Modelling A.I. in Economics

EPR^E EPR Properties Series E Cumulative Conv Pfd Shs Ser E

Buy

Hold

Sell

Speculative

Outlook: EPR Properties Series E Cumulative Conv Pfd Shs Ser E assigned short-term Ba3 & long-term B1 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 06 Dec 2022 for (n+6 month)
Methodology : Statistical Inference (ML)

Abstract

Data mining and machine learning approaches can be incorporated into business intelligence (BI) systems to help users for decision support in many real-life applications. Here, in this paper, we propose a machine learning approach for BI applications. Specifically, we apply structural support vector machines (SSVMs) to perform classification on complex inputs such as the nodes of a graph structure. (Chen, S. and He, H., 2018, October. Stock prediction using convolutional neural network. In IOP Conference series: materials science and engineering (Vol. 435, No. 1, p. 012026). IOP Publishing.) We evaluate EPR Properties Series E Cumulative Conv Pfd Shs Ser E prediction models with Statistical Inference (ML) and ElasticNet Regression1,2,3,4 and conclude that the EPR^E stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell EPR^E stock.

Key Points

  1. What are the most successful trading algorithms?
  2. Dominated Move
  3. Market Signals

EPR^E Target Price Prediction Modeling Methodology

We consider EPR Properties Series E Cumulative Conv Pfd Shs Ser E Decision Process with Statistical Inference (ML) where A is the set of discrete actions of EPR^E 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(ElasticNet 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(Statistical Inference (ML)) X S(n):→ (n+6 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of EPR^E 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?

EPR^E Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: EPR^E EPR Properties Series E Cumulative Conv Pfd Shs Ser E
Time series to forecast n: 06 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell EPR^E 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%

Adjusted IFRS* Prediction Methods for EPR Properties Series E Cumulative Conv Pfd Shs Ser E

  1. IFRS 17, issued in May 2017, amended paragraphs 2.1, B2.1, B2.4, B2.5 and B4.1.30, and added paragraph 3.3.5. Amendments to IFRS 17, issued in June 2020, further amended paragraph 2.1 and added paragraphs 7.2.36‒7.2.42. An entity shall apply those amendments when it applies IFRS 17.
  2. In almost every lending transaction the creditor's instrument is ranked relative to the instruments of the debtor's other creditors. An instrument that is subordinated to other instruments may have contractual cash flows that are payments of principal and interest on the principal amount outstanding if the debtor's non-payment is a breach of contract and the holder has a contractual right to unpaid amounts of principal and interest on the principal amount outstanding even in the event of the debtor's bankruptcy. For example, a trade receivable that ranks its creditor as a general creditor would qualify as having payments of principal and interest on the principal amount outstanding. This is the case even if the debtor issued loans that are collateralised, which in the event of bankruptcy would give that loan holder priority over the claims of the general creditor in respect of the collateral but does not affect the contractual right of the general creditor to unpaid principal and other amounts due.
  3. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.
  4. When an entity first applies this Standard, it may choose as its accounting policy to continue to apply the hedge accounting requirements of IAS 39 instead of the requirements in Chapter 6 of this Standard. An entity shall apply that policy to all of its hedging relationships. An entity that chooses that policy shall also apply IFRIC 16 Hedges of a Net Investment in a Foreign Operation without the amendments that conform that Interpretation to the requirements in Chapter 6 of this Standard.

*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

EPR Properties Series E Cumulative Conv Pfd Shs Ser E assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with ElasticNet Regression1,2,3,4 and conclude that the EPR^E stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell EPR^E stock.

Financial State Forecast for EPR^E EPR Properties Series E Cumulative Conv Pfd Shs Ser E Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 7659
Market Risk8477
Technical Analysis8354
Fundamental Analysis3869
Risk Unsystematic3537

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 690 signals.

References

  1. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  2. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
  3. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
  4. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  5. T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
  6. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
  7. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
Frequently Asked QuestionsQ: What is the prediction methodology for EPR^E stock?
A: EPR^E stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and ElasticNet Regression
Q: Is EPR^E stock a buy or sell?
A: The dominant strategy among neural network is to Sell EPR^E Stock.
Q: Is EPR Properties Series E Cumulative Conv Pfd Shs Ser E stock a good investment?
A: The consensus rating for EPR Properties Series E Cumulative Conv Pfd Shs Ser E is Sell and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of EPR^E stock?
A: The consensus rating for EPR^E is Sell.
Q: What is the prediction period for EPR^E stock?
A: The prediction period for EPR^E is (n+6 month)

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