Modelling A.I. in Economics

PSA^L Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share (Forecast)

Outlook: Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 21 Feb 2023 for (n+16 weeks)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the PSA^L stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Can we predict stock market using machine learning?
  2. What is neural prediction?
  3. Fundemental Analysis with Algorithmic Trading

PSA^L Target Price Prediction Modeling Methodology

We consider Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of PSA^L 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(Wilcoxon Rank-Sum 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 (DNN Layer)) X S(n):→ (n+16 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of PSA^L 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?

PSA^L Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: PSA^L Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share
Time series to forecast n: 21 Feb 2023 for (n+16 weeks)

According to price forecasts for (n+16 weeks) 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 Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share

  1. Financial assets that are held within a business model whose objective is to hold assets in order to collect contractual cash flows are managed to realise cash flows by collecting contractual payments over the life of the instrument. That is, the entity manages the assets held within the portfolio to collect those particular contractual cash flows (instead of managing the overall return on the portfolio by both holding and selling assets). In determining whether cash flows are going to be realised by collecting the financial assets' contractual cash flows, it is necessary to consider the frequency, value and timing of sales in prior periods, the reasons for those sales and expectations about future sales activity. However sales in themselves do not determine the business model and therefore cannot be considered in isolation. Instead, information about past sales and expectations about future sales provide evidence related to how the entity's stated objective for managing the financial assets is achieved and, specifically, how cash flows are realised. An entity must consider information about past sales within the context of the reasons for those sales and the conditions that existed at that time as compared to current conditions.
  2. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness
  3. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.
  4. For example, when the critical terms (such as the nominal amount, maturity and underlying) of the hedging instrument and the hedged item match or are closely aligned, it might be possible for an entity to conclude on the basis of a qualitative assessment of those critical terms that the hedging instrument and the hedged item have values that will generally move in the opposite direction because of the same risk and hence that an economic relationship exists between the hedged item and the hedging instrument (see paragraphs B6.4.4–B6.4.6).

*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

Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share is assigned short-term Ba1 & long-term Ba1 estimated rating. Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the PSA^L stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

PSA^L Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2C
Balance SheetCCaa2
Leverage RatiosBaa2Baa2
Cash FlowB2Caa2
Rates of Return and ProfitabilityCaa2Baa2

*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: 86 out of 100 with 813 signals.

References

  1. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  2. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  3. Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]
  4. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  5. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  6. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  7. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
Frequently Asked QuestionsQ: What is the prediction methodology for PSA^L stock?
A: PSA^L stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Wilcoxon Rank-Sum Test
Q: Is PSA^L stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes PSA^L Stock.
Q: Is Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share stock a good investment?
A: The consensus rating for Public Storage Depositary Shares Each Representing 1/1000 of a 4.625% Cumulative Preferred Share of Beneficial Interest Series L par value $0.01 per share is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of PSA^L stock?
A: The consensus rating for PSA^L is Wait until speculative trend diminishes.
Q: What is the prediction period for PSA^L stock?
A: The prediction period for PSA^L is (n+16 weeks)

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