Modelling A.I. in Economics

BHR^B Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share

Outlook: Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share assigned short-term Ba1 & long-term B2 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 08 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Stocks are possibly the most popular financial instrument invented for building wealth and are the centerpiece of any investment portfolio. The advances in trading technology has opened up the markets so that nowadays nearly anybody can own stocks. From last few decades, there seen explosive increase in the average person's interest for stock market. In a financially explosive market, as the stock market, it is important to have a very accurate prediction of a future trend. Because of the financial crisis and recording profits, it is compulsory to have a secure prediction of the values of the stocks. Predicting a non-linear signal requires progressive algorithms of machine learning with help of Artificial Intelligence (AI).(Sarode, S., Tolani, H.G., Kak, P. and Lifna, C.S., 2019, February. Stock price prediction using machine learning techniques. In 2019 International Conference on Intelligent Sustainable Systems (ICISS) (pp. 177-181). IEEE.) We evaluate Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share prediction models with Modular Neural Network (DNN Layer) and Chi-Square1,2,3,4 and conclude that the BHR^B stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. How do predictive algorithms actually work?
  2. Understanding Buy, Sell, and Hold Ratings
  3. Prediction Modeling

BHR^B Target Price Prediction Modeling Methodology

We consider Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of BHR^B 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(Chi-Square)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 (DNN Layer)) X S(n):→ (n+16 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of BHR^B stock

j:Nash equilibria (Neural Network)

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?

BHR^B Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: BHR^B Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share
Time series to forecast n: 08 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

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%

Adjusted IFRS* Prediction Methods for Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share

  1. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
  2. If subsequently an entity reasonably expects that the alternative benchmark rate will not be separately identifiable within 24 months from the date the entity designated it as a non-contractually specified risk component for the first time, the entity shall cease applying the requirement in paragraph 6.9.11 to that alternative benchmark rate and discontinue hedge accounting prospectively from the date of that reassessment for all hedging relationships in which the alternative benchmark rate was designated as a noncontractually specified risk component.
  3. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
  4. An alternative benchmark rate designated as a non-contractually specified risk component that is not separately identifiable (see paragraphs 6.3.7(a) and B6.3.8) at the date it is designated shall be deemed to have met that requirement at that date, if, and only if, the entity reasonably expects the alternative benchmark rate will be separately identifiable within 24 months. The 24-month period applies to each alternative benchmark rate separately and starts from the date the entity designates the alternative benchmark rate as a non-contractually specified risk component for the first time (ie the 24- month period applies on a rate-by-rate basis).

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share assigned short-term Ba1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Chi-Square1,2,3,4 and conclude that the BHR^B stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Financial State Forecast for BHR^B Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1B2
Operational Risk 6631
Market Risk6289
Technical Analysis5736
Fundamental Analysis8343
Risk Unsystematic8544

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 787 signals.

References

  1. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
  2. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  3. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  4. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  5. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
Frequently Asked QuestionsQ: What is the prediction methodology for BHR^B stock?
A: BHR^B stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Chi-Square
Q: Is BHR^B stock a buy or sell?
A: The dominant strategy among neural network is to Buy BHR^B Stock.
Q: Is Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share stock a good investment?
A: The consensus rating for Braemar Hotels & Resorts Inc. 5.50% Series B Cumulative Convertible Preferred Stock par value $0.01 per share is Buy and assigned short-term Ba1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of BHR^B stock?
A: The consensus rating for BHR^B is Buy.
Q: What is the prediction period for BHR^B stock?
A: The prediction period for BHR^B is (n+16 weeks)

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