Modelling A.I. in Economics

What are buy sell or hold recommendations? (AIRC Stock Forecast)

Abstract

We evaluate Apartment Income REIT prediction models with Reinforcement Machine Learning (ML) and Ridge Regression1,2,3,4 and conclude that the AIRC stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell AIRC stock.


Keywords: AIRC, Apartment Income REIT, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Is now good time to invest?
  2. What are the most successful trading algorithms?
  3. What are the most successful trading algorithms?

AIRC Target Price Prediction Modeling Methodology

We consider Apartment Income REIT Stock Decision Process with Ridge Regression where A is the set of discrete actions of AIRC 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(Ridge Regression)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(Reinforcement Machine Learning (ML)) X S(n):→ (n+4 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of AIRC 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?

AIRC Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: AIRC Apartment Income REIT
Time series to forecast n: 04 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell AIRC 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

Apartment Income REIT assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Ridge Regression1,2,3,4 and conclude that the AIRC stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell AIRC stock.

Financial State Forecast for AIRC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 4555
Market Risk7657
Technical Analysis8036
Fundamental Analysis4832
Risk Unsystematic5372

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 851 signals.

References

  1. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  2. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  3. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
  4. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  5. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  6. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  7. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
Frequently Asked QuestionsQ: What is the prediction methodology for AIRC stock?
A: AIRC stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Ridge Regression
Q: Is AIRC stock a buy or sell?
A: The dominant strategy among neural network is to Sell AIRC Stock.
Q: Is Apartment Income REIT stock a good investment?
A: The consensus rating for Apartment Income REIT is Sell and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of AIRC stock?
A: The consensus rating for AIRC is Sell.
Q: What is the prediction period for AIRC stock?
A: The prediction period for AIRC is (n+4 weeks)

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