Modelling A.I. in Economics

SQFTP Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share (Forecast)

Buy

Hold

Sell

Speculative

Outlook: Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share assigned short-term Caa2 & long-term B1 forecasted stock rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 06 Dec 2022 for (n+6 month)
Methodology : Ensemble Learning (ML)

Abstract

Neural networks, as an intelligent data mining method, have been used in many different challenging pattern recognition problems such as stock market prediction. However, there is no formal method to determine the optimal neural network for prediction purpose in the literature. In this paper, two kinds of neural networks, a feed forward multi layer Perceptron (MLP) and an Elman recurrent network, are used to predict a company's stock value based on its stock share value history.(Anand, C., 2021. Comparison of stock price prediction models using pre-trained neural networks. Journal of Ubiquitous Computing and Communication Technologies (UCCT), 3(02), pp.122-134.) We evaluate Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share prediction models with Ensemble Learning (ML) and Spearman Correlation1,2,3,4 and conclude that the SQFTP stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Wait until speculative trend diminishes SQFTP stock.

Key Points

  1. Decision Making
  2. Is now good time to invest?
  3. Market Outlook

SQFTP Target Price Prediction Modeling Methodology

We consider Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of SQFTP 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(Ensemble Learning (ML)) X S(n):→ (n+6 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of SQFTP 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?

SQFTP Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: SQFTP Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share
Time series to forecast n: 06 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Wait until speculative trend diminishes SQFTP 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 Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share

  1. At the date of initial application, an entity shall determine whether the treatment in paragraph 5.7.7 would create or enlarge an accounting mismatch in profit or loss on the basis of the facts and circumstances that exist at the date of initial application. This Standard shall be applied retrospectively on the basis of that determination.
  2. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.
  3. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.
  4. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.

*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

Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share assigned short-term Caa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Spearman Correlation1,2,3,4 and conclude that the SQFTP stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Wait until speculative trend diminishes SQFTP stock.

Financial State Forecast for SQFTP Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2B1
Operational Risk 3749
Market Risk4277
Technical Analysis3447
Fundamental Analysis4670
Risk Unsystematic3955

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 835 signals.

References

  1. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
  2. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  3. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  4. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  5. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  6. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  7. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
Frequently Asked QuestionsQ: What is the prediction methodology for SQFTP stock?
A: SQFTP stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Spearman Correlation
Q: Is SQFTP stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes SQFTP Stock.
Q: Is Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share stock a good investment?
A: The consensus rating for Presidio Property Trust Inc. 9.375% Series D Cumulative Redeemable Perpetual Preferred Stock $0.01 par value per share is Wait until speculative trend diminishes and assigned short-term Caa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SQFTP stock?
A: The consensus rating for SQFTP is Wait until speculative trend diminishes.
Q: What is the prediction period for SQFTP stock?
A: The prediction period for SQFTP is (n+6 month)

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