Modelling A.I. in Economics

Is now good time to invest? (HIW Stock Forecast) (Forecast)

Abstract

We evaluate Highwoods Properties prediction models with Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the HIW stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold HIW stock.


Keywords: HIW, Highwoods Properties, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. Trading Interaction
  3. Short/Long Term Stocks

HIW Target Price Prediction Modeling Methodology

We consider Highwoods Properties Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of HIW stock holders, F is the set of discrete states, P : S × F × S → R is the transition probability distribution, R : S × F → R is the reaction function, and γ ∈ [0, 1] is a move factor for expectation.1,2,3,4


F(Wilcoxon Rank-Sum Test)5,6,7= p a 1 p a 2 p 1 n p j 1 p j 2 p j n p k 1 p k 2 p k n p n 1 p n 2 p n n X R(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+8 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of HIW stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

For further technical information as per how our model work we invite you to visit the article below: 

How do AC Investment Research machine learning (predictive) algorithms actually work?

HIW Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: HIW Highwoods Properties
Time series to forecast n: 05 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold HIW stock.

X axis: *Likelihood% (The higher the percentage value, the more likely the event will occur.)

Y axis: *Potential Impact% (The higher the percentage value, the more likely the price will deviate.)

Z axis (Yellow to Green): *Technical Analysis%


Conclusions

Highwoods Properties assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the HIW stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold HIW stock.

Financial State Forecast for HIW Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 8676
Market Risk6144
Technical Analysis3353
Fundamental Analysis6851
Risk Unsystematic5880

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 727 signals.

References

  1. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  2. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  3. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  4. T. Morimura, M. Sugiyama, M. Kashima, H. Hachiya, and T. Tanaka. Nonparametric return distribution ap- proximation for reinforcement learning. In Proceedings of the 27th International Conference on Machine Learning, pages 799–806, 2010
  5. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  6. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
  7. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
Frequently Asked QuestionsQ: What is the prediction methodology for HIW stock?
A: HIW stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is HIW stock a buy or sell?
A: The dominant strategy among neural network is to Hold HIW Stock.
Q: Is Highwoods Properties stock a good investment?
A: The consensus rating for Highwoods Properties is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of HIW stock?
A: The consensus rating for HIW is Hold.
Q: What is the prediction period for HIW stock?
A: The prediction period for HIW is (n+8 weeks)

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