Modelling A.I. in Economics

IIPR^A Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock (Forecast)

Outlook: Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 02 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Beta1,2,3,4 and it is concluded that the IIPR^A 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. What is prediction in deep learning?
  2. What are the most successful trading algorithms?
  3. What is the best way to predict stock prices?

IIPR^A Target Price Prediction Modeling Methodology

We consider Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of IIPR^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(Beta)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 (CNN Layer)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of IIPR^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?

IIPR^A Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: IIPR^A Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock
Time series to forecast n: 02 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 Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock

  1. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
  2. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.
  3. An entity shall assess at the inception of the hedging relationship, and on an ongoing basis, whether a hedging relationship meets the hedge effectiveness requirements. At a minimum, an entity shall perform the ongoing assessment at each reporting date or upon a significant change in the circumstances affecting the hedge effectiveness requirements, whichever comes first. The assessment relates to expectations about hedge effectiveness and is therefore only forward-looking.
  4. If an entity previously accounted for a derivative liability that is linked to, and must be settled by, delivery of an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) at cost in accordance with IAS 39, it shall measure that derivative liability at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings of the reporting period that includes the date of initial application.

*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

Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Beta1,2,3,4 and it is concluded that the IIPR^A 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

IIPR^A Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCB3
Balance SheetBaa2Baa2
Leverage RatiosB1Caa2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityBa3Baa2

*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 794 signals.

References

  1. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
  2. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
  3. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  4. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  5. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
  6. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
  7. Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
Frequently Asked QuestionsQ: What is the prediction methodology for IIPR^A stock?
A: IIPR^A stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Beta
Q: Is IIPR^A stock a buy or sell?
A: The dominant strategy among neural network is to Sell IIPR^A Stock.
Q: Is Innovative Industrial Properties Inc. 9.00% Series A Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Innovative Industrial Properties Inc. 9.00% 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 IIPR^A stock?
A: The consensus rating for IIPR^A is Sell.
Q: What is the prediction period for IIPR^A stock?
A: The prediction period for IIPR^A is (n+3 month)

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