Modelling A.I. in Economics

SCP SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP

Outlook: SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 23 May 2023 for (n+1 year)
Methodology : Deductive Inference (ML)

Abstract

SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP prediction model is evaluated with Deductive Inference (ML) and Spearman Correlation1,2,3,4 and it is concluded that the SCP stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

Key Points

  1. What are main components of Markov decision process?
  2. Trust metric by Neural Network
  3. Reaction Function

SCP Target Price Prediction Modeling Methodology

We consider SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP Decision Process with Deductive Inference (ML) where A is the set of discrete actions of SCP 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(Spearman 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+1 year) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of SCP 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?

SCP Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: SCP SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP
Time series to forecast n: 23 May 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP

  1. The business model may be to hold assets to collect contractual cash flows even if the entity sells financial assets when there is an increase in the assets' credit risk. To determine whether there has been an increase in the assets' credit risk, the entity considers reasonable and supportable information, including forward looking information. Irrespective of their frequency and value, sales due to an increase in the assets' credit risk are not inconsistent with a business model whose objective is to hold financial assets to collect contractual cash flows because the credit quality of financial assets is relevant to the entity's ability to collect contractual cash flows. Credit risk management activities that are aimed at minimising potential credit losses due to credit deterioration are integral to such a business model. Selling a financial asset because it no longer meets the credit criteria specified in the entity's documented investment policy is an example of a sale that has occurred due to an increase in credit risk. However, in the absence of such a policy, the entity may demonstrate in other ways that the sale occurred due to an increase in credit risk.
  2. If a guarantee provided by an entity to pay for default losses on a transferred asset prevents the transferred asset from being derecognised to the extent of the continuing involvement, the transferred asset at the date of the transfer is measured at the lower of (i) the carrying amount of the asset and (ii) the maximum amount of the consideration received in the transfer that the entity could be required to repay ('the guarantee amount'). The associated liability is initially measured at the guarantee amount plus the fair value of the guarantee (which is normally the consideration received for the guarantee). Subsequently, the initial fair value of the guarantee is recognised in profit or loss when (or as) the obligation is satisfied (in accordance with the principles of IFRS 15) and the carrying value of the asset is reduced by any loss allowance.
  3. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  4. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).

*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

SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP is assigned short-term Ba1 & long-term Ba1 estimated rating. SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP prediction model is evaluated with Deductive Inference (ML) and Spearman Correlation1,2,3,4 and it is concluded that the SCP stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

SCP SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCC
Balance SheetCCaa2
Leverage RatiosB3Baa2
Cash FlowB1Ba3
Rates of Return and ProfitabilityCBa3

*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: 76 out of 100 with 780 signals.

References

  1. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  2. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  3. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  4. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  5. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  6. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  7. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
Frequently Asked QuestionsQ: What is the prediction methodology for SCP stock?
A: SCP stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Spearman Correlation
Q: Is SCP stock a buy or sell?
A: The dominant strategy among neural network is to Sell SCP Stock.
Q: Is SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP stock a good investment?
A: The consensus rating for SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SCP stock?
A: The consensus rating for SCP is Sell.
Q: What is the prediction period for SCP stock?
A: The prediction period for SCP is (n+1 year)



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