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As a Data Scientist supporting Blackstone's Real Estate investment business, you've been asked by a Portfolio Manager to build a model to predict how much a Class-A high-rise residential building is worth.
Because this is a niche asset category, you only have detailed data on a few thousand buildings. However, for each building you have data on, you have thousands of data points about that property.
What kind of model would you build? What kind of feature-engineering work would you do, to support that model?
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