Modelling A.I. in Economics

ICR^A InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock

Outlook: InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 12 Jan 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the ICR^A stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Is Target price a good indicator?
  2. Probability Distribution
  3. Buy, Sell and Hold Signals

ICR^A Target Price Prediction Modeling Methodology

We consider InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of ICR^A 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(Statistical Hypothesis Testing)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 News Sentiment Analysis)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of ICR^A 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?

ICR^A Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: ICR^A InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock
Time series to forecast n: 12 Jan 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

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 InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock

  1. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.
  2. Paragraph 6.3.4 permits an entity to designate as hedged items aggregated exposures that are a combination of an exposure and a derivative. When designating such a hedged item, an entity assesses whether the aggregated exposure combines an exposure with a derivative so that it creates a different aggregated exposure that is managed as one exposure for a particular risk (or risks). In that case, the entity may designate the hedged item on the basis of the aggregated exposure
  3. An entity's estimate of expected credit losses on loan commitments shall be consistent with its expectations of drawdowns on that loan commitment, ie it shall consider the expected portion of the loan commitment that will be drawn down within 12 months of the reporting date when estimating 12-month expected credit losses, and the expected portion of the loan commitment that will be drawn down over the expected life of the loan commitment when estimating lifetime expected credit losses.
  4. An entity's business model refers to how an entity manages its financial assets in order to generate cash flows. That is, the entity's business model determines whether cash flows will result from collecting contractual cash flows, selling financial assets or both. Consequently, this assessment is not performed on the basis of scenarios that the entity does not reasonably expect to occur, such as so-called 'worst case' or 'stress case' scenarios. For example, if an entity expects that it will sell a particular portfolio of financial assets only in a stress case scenario, that scenario would not affect the entity's assessment of the business model for those assets if the entity reasonably expects that such a scenario will not occur. If cash flows are realised in a way that is different from the entity's expectations at the date that the entity assessed the business model (for example, if the entity sells more or fewer financial assets than it expected when it classified the assets), that does not give rise to a prior period error in the entity's financial statements (see IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors) nor does it change the classification of the remaining financial assets held in that business model (ie those assets that the entity recognised in prior periods and still holds) as long as the entity considered all relevant information that was available at the time that it made the business model assessment.

*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

InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the ICR^A stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

ICR^A InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Baa2
Balance SheetCaa2C
Leverage RatiosBaa2B3
Cash FlowBa2Baa2
Rates of Return and ProfitabilityBaa2Baa2

*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: 73 out of 100 with 761 signals.

References

  1. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  2. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  3. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  4. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  5. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
  6. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  7. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
Frequently Asked QuestionsQ: What is the prediction methodology for ICR^A stock?
A: ICR^A stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Statistical Hypothesis Testing
Q: Is ICR^A stock a buy or sell?
A: The dominant strategy among neural network is to Sell ICR^A Stock.
Q: Is InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for InPoint Commercial Real Estate Income Inc. 6.75% Series A Cumulative Redeemable Preferred Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ICR^A stock?
A: The consensus rating for ICR^A is Sell.
Q: What is the prediction period for ICR^A stock?
A: The prediction period for ICR^A is (n+8 weeks)

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