A Study of Taipei Real Estate Prices Using Ant Colony Optimization with Monte Carlo Simulation

[[abstract]]房地產市場與人民基本生活需求息息相關，在學者Maslow的需求層次理論中(Maslow's hierarchy of needs)，居住被分類為最迫切的生理需求，擁有自己的房子的想法深植於每個人的心中，買房幾乎可以說是我們一生最大的支出。台灣的房地產市場從2014年開始走下坡，不少買房者好奇未來房價的走勢，有別於其他文獻使用LPPL模型進行預測泡沫現象，本研究使用了螞蟻最佳化演算法結合蒙地卡羅法進行台北市十二個行政區的未來房價模擬，觀察在不同情境下房價的變化與出現的現象以及影響房價的重要因子，本研究發現台灣房市存在趨近於泡沫的現象，從實驗結果圖可看出政策的遞延效應亦證實了四項因子對於房市的影響，其中最為顯著的是銀行房屋貸款利率。[[abstract]]Real estate relates to our basic living needs, also be viewed as physiological needs in Maslow's hierarchy of needs. Buying a house, particularly, plays an important role on everyone’s spending in his/her lives. People in Taiwan are curious about house prices in the future because they have fallen stably since 2014. Different from others, this paper combined ant colony optimization with Monte Carlo method to simulate Taipei’s house prices and observe them by changing the effecting factors. Through these tests, we can conclude the factor which effects house prices most in Taipei. Our findings reveal that Taiwan's real estate market exist bubbles. It could be observed the deferred effect of the policy and the connection between four factors and the house market from our results. It is worth mentioning that the most significant factor is the bank's loan interest rate in this paper.[[note]]碩