Modelling A.I. in Economics

FR First Industrial Realty Trust Inc. Common Stock (Forecast)

Outlook: First Industrial Realty Trust Inc. Common Stock assigned short-term B3 & long-term B1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 11 Dec 2022 for (n+4 weeks)
Methodology : Reinforcement Machine Learning (ML)

Abstract

This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction.(Rao, P.S., Srinivas, K. and Mohan, A.K., 2020. A survey on stock market prediction using machine learning techniques. In ICDSMLA 2019 (pp. 923-931). Springer, Singapore.) We evaluate First Industrial Realty Trust Inc. Common Stock prediction models with Reinforcement Machine Learning (ML) and Spearman Correlation1,2,3,4 and conclude that the FR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. Game Theory
  2. Stock Rating
  3. What is statistical models in machine learning?

FR Target Price Prediction Modeling Methodology

We consider First Industrial Realty Trust Inc. Common Stock Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of FR 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(Spearman Correlation)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 = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of FR 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?

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

Sample Set: Neural Network
Stock/Index: FR First Industrial Realty Trust Inc. Common Stock
Time series to forecast n: 11 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 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 First Industrial Realty Trust Inc. Common Stock

  1. If, in applying paragraph 7.2.44, an entity reinstates a discontinued hedging relationship, the entity shall read references in paragraphs 6.9.11 and 6.9.12 to the date the alternative benchmark rate is designated as a noncontractually specified risk component for the first time as referring to the date of initial application of these amendments (ie the 24-month period for that alternative benchmark rate designated as a non-contractually specified risk component begins from the date of initial application of these amendments).
  2. However, the fact that a financial asset is non-recourse does not in itself necessarily preclude the financial asset from meeting the condition in paragraphs 4.1.2(b) and 4.1.2A(b). In such situations, the creditor is required to assess ('look through to') the particular underlying assets or cash flows to determine whether the contractual cash flows of the financial asset being classified are payments of principal and interest on the principal amount outstanding. If the terms of the financial asset give rise to any other cash flows or limit the cash flows in a manner inconsistent with payments representing principal and interest, the financial asset does not meet the condition in paragraphs 4.1.2(b) and 4.1.2A(b). Whether the underlying assets are financial assets or non-financial assets does not in itself affect this assessment.
  3. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  4. In applying the effective interest method, an entity identifies fees that are an integral part of the effective interest rate of a financial instrument. The description of fees for financial services may not be indicative of the nature and substance of the services provided. Fees that are an integral part of the effective interest rate of a financial instrument are treated as an adjustment to the effective interest rate, unless the financial instrument is measured at fair value, with the change in fair value being recognised in profit or loss. In those cases, the fees are recognised as revenue or expense when the instrument is initially recognised.

*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

First Industrial Realty Trust Inc. Common Stock assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Spearman Correlation1,2,3,4 and conclude that the FR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for FR First Industrial Realty Trust Inc. Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 4852
Market Risk4161
Technical Analysis3256
Fundamental Analysis5269
Risk Unsystematic6846

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 804 signals.

References

  1. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
  2. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  3. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  4. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  5. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  6. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
Frequently Asked QuestionsQ: What is the prediction methodology for FR stock?
A: FR stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Spearman Correlation
Q: Is FR stock a buy or sell?
A: The dominant strategy among neural network is to Hold FR Stock.
Q: Is First Industrial Realty Trust Inc. Common Stock stock a good investment?
A: The consensus rating for First Industrial Realty Trust Inc. Common Stock is Hold and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FR stock?
A: The consensus rating for FR is Hold.
Q: What is the prediction period for FR stock?
A: The prediction period for FR is (n+4 weeks)

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