Modelling A.I. in Economics

PGRU PropertyGuru Group Limited Ordinary Shares

Outlook: PropertyGuru Group Limited Ordinary Shares assigned short-term B3 & long-term Baa2 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 07 Dec 2022 for (n+8 weeks)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange. The successful prediction of a stock's future price will maximize investor's gains. This paper proposes a machine learning model to predict stock market price.(Yoo, P.D., Kim, M.H. and Jan, T., 2005, November. Machine learning techniques and use of event information for stock market prediction: A survey and evaluation. In International Conference on Computational Intelligence for Modelling, Control and Automation and International Conference on Intelligent Agents, Web Technologies and Internet Commerce (CIMCA-IAWTIC'06) (Vol. 2, pp. 835-841). IEEE.) We evaluate PropertyGuru Group Limited Ordinary Shares prediction models with Modular Neural Network (Market Direction Analysis) and Sign Test1,2,3,4 and conclude that the PGRU stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell PGRU stock.

AC Investment Research

Key Points

  1. Stock Rating
  2. What is the use of Markov decision process?
  3. How useful are statistical predictions?

PGRU Target Price Prediction Modeling Methodology

We consider PropertyGuru Group Limited Ordinary Shares Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of PGRU 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(Sign 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(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

p:Price signals of PGRU 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?

PGRU Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: PGRU PropertyGuru Group Limited Ordinary Shares
Time series to forecast n: 07 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell PGRU 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 PropertyGuru Group Limited Ordinary Shares

  1. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.
  2. That the transferee is unlikely to sell the transferred asset does not, of itself, mean that the transferor has retained control of the transferred asset. However, if a put option or guarantee constrains the transferee from selling the transferred asset, then the transferor has retained control of the transferred asset. For example, if a put option or guarantee is sufficiently valuable it constrains the transferee from selling the transferred asset because the transferee would, in practice, not sell the transferred asset to a third party without attaching a similar option or other restrictive conditions. Instead, the transferee would hold the transferred asset so as to obtain payments under the guarantee or put option. Under these circumstances the transferor has retained control of the transferred asset.
  3. The methods used to determine whether credit risk has increased significantly on a financial instrument since initial recognition should consider the characteristics of the financial instrument (or group of financial instruments) and the default patterns in the past for comparable financial instruments. Despite the requirement in paragraph 5.5.9, for financial instruments for which default patterns are not concentrated at a specific point during the expected life of the financial instrument, changes in the risk of a default occurring over the next 12 months may be a reasonable approximation of the changes in the lifetime risk of a default occurring. In such cases, an entity may use changes in the risk of a default occurring over the next 12 months to determine whether credit risk has increased significantly since initial recognition, unless circumstances indicate that a lifetime assessment is necessary
  4. An entity is not required to incorporate forecasts of future conditions over the entire expected life of a financial instrument. The degree of judgement that is required to estimate expected credit losses depends on the availability of detailed information. As the forecast horizon increases, the availability of detailed information decreases and the degree of judgement required to estimate expected credit losses increases. The estimate of expected credit losses does not require a detailed estimate for periods that are far in the future—for such periods, an entity may extrapolate projections from available, detailed information.

*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

PropertyGuru Group Limited Ordinary Shares assigned short-term B3 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Sign Test1,2,3,4 and conclude that the PGRU stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell PGRU stock.

Financial State Forecast for PGRU PropertyGuru Group Limited Ordinary Shares Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Baa2
Operational Risk 6577
Market Risk3382
Technical Analysis3565
Fundamental Analysis3590
Risk Unsystematic8274

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 757 signals.

References

  1. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  2. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., GXO Options & Futures Prediction. AC Investment Research Journal, 101(3).
  4. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  5. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  6. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  7. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
Frequently Asked QuestionsQ: What is the prediction methodology for PGRU stock?
A: PGRU stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Sign Test
Q: Is PGRU stock a buy or sell?
A: The dominant strategy among neural network is to Sell PGRU Stock.
Q: Is PropertyGuru Group Limited Ordinary Shares stock a good investment?
A: The consensus rating for PropertyGuru Group Limited Ordinary Shares is Sell and assigned short-term B3 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of PGRU stock?
A: The consensus rating for PGRU is Sell.
Q: What is the prediction period for PGRU stock?
A: The prediction period for PGRU is (n+8 weeks)



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