Modelling A.I. in Economics

MLP Maui Land & Pineapple Company Inc. Common Stock

Maui Land & Pineapple Company Inc. Common Stock Research Report

Summary

As stock data is characterized by highly noisy and non-stationary, stock price prediction is regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by combining empirical mode decomposition (EMD) (or variational mode decomposition (VMD)), extreme learning machine (ELM) and improved harmony search (IHS) algorithm for stock price prediction, which are respectively named EMD–ELM–IHS and VMD–ELM–IHS. We evaluate Maui Land & Pineapple Company Inc. Common Stock prediction models with Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the MLP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy MLP stock.

Key Points

  1. What is the use of Markov decision process?
  2. What is statistical models in machine learning?
  3. Can machine learning predict?

MLP Target Price Prediction Modeling Methodology

We consider Maui Land & Pineapple Company Inc. Common Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of MLP 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(Wilcoxon Sign-Rank Test)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(Multi-Task Learning (ML)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of MLP 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?

MLP Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: MLP Maui Land & Pineapple Company Inc. Common Stock
Time series to forecast n: 02 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy MLP 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 Maui Land & Pineapple Company Inc. Common Stock

  1. There are two types of components of nominal amounts that can be designated as the hedged item in a hedging relationship: a component that is a proportion of an entire item or a layer component. The type of component changes the accounting outcome. An entity shall designate the component for accounting purposes consistently with its risk management objective.
  2. When using historical credit loss experience in estimating expected credit losses, it is important that information about historical credit loss rates is applied to groups that are defined in a manner that is consistent with the groups for which the historical credit loss rates were observed. Consequently, the method used shall enable each group of financial assets to be associated with information about past credit loss experience in groups of financial assets with similar risk characteristics and with relevant observable data that reflects current conditions.
  3. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio
  4. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio

*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

Maui Land & Pineapple Company Inc. Common Stock assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the MLP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy MLP stock.

Financial State Forecast for MLP Maui Land & Pineapple Company Inc. Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 3369
Market Risk6778
Technical Analysis7039
Fundamental Analysis3634
Risk Unsystematic6269

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 866 signals.

References

  1. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  2. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  3. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  4. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  5. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
Frequently Asked QuestionsQ: What is the prediction methodology for MLP stock?
A: MLP stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is MLP stock a buy or sell?
A: The dominant strategy among neural network is to Buy MLP Stock.
Q: Is Maui Land & Pineapple Company Inc. Common Stock stock a good investment?
A: The consensus rating for Maui Land & Pineapple Company Inc. Common Stock is Buy and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of MLP stock?
A: The consensus rating for MLP is Buy.
Q: What is the prediction period for MLP stock?
A: The prediction period for MLP is (n+3 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.