{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,5]],"date-time":"2026-06-05T22:09:05Z","timestamp":1780697345487,"version":"3.54.1"},"reference-count":10,"publisher":"World Scientific Pub Co Pte Lt","issue":"03","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["New Math. and Nat. Computation"],"published-print":{"date-parts":[[2020,11]]},"abstract":"<jats:p> Housing price time series is worth studying as it is closely related to the well-being of society. In the Hong Kong housing market from 1992 to 2010, signs of quasi-periodicity in housing price and transaction volume can be observed. We find that there is an overall periodicity of approximately 30 months in housing price changes and a strong lead\u2013lag relationship between housing price and transaction volume. Analysis of the cross-covariance of the housing price, transaction volume and prime lending rate reveals that this quasi-periodicity is potentially driven by prime lending rates. Incorporation of quasi-periodicity into the kernel of Gaussian processes further enables us to construct a predictive model of the Hong Kong housing price trends that outperforms other traditional kernel functions. <\/jats:p>","DOI":"10.1142\/s1793005720500398","type":"journal-article","created":{"date-parts":[[2020,12,1]],"date-time":"2020-12-01T12:08:26Z","timestamp":1606824506000},"page":"645-655","source":"Crossref","is-referenced-by-count":2,"title":["Intrinsic Quasi-Periodicity in Hong Kong Housing Price and Its Prediction"],"prefix":"10.1142","volume":"16","author":[{"given":"Wun Kwan","family":"Yam","sequence":"first","affiliation":[{"name":"The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong, P. R. China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Kin Long","family":"Fong","sequence":"additional","affiliation":[{"name":"The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong, P. R. China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Juntao","family":"Wang","sequence":"additional","affiliation":[{"name":"The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong, P. R. China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Siew Ann","family":"Cheong","sequence":"additional","affiliation":[{"name":"Division of Physics and Applied Physics, Nanyang Technological University, Singapore 637371, Singapore"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"K. Y.","family":"Michael Wong","sequence":"additional","affiliation":[{"name":"The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong, P. R. 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