Modelling A.I. in Economics

DXI DEXUS INDUSTRIA REIT. (Forecast)

Outlook: DEXUS INDUSTRIA REIT. assigned short-term B1 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 12 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Prediction of the Stock Market is a challenging task in predicting the stock prices in the future. Due to the fluctuating nature of the stock, the stock market is too difficult to predict. Stock prices are constantly changing every day. Estimating of the stock market has a high demand for stock customers. Applying all extracted rules at any time is a major challenge to estimate the future stock price with high accuracy. The latest prediction techniques adopted for the stock market such as Artificial Neural Network, Neuro-Fuzzy System, Time Series Linear Models (TSLM), Recurrent Neural Network (RNN).(Nelson, D.M., Pereira, A.C. and De Oliveira, R.A., 2017, May. Stock market's price movement prediction with LSTM neural networks. In 2017 International joint conference on neural networks (IJCNN) (pp. 1419-1426). Ieee.) We evaluate DEXUS INDUSTRIA REIT. prediction models with Modular Neural Network (DNN Layer) and Factor1,2,3,4 and conclude that the DXI stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. Is now good time to invest?
  3. Is Target price a good indicator?

DXI Target Price Prediction Modeling Methodology

We consider DEXUS INDUSTRIA REIT. Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of DXI 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(Factor)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 s rs

n:Time series to forecast

p:Price signals of DXI 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?

DXI Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: DXI DEXUS INDUSTRIA REIT.
Time series to forecast n: 12 Dec 2022 for (n+16 weeks)

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

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 (Grey to Black): *Technical Analysis%

Adjusted IFRS* Prediction Methods for DEXUS INDUSTRIA REIT.

  1. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  2. For example, Entity A, whose functional currency is its local currency, has a firm commitment to pay FC150,000 for advertising expenses in nine months' time and a firm commitment to sell finished goods for FC150,000 in 15 months' time. Entity A enters into a foreign currency derivative that settles in nine months' time under which it receives FC100 and pays CU70. Entity A has no other exposures to FC. Entity A does not manage foreign currency risk on a net basis. Hence, Entity A cannot apply hedge accounting for a hedging relationship between the foreign currency derivative and a net position of FC100 (consisting of FC150,000 of the firm purchase commitment—ie advertising services—and FC149,900 (of the FC150,000) of the firm sale commitment) for a nine-month period.
  3. All investments in equity instruments and contracts on those instruments must be measured at fair value. However, in limited circumstances, cost may be an appropriate estimate of fair value. That may be the case if insufficient more recent information is available to measure fair value, or if there is a wide range of possible fair value measurements and cost represents the best estimate of fair value within that range.
  4. Annual Improvements to IFRSs 2010–2012 Cycle, issued in December 2013, amended paragraphs 4.2.1 and 5.7.5 as a consequential amendment derived from the amendment to IFRS 3. An entity shall apply that amendment prospectively to business combinations to which the amendment to IFRS 3 applies.

*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

DEXUS INDUSTRIA REIT. assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Factor1,2,3,4 and conclude that the DXI stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for DXI DEXUS INDUSTRIA REIT. Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 5085
Market Risk8187
Technical Analysis4935
Fundamental Analysis6059
Risk Unsystematic5957

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 505 signals.

References

  1. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  2. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
  3. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]
  4. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  5. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
  6. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
  7. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
Frequently Asked QuestionsQ: What is the prediction methodology for DXI stock?
A: DXI stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Factor
Q: Is DXI stock a buy or sell?
A: The dominant strategy among neural network is to Hold DXI Stock.
Q: Is DEXUS INDUSTRIA REIT. stock a good investment?
A: The consensus rating for DEXUS INDUSTRIA REIT. is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of DXI stock?
A: The consensus rating for DXI is Hold.
Q: What is the prediction period for DXI stock?
A: The prediction period for DXI is (n+16 weeks)

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