Presentation information

Organized Session

Organized Session » [OS] OS-10

[1D3-OS-10b] 不動産とAI(2)

Tue. Jun 4, 2019 3:20 PM - 5:00 PM Room D (301B Medium meeting room)

清田 陽司((株)LIFULL)、山崎 俊彦(東京大学)、諏訪 博彦(奈良先端科学技術大学院大学)、清水 千弘(日本大学)、橋本 武彦(GA technologies)

4:20 PM - 4:40 PM

[1D3-OS-10b-03] Statistical modeling of the transition time of an occupation of rental rooms by using the housing information website data

〇Hayafumi Watanabe1, Yu Ichifuji2, Masahito Suzuki3, Satoshi Yamashita4 (1. Kanazawa university, 2. Nagasaki university, 3. UD Asset Valuation Co., Ltd., 4. The institute of statistical mathematics)

Keywords:Apartment loan, Statistical modeling, Housing information website data

The apartment loan is a loan for rentals such as for condos, apartments.
This loan is a very large loan which is the account for a percentage of more than 10 percents of the whole banks' loan. However, a risk model of the apartment loan with the appropriate accuracy has not been provided in Japan mainly due to the lack of data. Thus, in order to develop the risk model, we analyzed the duration in which a vacant room become occupied by a tenant by using the housing information website data, as a first step. As a result, it was found that (i) This duration can be explained by the geometric distribution, and (ii) The mixture geometric regression model considering nonlinear effects can describe the data properties. In addition, coefficients of this model roughly consistent with the empirical common senses.