Modelling A.I. in Economics

PEI^C Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares

Outlook: Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 19 Feb 2023 for (n+6 month)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Sign Test1,2,3,4 and it is concluded that the PEI^C stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Market Risk
  2. Should I buy stocks now or wait amid such uncertainty?
  3. Can neural networks predict stock market?

PEI^C Target Price Prediction Modeling Methodology

We consider Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of PEI^C 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(Sign Test)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 Direction Analysis)) X S(n):→ (n+6 month) i = 1 n a i

n:Time series to forecast

p:Price signals of PEI^C 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^C Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: PEI^C Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares
Time series to forecast n: 19 Feb 2023 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares

  1. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
  2. IFRS 15, issued in May 2014, amended paragraphs 3.1.1, 4.2.1, 5.1.1, 5.2.1, 5.7.6, B3.2.13, B5.7.1, C5 and C42 and deleted paragraph C16 and its related heading. Paragraphs 5.1.3 and 5.7.1A, and a definition to Appendix A, were added. An entity shall apply those amendments when it applies IFRS 15.
  3. Alternatively, the entity may base the assessment on both types of information, ie qualitative factors that are not captured through the internal ratings process and a specific internal rating category at the reporting date, taking into consideration the credit risk characteristics at initial recognition, if both types of information are relevant.
  4. A contractual cash flow characteristic does not affect the classification of the financial asset if it could have only a de minimis effect on the contractual cash flows of the financial asset. To make this determination, an entity must consider the possible effect of the contractual cash flow characteristic in each reporting period and cumulatively over the life of the financial instrument. In addition, if a contractual cash flow characteristic could have an effect on the contractual cash flows that is more than de minimis (either in a single reporting period or cumulatively) but that cash flow characteristic is not genuine, it does not affect the classification of a financial asset. A cash flow characteristic is not genuine if it affects the instrument's contractual cash flows only on the occurrence of an event that is extremely rare, highly abnormal and very unlikely to occur.

*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 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Sign Test1,2,3,4 and it is concluded that the PEI^C stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

PEI^C Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Ba1
Balance SheetCaa2B2
Leverage RatiosCaa2C
Cash FlowCBaa2
Rates of Return and ProfitabilityB2Baa2

*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: 88 out of 100 with 658 signals.

References

  1. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
  2. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  3. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
  4. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  5. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  6. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  7. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
Frequently Asked QuestionsQ: What is the prediction methodology for PEI^C stock?
A: PEI^C stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Sign Test
Q: Is PEI^C stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes PEI^C Stock.
Q: Is Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares stock a good investment?
A: The consensus rating for Pennsylvania Real Estate Investment Trust 7.20% Series C Cumulative Redeemable Perpetual Preferred Shares is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of PEI^C stock?
A: The consensus rating for PEI^C is Wait until speculative trend diminishes.
Q: What is the prediction period for PEI^C stock?
A: The prediction period for PEI^C is (n+6 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.