Modelling A.I. in Economics

PEI^D Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares (Forecast)

Outlook: Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 02 Jan 2023 for (n+6 month)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods.(Ampomah, E.K., Nyame, G., Qin, Z., Addo, P.C., Gyamfi, E.O. and Gyan, M., 2021. Stock market prediction with gaussian naïve bayes machine learning algorithm. Informatica, 45(2).) We evaluate Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares prediction models with Modular Neural Network (Market Volatility Analysis) and Linear Regression1,2,3,4 and conclude that the PEI^D stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is the use of Markov decision process?
  2. Trading Interaction
  3. How useful are statistical predictions?

PEI^D Target Price Prediction Modeling Methodology

We consider Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of PEI^D 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(Linear 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(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+6 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of PEI^D 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?

PEI^D Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: PEI^D Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares
Time series to forecast n: 02 Jan 2023 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

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 Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares

  1. When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
  2. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
  3. In some circumstances an entity does not have reasonable and supportable information that is available without undue cost or effort to measure lifetime expected credit losses on an individual instrument basis. In that case, lifetime expected credit losses shall be recognised on a collective basis that considers comprehensive credit risk information. This comprehensive credit risk information must incorporate not only past due information but also all relevant credit information, including forward-looking macroeconomic information, in order to approximate the result of recognising lifetime expected credit losses when there has been a significant increase in credit risk since initial recognition on an individual instrument level.
  4. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.

*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

Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Linear Regression1,2,3,4 and conclude that the PEI^D stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

PEI^D Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Caa2
Balance SheetBaa2Caa2
Leverage RatiosBaa2Caa2
Cash FlowBa2Caa2
Rates of Return and ProfitabilityBaa2Ba3

*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: 92 out of 100 with 820 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is TPL a Buy?. AC Investment Research Journal, 101(3).
  2. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  3. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
  4. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
  5. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  6. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  7. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for PEI^D stock?
A: PEI^D stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Linear Regression
Q: Is PEI^D stock a buy or sell?
A: The dominant strategy among neural network is to Hold PEI^D Stock.
Q: Is Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares stock a good investment?
A: The consensus rating for Pennsylvania Real Estate Investment Trust 6.875% Series D Cumulative Redeemable Perpetual Preferred Shares is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of PEI^D stock?
A: The consensus rating for PEI^D is Hold.
Q: What is the prediction period for PEI^D stock?
A: The prediction period for PEI^D is (n+6 month)

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