Modelling A.I. in Economics

SQFT Presidio Property Trust Inc. Class A Common Stock

Outlook: Presidio Property Trust Inc. Class A Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : SellHold
Time series to forecast n: 30 Apr 2023 for (n+3 month)
Methodology : Deductive Inference (ML)

Abstract

Presidio Property Trust Inc. Class A Common Stock prediction model is evaluated with Deductive Inference (ML) and Pearson Correlation1,2,3,4 and it is concluded that the SQFT stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: SellHold

Key Points

  1. What are the most successful trading algorithms?
  2. What is prediction model?
  3. What is a prediction confidence?

SQFT Target Price Prediction Modeling Methodology

We consider Presidio Property Trust Inc. Class A Common Stock Decision Process with Deductive Inference (ML) where A is the set of discrete actions of SQFT 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(Pearson Correlation)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(Deductive Inference (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SQFT 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?

SQFT Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: SQFT Presidio Property Trust Inc. Class A Common Stock
Time series to forecast n: 30 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: SellHold

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 Presidio Property Trust Inc. Class A Common Stock

  1. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.
  2. A contractually specified inflation risk component of the cash flows of a recognised inflation-linked bond (assuming that there is no requirement to account for an embedded derivative separately) is separately identifiable and reliably measurable, as long as other cash flows of the instrument are not affected by the inflation risk component.
  3. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.
  4. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.

*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

Presidio Property Trust Inc. Class A Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Presidio Property Trust Inc. Class A Common Stock prediction model is evaluated with Deductive Inference (ML) and Pearson Correlation1,2,3,4 and it is concluded that the SQFT stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: SellHold

SQFT Presidio Property Trust Inc. Class A Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa3
Balance SheetCBaa2
Leverage RatiosBaa2Caa2
Cash FlowB3Caa2
Rates of Return and ProfitabilityB3C

*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: 74 out of 100 with 642 signals.

References

  1. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  2. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  3. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. The Dow Jones Industrial Average (No. Stock Analysis). AC Investment Research.
  4. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  5. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
  6. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  7. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for SQFT stock?
A: SQFT stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Pearson Correlation
Q: Is SQFT stock a buy or sell?
A: The dominant strategy among neural network is to SellHold SQFT Stock.
Q: Is Presidio Property Trust Inc. Class A Common Stock stock a good investment?
A: The consensus rating for Presidio Property Trust Inc. Class A Common Stock is SellHold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SQFT stock?
A: The consensus rating for SQFT is SellHold.
Q: What is the prediction period for SQFT stock?
A: The prediction period for SQFT is (n+3 month)

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