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CS297 Proposal

Housing Market Crash Prediction Using Machine Learning and Historical Data

Parnika De (parnikade@gmail.com)

Advisor: Dr. Chris Pollett

Description:

The housing market bubble burst caused the financial crisis of 2008. One of the main reasons for that was Collateral Debt Obligations (CDO). For the 2008 housing crisis, sub-prime mortgages played a huge role. Loans were given to people at high-interest rates who did not have collaterals (sub-prime loans). Then came the rating agencies who gave “AAA” rating to CDOs, even to the subprime CDO’s. We all know what a disaster it created. But that was 2008, a decade passed and banks learned from their mistakes and the US did not have a financial crisis since the US economy is stronger than ever. But is it going to be all good forever? The answer is we don’t know. Therefore in this project, I aim to analyze US housing market data and other financial data to predict whether everything is good or are we heading south. To do this project, I would use a forecasting model to analyze the data and build an ML model that would help me predict “The future of the housing market”.

Schedule:

Week 1:08/27/19 - 09/03/19Ideation and Proposal
Week 2:09/03/19 - 09/10/19Restructured the proposal, read about MBS, Black-scholes Formula, Forcasting techniques
Week 3:09/10/19 - 09/17/19Work on deliverable 1 and read a research paper
Week 4:09/17/19 - 09/24/19Deliverable 1: Due
Week 5:09/24/19 - 10/01/19Read a research paper
Week 6:10/01/19 - 10/08/19Work on deliverable 2
Week 7:10/08/19 - 10/15/19Deliverable 2: Due
Week 8:10/15/19 - 10/22/19Learn Tensorflow
Week 9:10/22/19 - 10/29/19Work on deliverable 3
Week 10:10/29/19 - 11/05/19Deliverable 3: Due
Week 11:11/05/19 - 11/12/19Apply Linear Regression on the Housing dataset
Week 12:11/12/19 - 11/19/19Work on deliverable 4
Week 13:11/19/19 - 11/26/19Deliverable 4: Due
Week 14:11/26/19 - 12/03/19Work on the report
Week 15:12/03/19 - 12/10/19Work on the report
Week 16:12/10/19 - 12/17/19Deliverable 5: Due

Deliverables:

The full project will be done when CS298 is completed. The following will be done by the end of CS297:

1. Data preparation(Cleaning of Data set)

2. Code HMM on a small dataset

3. Learn about Long short term Memory and code it

4. Apply Linear Regression on the Housing dataset

5. CS 297 report

References:

[2017] The Great Recession: A Macroeconomic Earthquake. Lawrence J. Christiano. Federal Reserve Bank of Minneapolis. 2017.

[2011] The Role of ABS, CDS and CDOs in the Credit Crisis and the Economy. Robert A. Jarrow. 2011

[2016] The 2007–2009 Financial Crisis: An Erosion of Ethics: A Case Study. Edward J. Schoen. Journal of Business Ethics. 2016

[2009] Financial crises and bank failures: A review of prediction methods. Yuliya Demyanyk, Iftekhar Hasan . Elsevier Omega. 2009.