Modelling A.I. in Economics

REP RAM ESSENTIAL SERVICES PROPERTY FUND (Forecast)

Outlook: RAM ESSENTIAL SERVICES PROPERTY FUND assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 22 Dec 2022 for (n+4 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Market systems are so complex that they overwhelm the ability of any individual to predict. But it is crucial for the investors to predict stock market price to generate notable profit. We have taken into factors such as Commodity Prices (crude oil, gold, silver), Market History, and Foreign exchange rate (FEX) that influence the stock trend.(Song, Y., 2018. Stock trend prediction: Based on machine learning methods (Doctoral dissertation, UCLA).) We evaluate RAM ESSENTIAL SERVICES PROPERTY FUND prediction models with Modular Neural Network (CNN Layer) and Pearson Correlation1,2,3,4 and conclude that the REP stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Should I buy stocks now or wait amid such uncertainty?
  2. What is prediction model?
  3. Stock Rating

REP Target Price Prediction Modeling Methodology

We consider RAM ESSENTIAL SERVICES PROPERTY FUND Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of REP 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(Pearson 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(Modular Neural Network (CNN Layer)) X S(n):→ (n+4 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of REP 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?

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

Sample Set: Neural Network
Stock/Index: REP RAM ESSENTIAL SERVICES PROPERTY FUND
Time series to forecast n: 22 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

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%

IFRS Reconciliation Adjustments for RAM ESSENTIAL SERVICES PROPERTY FUND

  1. In some cases, the qualitative and non-statistical quantitative information available may be sufficient to determine that a financial instrument has met the criterion for the recognition of a loss allowance at an amount equal to lifetime expected credit losses. That is, the information does not need to flow through a statistical model or credit ratings process in order to determine whether there has been a significant increase in the credit risk of the financial instrument. In other cases, an entity may need to consider other information, including information from its statistical models or credit ratings processes.
  2. For example, an entity may use this condition to designate financial liabilities as at fair value through profit or loss if it meets the principle in paragraph 4.2.2(b) and the entity has financial assets and financial liabilities that share one or more risks and those risks are managed and evaluated on a fair value basis in accordance with a documented policy of asset and liability management. An example could be an entity that has issued 'structured products' containing multiple embedded derivatives and manages the resulting risks on a fair value basis using a mix of derivative and non-derivative financial instruments
  3. If the underlyings are not the same but are economically related, there can be situations in which the values of the hedging instrument and the hedged item move in the same direction, for example, because the price differential between the two related underlyings changes while the underlyings themselves do not move significantly. That is still consistent with an economic relationship between the hedging instrument and the hedged item if the values of the hedging instrument and the hedged item are still expected to typically move in the opposite direction when the underlyings move.
  4. A layer component that includes a prepayment option is not eligible to be designated as a hedged item in a fair value hedge if the prepayment option's fair value is affected by changes in the hedged risk, unless the designated layer includes the effect of the related prepayment option when determining the change in the fair value of the hedged item.

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

RAM ESSENTIAL SERVICES PROPERTY FUND assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Pearson Correlation1,2,3,4 and conclude that the REP stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

REP RAM ESSENTIAL SERVICES PROPERTY FUND Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Baa2
Balance SheetCaa2Baa2
Leverage RatiosB3Ba3
Cash FlowCaa2Caa2
Rates of Return and ProfitabilityB2Baa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 625 signals.

References

  1. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  2. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  3. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  4. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
  5. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  6. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  7. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
Frequently Asked QuestionsQ: What is the prediction methodology for REP stock?
A: REP stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Pearson Correlation
Q: Is REP stock a buy or sell?
A: The dominant strategy among neural network is to Buy REP Stock.
Q: Is RAM ESSENTIAL SERVICES PROPERTY FUND stock a good investment?
A: The consensus rating for RAM ESSENTIAL SERVICES PROPERTY FUND is Buy and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of REP stock?
A: The consensus rating for REP is Buy.
Q: What is the prediction period for REP stock?
A: The prediction period for REP is (n+4 weeks)

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