Modelling A.I. in Economics

SNDA Sonida Senior Living Inc. Common Stock

Outlook: Sonida Senior Living Inc. Common Stock assigned short-term Ba2 & long-term B1 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 09 Dec 2022 for (n+16 weeks)
Methodology : Transfer Learning (ML)

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.(Vazirani, S., Sharma, A. and Sharma, P., 2020, October. Analysis of various machine learning algorithm and hybrid model for stock market prediction using python. In 2020 International Conference on Smart Technologies in Computing, Electrical and Electronics (ICSTCEE) (pp. 203-207). IEEE.) We evaluate Sonida Senior Living Inc. Common Stock prediction models with Transfer Learning (ML) and ElasticNet Regression1,2,3,4 and conclude that the SNDA stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Dominated Move
  2. What are main components of Markov decision process?
  3. Stock Rating

SNDA Target Price Prediction Modeling Methodology

We consider Sonida Senior Living Inc. Common Stock Decision Process with Transfer Learning (ML) where A is the set of discrete actions of SNDA 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(Transfer Learning (ML)) X S(n):→ (n+16 weeks) e x rx

n:Time series to forecast

p:Price signals of SNDA 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?

SNDA Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: SNDA Sonida Senior Living Inc. Common Stock
Time series to forecast n: 09 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 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%

Adjusted IFRS* Prediction Methods for Sonida Senior Living Inc. Common Stock

  1. If an entity measures a hybrid contract at fair value in accordance with paragraphs 4.1.2A, 4.1.4 or 4.1.5 but the fair value of the hybrid contract had not been measured in comparative reporting periods, the fair value of the hybrid contract in the comparative reporting periods shall be the sum of the fair values of the components (ie the non-derivative host and the embedded derivative) at the end of each comparative reporting period if the entity restates prior periods (see paragraph 7.2.15).
  2. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
  3. If there is a hedging relationship between a non-derivative monetary asset and a non-derivative monetary liability, changes in the foreign currency component of those financial instruments are presented in profit or loss.
  4. If an entity previously accounted for a derivative liability that is linked to, and must be settled by, delivery of an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) at cost in accordance with IAS 39, it shall measure that derivative liability at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings of the reporting period that includes the date of initial application.

*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

Sonida Senior Living Inc. Common Stock assigned short-term Ba2 & long-term B1 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with ElasticNet Regression1,2,3,4 and conclude that the SNDA stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Financial State Forecast for SNDA Sonida Senior Living Inc. Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B1
Operational Risk 3645
Market Risk7361
Technical Analysis8890
Fundamental Analysis8456
Risk Unsystematic5734

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 698 signals.

References

  1. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
  2. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  3. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  4. Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
  5. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for SNDA stock?
A: SNDA stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and ElasticNet Regression
Q: Is SNDA stock a buy or sell?
A: The dominant strategy among neural network is to Buy SNDA Stock.
Q: Is Sonida Senior Living Inc. Common Stock stock a good investment?
A: The consensus rating for Sonida Senior Living Inc. Common Stock is Buy and assigned short-term Ba2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SNDA stock?
A: The consensus rating for SNDA is Buy.
Q: What is the prediction period for SNDA stock?
A: The prediction period for SNDA is (n+16 weeks)

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