. Results of multivariate exploratory data analysis also implied that the average number of rooms and percentage of the lower status of the population have the most significant impact on the price range predictions.

It is well known that that there is an intrinsic link between the financial and energy sectors, which can be analyzed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other’s subsequent volatility in both spot and futures markets. Financial derivatives, which are not only highly representative of the underlying indices, but can also be traded on both the spot and futures markets, include Exchange Traded Funds (ETFs), a tradable spot index whose aim is to replicate the return of an underlying benchmark index. When ETF futures are not available to examine spillover effects, “generated regressors” are useful for constructing both Financial ETF futures and Energy ETF futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the US energy and financial sectors in both spot and futures markets, by using “generated regressors” and a multivariate conditional volatility model, namely Diagonal BEKK. The daily data used are from 1998/12/23 to 2016/4/22. The data set is analyzed in its entirety, and are also subdivided into three distinct subsets. The empirical results show there is a significant relationship between the Financial ETF and Energy ETF in the spot and futures markets. Therefore, financial and energy ETFs are suitable for constructing a financial portfolio from an optimal risk management perspective, and also for dynamic hedging purposes.