Modelling A.I. in Economics

HT^D Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share

Outlook: Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 22 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression1,2,3,4 and it is concluded that the HT^D stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. Trading Interaction
  2. Trust metric by Neural Network
  3. Investment Risk

HT^D Target Price Prediction Modeling Methodology

We consider Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of HT^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(ElasticNet 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 (Speculative Sentiment Analysis)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of HT^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?

HT^D Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: HT^D Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share
Time series to forecast n: 22 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share

  1. Measurement of a financial asset or financial liability and classification of recognised changes in its value are determined by the item's classification and whether the item is part of a designated hedging relationship. Those requirements can create a measurement or recognition inconsistency (sometimes referred to as an 'accounting mismatch') when, for example, in the absence of designation as at fair value through profit or loss, a financial asset would be classified as subsequently measured at fair value through profit or loss and a liability the entity considers related would be subsequently measured at amortised cost (with changes in fair value not recognised). In such circumstances, an entity may conclude that its financial statements would provide more relevant information if both the asset and the liability were measured as at fair value through profit or loss.
  2. This Standard does not specify a method for assessing whether a hedging relationship meets the hedge effectiveness requirements. However, an entity shall use a method that captures the relevant characteristics of the hedging relationship including the sources of hedge ineffectiveness. Depending on those factors, the method can be a qualitative or a quantitative assessment.
  3. Unless paragraph 6.8.8 applies, for a hedge of a non-contractually specified benchmark component of interest rate risk, an entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component shall be separately identifiable—only at the inception of the hedging relationship.
  4. A net position is eligible for hedge accounting only if an entity hedges on a net basis for risk management purposes. Whether an entity hedges in this way is a matter of fact (not merely of assertion or documentation). Hence, an entity cannot apply hedge accounting on a net basis solely to achieve a particular accounting outcome if that would not reflect its risk management approach. Net position hedging must form part of an established risk management strategy. Normally this would be approved by key management personnel as defined in IAS 24.

*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

Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share is assigned short-term Ba1 & long-term Ba1 estimated rating. Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression1,2,3,4 and it is concluded that the HT^D stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

HT^D Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetBa1B1
Leverage RatiosCaa2Baa2
Cash FlowCaa2B2
Rates of Return and ProfitabilityCaa2Caa2

*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 567 signals.

References

  1. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
  2. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
  3. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
  4. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  5. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
  7. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
Frequently Asked QuestionsQ: What is the prediction methodology for HT^D stock?
A: HT^D stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression
Q: Is HT^D stock a buy or sell?
A: The dominant strategy among neural network is to Sell HT^D Stock.
Q: Is Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share stock a good investment?
A: The consensus rating for Hersha Hospitality Trust 6.50% Series D Cumulative Redeemable Preferred Shares of Beneficial Interest $0.01 par value per share is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of HT^D stock?
A: The consensus rating for HT^D is Sell.
Q: What is the prediction period for HT^D stock?
A: The prediction period for HT^D is (n+3 month)

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