<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.3 20210610//EN" "JATS-journalpublishing1-3.dtd">
<article article-type="research-article" dtd-version="1.3" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xml:lang="ru"><front><journal-meta><journal-id journal-id-type="publisher-id">voprecotest</journal-id><journal-title-group><journal-title xml:lang="ru">Вопросы экономики</journal-title><trans-title-group xml:lang="en"><trans-title>Voprosy Ekonomiki</trans-title></trans-title-group></journal-title-group><issn pub-type="ppub">0042-8736</issn><publisher><publisher-name>Voprosy Ekonomiki, NP</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.32609/0042-8736-2022-12-118-136</article-id><article-id custom-type="elpub" pub-id-type="custom">voprecotest-3806</article-id><article-categories><subj-group subj-group-type="heading"><subject>Research Article</subject></subj-group><subj-group subj-group-type="section-heading" xml:lang="ru"><subject>МЕТОДОЛОГИЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА</subject></subj-group><subj-group subj-group-type="section-heading" xml:lang="en"><subject>METHODOLOGY OF ECONOMIC ANALYSIS</subject></subj-group></article-categories><title-group><article-title>Оценка стоимости недвижимости на основе больших данных</article-title><trans-title-group xml:lang="en"><trans-title>Real estate valuation based on big data</trans-title></trans-title-group></title-group><contrib-group><contrib contrib-type="author" corresp="yes"><contrib-id contrib-id-type="orcid">https://orcid.org/0000-0001-5533-9034</contrib-id><name-alternatives><name name-style="eastern" xml:lang="ru"><surname>Мамедли</surname><given-names>М. О.</given-names></name><name name-style="western" xml:lang="en"><surname>Mamedli</surname><given-names>M. O.</given-names></name></name-alternatives><bio xml:lang="ru"><p>Мамедли Мариам Октаевна, кандидат экономических наук, младший научный сотрудник Международной лаборатории макроэкономического анализа</p><p>Москва</p></bio><bio xml:lang="en"><p>Mariam O. Mamedli</p><p>Moscow</p></bio><email xlink:type="simple">mmamedli@hse.ru</email><xref ref-type="aff" rid="aff-1"/></contrib><contrib contrib-type="author" corresp="yes"><contrib-id contrib-id-type="orcid">https://orcid.org/0000-0003-0310-4940</contrib-id><name-alternatives><name name-style="eastern" xml:lang="ru"><surname>Умнов</surname><given-names>А. В.</given-names></name><name name-style="western" xml:lang="en"><surname>Umnov</surname><given-names>A. V.</given-names></name></name-alternatives><bio xml:lang="ru"><p>Умнов Андрей Викторович, ведущий эксперт Центра валидации моделей сервисных блоков и экосистемы </p><p>Москва</p></bio><bio xml:lang="en"><p>Аndrey V. Umnov</p><p>Moscow</p></bio><email xlink:type="simple">VictAndUm@yandex.ru</email><xref ref-type="aff" rid="aff-2"/></contrib></contrib-group><aff-alternatives id="aff-1"><aff xml:lang="ru"><institution>Национальный исследовательский университет «Высшая школа экономики»</institution><country>Россия</country></aff><aff xml:lang="en"><institution>HSE University</institution><country>Russian Federation</country></aff></aff-alternatives><aff-alternatives id="aff-2"><aff xml:lang="ru"><institution>ПАО Сбербанк</institution><country>Россия</country></aff><aff xml:lang="en"><institution>SberBank</institution><country>Russian Federation</country></aff></aff-alternatives><pub-date pub-type="collection"><year>2022</year></pub-date><pub-date pub-type="epub"><day>02</day><month>12</month><year>2022</year></pub-date><volume>0</volume><issue>12</issue><fpage>118</fpage><lpage>136</lpage><permissions><copyright-statement>Copyright &amp;#x00A9; Voprosy Ekonomiki, NP, 2022</copyright-statement><copyright-year>2022</copyright-year><copyright-holder xml:lang="ru">Voprosy Ekonomiki, NP</copyright-holder><copyright-holder xml:lang="en">Voprosy Ekonomiki, NP</copyright-holder><license xlink:href="https://www.vopreco.ru/jour/about/submissions#copyrightNotice" xlink:type="simple"><license-p>https://www.vopreco.ru/jour/about/submissions#copyrightNotice</license-p></license></permissions><self-uri xlink:href="https://www.vopreco.ru/jour/article/view/3806">https://www.vopreco.ru/jour/article/view/3806</self-uri><abstract><p>Рассматриваются применение данных официальной статистики и онлайнпорталов по продаже недвижимости, а также алгоритмы машинного обучения для оценки стоимости квартир вторичного рынка жилья Москвы. Для этого осуществлен сбор и проведена обработка данных портала ЦИАН с помощью технологии веб-скрейпинга и портала «Реформа ЖКХ». Для оценки объектов недвижимости были рассмотрены алгоритмы машинного обучения Elastic Net, Random Forest и Gradient Boosting, а для интерпретации результатов black-box алгоритмов использовался подход на основе вектора Шепли. Результаты работы показали, что применение black-box алгоритмов при оценке стоимости квартир вторичного рынка жилья Москвы в рассматриваемом периоде позволяет получить более точные оценки как в разрезе ценовых сегментов, так и по выборке в целом. При этом наилучшую точность дает метод Gradient Boosting. Интерпретация результатов модели с помощью вектора Шепли показала, что положительное влияние на цену оказывают общая площадь, год постройки, высота потолков, дизайнерский ремонт и евроремонт, а также монолитная технология строительства. Отрицательное влияние на цену оказывают количество этажей в доме, возможность ипотеки и отсутствие ремонта. Разработанная методология может быть применена в страховании недвижимости, ипотечном кредитовании, определении кадастровой стоимости недвижимости и других областях.</p></abstract><trans-abstract xml:lang="en"><p>The paper considers the application of the web scrapping and machine learning algorithms for the assessment of the real estate price on the secondary housing market in Moscow. For this, we collect and process the data from the CIAN website and the data from “Reforma GKH”. To evaluate real estate objects, we consider such machine learning algorithms as Elastic Net, Random Forest and Gradient Boosting. We also apply Shapley vector-based approach to interpret the results of the black-box algorithms. The results suggest that the use of black-box algorithms in assessing the price of apartments on the Moscow secondary housing market allows to obtain more accurate price estimates both for different price segments and for the sample as a whole. At the same time, Gradient Boosting has demonstrated the best accuracy among other algorithms. Interpretation based on the Shapley vector shows that the total area, year of construction, ceiling height, renovation, as well as monolithic construction technology had a positive effect on the price. The price is negatively affected by the number of floors in the house, the possibility of mortgage and lack of repairs. Developed methodology can be applied in real estate insurance, mortgage, determination of cadastral value of real estate and others.</p></trans-abstract><kwd-group xml:lang="ru"><kwd>веб-скрейпинг</kwd><kwd>недвижимость</kwd><kwd>машинное обучение</kwd><kwd>вектор Шепли</kwd></kwd-group><kwd-group xml:lang="en"><kwd>web scraping</kwd><kwd>real estate</kwd><kwd>machine learning</kwd><kwd>Shapley vector</kwd></kwd-group></article-meta></front><back><ref-list><title>References</title><ref id="cit1"><label>1</label><citation-alternatives><mixed-citation xml:lang="ru">Балаш В., Балаш О., Харламов А. (2011). Эконометрический анализ геокодированных данных о ценах на жилую недвижимость // Прикладная эконометрика. № 22. C. 62—77.</mixed-citation><mixed-citation xml:lang="en">Balash V., Balash O., Harlamov A. (2011). A spatial econometric analysis of the housing market. Applied Econometrics, No. 22, pp. 62—77. (In Russian).</mixed-citation></citation-alternatives></ref><ref id="cit2"><label>2</label><citation-alternatives><mixed-citation xml:lang="ru">Гончаров Г., Натхов Т. (2020). Текстуальный анализ ценообразования на рынке московской жилой недвижимости // Экономический журнал ВШЭ. № 1. C. 101—116. https://doi.org/10.17323/1813-8691-2020-24-1-101-116</mixed-citation><mixed-citation xml:lang="en">Goncharov G., Natkhov T. (2020). Textual analysis of pricing in the Moscow residential real estate market. HSE Economic Journal, No. 1, pp. 101—116. (In Russian). https://doi.org/10.17323/1813-8691-2020-24-1-101-116</mixed-citation></citation-alternatives></ref><ref id="cit3"><label>3</label><citation-alternatives><mixed-citation xml:lang="ru">Лейфер Л., Черная Е. (2020). Массовая оценка объектов недвижимости на основе технологий машинного обучения. Анализ точности различных методов на примере определения рыночной стоимости квартир // Имущественные отношения в Российской Федерации. № 3. C. 32—42. [</mixed-citation><mixed-citation xml:lang="en">Leyfer L., Chernaya E. (2020). Mass appraisal of real estate objects based on machine learning technologies. Analysis of various methods for assessing the market value of apartments. Imushchestvennye Otnosheniya v Rossiyskoy Federatsii, No. 3, pp. 32—42. (In Russian).</mixed-citation></citation-alternatives></ref><ref id="cit4"><label>4</label><citation-alternatives><mixed-citation xml:lang="ru">Ожегов Е., Косолапов Н., Позолотина Ю. (2017). О взаимосвязи между стоимостью жилья и характеристиками близлежащих школ // Прикладная эконометрика. № 47. C. 28—48.</mixed-citation><mixed-citation xml:lang="en">Ozhegov E., Kosolapov N., Pozolotina Y. (2017). On dependence between housing value and school characteristics. Applied Econometrics, No. 47, pp. 28—48. (In Russian).</mixed-citation></citation-alternatives></ref><ref id="cit5"><label>5</label><citation-alternatives><mixed-citation xml:lang="ru">Bischl B. et al. (2021). Hyperparameter optimization: Foundations, algorithms, best practices and open challenges. Unpublished manuscript. https://doi.org/10.48550/arXiv.2107.05847</mixed-citation><mixed-citation xml:lang="en">Bischl B. et al. (2021). Hyperparameter optimization: Foundations, algorithms, best practices and open challenges. Unpublished manuscript. https://doi.org/10.48550/arXiv.2107.05847</mixed-citation></citation-alternatives></ref><ref id="cit6"><label>6</label><citation-alternatives><mixed-citation xml:lang="ru">Breiman L. (2001). Random forests. Machine Learning, Vol. 45, pp. 5—32. https://doi.org/10.1023/A:1010933404324</mixed-citation><mixed-citation xml:lang="en">Breiman L. (2001). Random forests. Machine Learning, Vol. 45, pp. 5—32. https://doi.org/10.1023/A:1010933404324</mixed-citation></citation-alternatives></ref><ref id="cit7"><label>7</label><citation-alternatives><mixed-citation xml:lang="ru">Friedman J. H. (2001). Greedy function approximation: A gradient boosting machine. Annals of Statistics, Vol. 29, No. 5, pp. 1189—1232. https://doi.org/10.1214/aos/1013203451</mixed-citation><mixed-citation xml:lang="en">Friedman J. H. (2001). Greedy function approximation: A gradient boosting machine. Annals of Statistics, Vol. 29, No. 5, pp. 1189—1232. https://doi.org/10.1214/aos/1013203451</mixed-citation></citation-alternatives></ref><ref id="cit8"><label>8</label><citation-alternatives><mixed-citation xml:lang="ru">Friedman J. H. (2002). Stochastic gradient boosting. Computational Statistics &amp; Data Analysis, Vol. 38, No. 4, pp. 367—378. https://doi.org/10.1016/S0167-9473(01)00065-2</mixed-citation><mixed-citation xml:lang="en">Friedman J. H. (2002). Stochastic gradient boosting. Computational Statistics &amp; Data Analysis, Vol. 38, No. 4, pp. 367—378. https://doi.org/10.1016/S0167-9473(01)00065-2</mixed-citation></citation-alternatives></ref><ref id="cit9"><label>9</label><citation-alternatives><mixed-citation xml:lang="ru">Johannemann J., Hadad V., Athey S., Wager S. (2019). Sufficient representations for categorical variables. Unpublished manuscript. https://doi.org/10.48550/arXiv.1908.09874</mixed-citation><mixed-citation xml:lang="en">Johannemann J., Hadad V., Athey S., Wager S. (2019). Sufficient representations for categorical variables. Unpublished manuscript. https://doi.org/10.48550/arXiv.1908.09874</mixed-citation></citation-alternatives></ref><ref id="cit10"><label>10</label><citation-alternatives><mixed-citation xml:lang="ru">Loberto M., Luciani A., Pangallo M. (2018). The potential of big housing data: Аn application to the Italian real-estate market. Bank of Italy Working Paper, No. 1171. https://doi.org/10.2139/ssrn.3176962</mixed-citation><mixed-citation xml:lang="en">Loberto M., Luciani A., Pangallo M. (2018). The potential of big housing data: Аn application to the Italian real-estate market. Bank of Italy Working Paper, No. 1171. https://doi.org/10.2139/ssrn.3176962</mixed-citation></citation-alternatives></ref><ref id="cit11"><label>11</label><citation-alternatives><mixed-citation xml:lang="ru">Merrick L., Taly A. (2020). The explanation game: Explaining machine learning models using Shapley values. In: A. Holzinger, P. Kieseberg, A. Tjoa, E. Weippl (eds.). Machine learning and knowledge extraction. Cham: Springer, pp. 17—38. https:// doi.org/10.1007/978-3030-57321-8_2</mixed-citation><mixed-citation xml:lang="en">Merrick L., Taly A. (2020). The explanation game: Explaining machine learning models using Shapley values. In: A. Holzinger, P. Kieseberg, A. Tjoa, E. Weippl (eds.). Machine learning and knowledge extraction. Cham: Springer, pp. 17—38. https:// doi.org/10.1007/978-3030-57321-8_2</mixed-citation></citation-alternatives></ref><ref id="cit12"><label>12</label><citation-alternatives><mixed-citation xml:lang="ru">Moosavi V. (2017). Urban data streams and machine learning: A case of Swiss real estate market. Unpublished manuscript. https://doi.org/10.48550/arXiv.1704.04979</mixed-citation><mixed-citation xml:lang="en">Moosavi V. (2017). Urban data streams and machine learning: A case of Swiss real estate market. Unpublished manuscript. https://doi.org/10.48550/arXiv.1704.04979</mixed-citation></citation-alternatives></ref><ref id="cit13"><label>13</label><citation-alternatives><mixed-citation xml:lang="ru">Myttenaere A., Golden B., Grand B., Rossi F. (2017). Mean absolute percentage error for regression models. Neurocomputing, Vol. 192, pp. 38—48. https://doi.org/10.1016/j.neucom.2015.12.114</mixed-citation><mixed-citation xml:lang="en">Myttenaere A., Golden B., Grand B., Rossi F. (2017). Mean absolute percentage error for regression models. Neurocomputing, Vol. 192, pp. 38—48. https://doi.org/10.1016/j.neucom.2015.12.114</mixed-citation></citation-alternatives></ref><ref id="cit14"><label>14</label><citation-alternatives><mixed-citation xml:lang="ru">Nguyen T. (2019). Faster feature selection with a dropping forward-backward algorithm. Unpublished manuscript. https://doi.org/10.48550/arXiv.1910.08007</mixed-citation><mixed-citation xml:lang="en">Nguyen T. (2019). Faster feature selection with a dropping forward-backward algorithm. Unpublished manuscript. https://doi.org/10.48550/arXiv.1910.08007</mixed-citation></citation-alternatives></ref><ref id="cit15"><label>15</label><citation-alternatives><mixed-citation xml:lang="ru">Tchuente D., Nyawa S. (2022). Real estate price estimation in French cities using geocoding and machine learning. Annals of Operations Research, Vol. 308, pp. 571—608. https://doi.org/10.1007/s10479-021-03932-5</mixed-citation><mixed-citation xml:lang="en">Tchuente D., Nyawa S. (2022). Real estate price estimation in French cities using geocoding and machine learning. Annals of Operations Research, Vol. 308, pp. 571—608. https://doi.org/10.1007/s10479-021-03932-5</mixed-citation></citation-alternatives></ref><ref id="cit16"><label>16</label><citation-alternatives><mixed-citation xml:lang="ru">Zou H., Hastie T. (2005). Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society Series B, Vol. 67, No. 2, pp. 301—320. https://doi.org/10.1111/j.1467-9868.2005.00503.x</mixed-citation><mixed-citation xml:lang="en">Zou H., Hastie T. (2005). Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society Series B, Vol. 67, No. 2, pp. 301—320. https://doi.org/10.1111/j.1467-9868.2005.00503.x</mixed-citation></citation-alternatives></ref></ref-list><fn-group><fn fn-type="conflict"><p>The authors declare that there are no conflicts of interest present.</p></fn></fn-group></back></article>
