Modelling A.I. in Economics

SUI Sun Communities Inc. Common Stock

Outlook: Sun Communities Inc. Common Stock assigned short-term B3 & long-term B3 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 15 Dec 2022 for (n+8 weeks)
Methodology : Multi-Task Learning (ML)

Abstract

The categorization of high dimensional data present a fascinating challenge to machine learning models as frequent number of highly correlated dimensions or attributes can affect the accuracy of classification model. In this paper, the problem of high dimensionality of stock exchange is investigated to predict the market trends by applying the principal component analysis (PCA) with linear regression. PCA can help to improve the predictive performance of machine learning methods while reducing the redundancy among the data.(Li, J., Bu, H. and Wu, J., 2017, June. Sentiment-aware stock market prediction: A deep learning method. In 2017 international conference on service systems and service management (pp. 1-6). IEEE.) We evaluate Sun Communities Inc. Common Stock prediction models with Multi-Task Learning (ML) and Spearman Correlation1,2,3,4 and conclude that the SUI stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. What is statistical models in machine learning?
  2. What is prediction in deep learning?
  3. Technical Analysis with Algorithmic Trading

SUI Target Price Prediction Modeling Methodology

We consider Sun Communities Inc. Common Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of SUI 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(Multi-Task Learning (ML)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of SUI 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?

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

Sample Set: Neural Network
Stock/Index: SUI Sun Communities Inc. Common Stock
Time series to forecast n: 15 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 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 Sun Communities Inc. Common Stock

  1. For a financial guarantee contract, the entity is required to make payments only in the event of a default by the debtor in accordance with the terms of the instrument that is guaranteed. Accordingly, cash shortfalls are the expected payments to reimburse the holder for a credit loss that it incurs less any amounts that the entity expects to receive from the holder, the debtor or any other party. If the asset is fully guaranteed, the estimation of cash shortfalls for a financial guarantee contract would be consistent with the estimations of cash shortfalls for the asset subject to the guarantee
  2. An entity can rebut this presumption. However, it can do so only when it has reasonable and supportable information available that demonstrates that even if contractual payments become more than 30 days past due, this does not represent a significant increase in the credit risk of a financial instrument. For example when non-payment was an administrative oversight, instead of resulting from financial difficulty of the borrower, or the entity has access to historical evidence that demonstrates that there is no correlation between significant increases in the risk of a default occurring and financial assets on which payments are more than 30 days past due, but that evidence does identify such a correlation when payments are more than 60 days past due.
  3. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.
  4. An entity shall apply Annual Improvements to IFRS Standards 2018–2020 to financial liabilities that are modified or exchanged on or after the beginning of the annual reporting period in which the entity first applies the amendment.

*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

Sun Communities Inc. Common Stock assigned short-term B3 & long-term B3 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Spearman Correlation1,2,3,4 and conclude that the SUI stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

Financial State Forecast for SUI Sun Communities Inc. Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B3
Operational Risk 4959
Market Risk5141
Technical Analysis3245
Fundamental Analysis7339
Risk Unsystematic3652

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 715 signals.

References

  1. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  2. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
  3. 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.
  4. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  5. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  6. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  7. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
Frequently Asked QuestionsQ: What is the prediction methodology for SUI stock?
A: SUI stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Spearman Correlation
Q: Is SUI stock a buy or sell?
A: The dominant strategy among neural network is to Buy SUI Stock.
Q: Is Sun Communities Inc. Common Stock stock a good investment?
A: The consensus rating for Sun Communities Inc. Common Stock is Buy and assigned short-term B3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of SUI stock?
A: The consensus rating for SUI is Buy.
Q: What is the prediction period for SUI stock?
A: The prediction period for SUI is (n+8 weeks)



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