Modelling A.I. in Economics

ILPT Industrial Logistics Properties Trust Common Shares of Beneficial Interest (Forecast)

Outlook: Industrial Logistics Properties Trust Common Shares of Beneficial Interest is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 16 May 2023 for (n+6 month)
Methodology : Statistical Inference (ML)

Abstract

Industrial Logistics Properties Trust Common Shares of Beneficial Interest prediction model is evaluated with Statistical Inference (ML) and Paired T-Test1,2,3,4 and it is concluded that the ILPT stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is statistical models in machine learning?
  2. Trading Interaction
  3. Nash Equilibria

ILPT Target Price Prediction Modeling Methodology

We consider Industrial Logistics Properties Trust Common Shares of Beneficial Interest Decision Process with Statistical Inference (ML) where A is the set of discrete actions of ILPT 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(Paired T-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(Statistical Inference (ML)) X S(n):→ (n+6 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of ILPT 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?

ILPT Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: ILPT Industrial Logistics Properties Trust Common Shares of Beneficial Interest
Time series to forecast n: 16 May 2023 for (n+6 month)

According to price forecasts for (n+6 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 Industrial Logistics Properties Trust Common Shares of Beneficial Interest

  1. Changes in market conditions that give rise to market risk include changes in a benchmark interest rate, the price of another entity's financial instrument, a commodity price, a foreign exchange rate or an index of prices or rates.
  2. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  3. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
  4. In some jurisdictions, the government or a regulatory authority sets interest rates. For example, such government regulation of interest rates may be part of a broad macroeconomic policy or it may be introduced to encourage entities to invest in a particular sector of the economy. In some of these cases, the objective of the time value of money element is not to provide consideration for only the passage of time. However, despite paragraphs B4.1.9A–B4.1.9D, a regulated interest rate shall be considered a proxy for the time value of money element for the purpose of applying the condition in paragraphs 4.1.2(b) and 4.1.2A(b) if that regulated interest rate provides consideration that is broadly consistent with the passage of time and does not provide exposure to risks or volatility in the contractual cash flows that are inconsistent with a basic lending arrangement.

*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

Industrial Logistics Properties Trust Common Shares of Beneficial Interest is assigned short-term Ba1 & long-term Ba1 estimated rating. Industrial Logistics Properties Trust Common Shares of Beneficial Interest prediction model is evaluated with Statistical Inference (ML) and Paired T-Test1,2,3,4 and it is concluded that the ILPT stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

ILPT Industrial Logistics Properties Trust Common Shares of Beneficial Interest Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2C
Balance SheetBa3B2
Leverage RatiosBaa2Ba3
Cash FlowBaa2Ba1
Rates of Return and ProfitabilityB3B2

*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 486 signals.

References

  1. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  2. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  3. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  4. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
  5. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  6. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  7. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
Frequently Asked QuestionsQ: What is the prediction methodology for ILPT stock?
A: ILPT stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Paired T-Test
Q: Is ILPT stock a buy or sell?
A: The dominant strategy among neural network is to Sell ILPT Stock.
Q: Is Industrial Logistics Properties Trust Common Shares of Beneficial Interest stock a good investment?
A: The consensus rating for Industrial Logistics Properties Trust Common Shares of Beneficial Interest is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ILPT stock?
A: The consensus rating for ILPT is Sell.
Q: What is the prediction period for ILPT stock?
A: The prediction period for ILPT is (n+6 month)

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