Modelling A.I. in Economics

INDT Stock: In a Bubble?

Outlook: INDUS Realty Trust Inc. (MD) Common Stock is assigned short-term B2 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Dominant Strategy : Hold
Time series to forecast n: for 1 Year
Methodology : Transductive Learning (ML)

Abstract

INDUS Realty Trust Inc. (MD) Common Stock prediction model is evaluated with Transductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the INDT stock is predictable in the short/long term. Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Hold

Graph 10

Key Points

  1. How can neural networks improve predictions?
  2. Is it better to buy and sell or hold?
  3. Market Risk

INDT Target Price Prediction Modeling Methodology

We consider INDUS Realty Trust Inc. (MD) Common Stock Decision Process with Transductive Learning (ML) where A is the set of discrete actions of INDT 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(Wilcoxon Rank-Sum 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(Transductive Learning (ML)) X S(n):→ 1 Year i = 1 n s i

n:Time series to forecast

p:Price signals of INDT stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Transductive Learning (ML)

Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels.

Wilcoxon Rank-Sum Test

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.

 

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?

INDT Stock Forecast (Buy or Sell) for 1 Year

Sample Set: Neural Network
Stock/Index: INDT INDUS Realty Trust Inc. (MD) Common Stock
Time series to forecast n: 1 Year

According to price forecasts for 1 Year period, the dominant strategy among neural network is: Hold

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 INDUS Realty Trust Inc. (MD) Common Stock

  1. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio
  2. 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.
  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, in applying paragraph 7.2.44, an entity reinstates a discontinued hedging relationship, the entity shall read references in paragraphs 6.9.11 and 6.9.12 to the date the alternative benchmark rate is designated as a noncontractually specified risk component for the first time as referring to the date of initial application of these amendments (ie the 24-month period for that alternative benchmark rate designated as a non-contractually specified risk component begins from the date of initial application of these amendments).

*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

INDUS Realty Trust Inc. (MD) Common Stock is assigned short-term B2 & long-term B1 estimated rating. INDUS Realty Trust Inc. (MD) Common Stock prediction model is evaluated with Transductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the INDT stock is predictable in the short/long term. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Hold

INDT INDUS Realty Trust Inc. (MD) Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B1
Income StatementB3C
Balance SheetB1Baa2
Leverage RatiosCBaa2
Cash FlowCBa1
Rates of Return and ProfitabilityBaa2C

*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: 72 out of 100 with 841 signals.

References

  1. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  2. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
  3. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  4. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  5. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  6. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  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 INDT stock?
A: INDT stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is INDT stock a buy or sell?
A: The dominant strategy among neural network is to Hold INDT Stock.
Q: Is INDUS Realty Trust Inc. (MD) Common Stock stock a good investment?
A: The consensus rating for INDUS Realty Trust Inc. (MD) Common Stock is Hold and is assigned short-term B2 & long-term B1 estimated rating.
Q: What is the consensus rating of INDT stock?
A: The consensus rating for INDT is Hold.
Q: What is the prediction period for INDT stock?
A: The prediction period for INDT is 1 Year

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