Modelling A.I. in Economics

Is JRS Stock Buy or Sell?

Outlook: Nuveen Real Estate Income Fund Common Shares of Beneficial Interest is assigned short-term B1 & long-term Ba3 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 22 Jun 2023 for 8 Weeks
Methodology : Modular Neural Network (Market Direction Analysis)

Summary

Nuveen Real Estate Income Fund Common Shares of Beneficial Interest prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Independent T-Test1,2,3,4 and it is concluded that the JRS stock is predictable in the short/long term. Modular neural networks (MNNs) are a type of artificial neural network that can be used for market direction analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying patterns in data or predicting future price movements. The modules are then combined to form a single neural network that can perform multiple tasks.In the context of market direction analysis, MNNs can be used to identify patterns in market data that suggest that the market is likely to move in a particular direction. This information can then be used to make predictions about future price movements. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Hold

Graph 10

Key Points

  1. Reaction Function
  2. Is it better to buy and sell or hold?
  3. Decision Making

JRS Target Price Prediction Modeling Methodology

We consider Nuveen Real Estate Income Fund Common Shares of Beneficial Interest Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of JRS 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(Independent 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(Modular Neural Network (Market Direction Analysis)) X S(n):→ 8 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of JRS stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (Market Direction Analysis)

Modular neural networks (MNNs) are a type of artificial neural network that can be used for market direction analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying patterns in data or predicting future price movements. The modules are then combined to form a single neural network that can perform multiple tasks.In the context of market direction analysis, MNNs can be used to identify patterns in market data that suggest that the market is likely to move in a particular direction. This information can then be used to make predictions about future price movements.

Independent T-Test

An independent t-test is a statistical test that compares the means of two independent samples. In an independent t-test, the data points in each sample are not related to each other. The independent t-test is a parametric test, which means that it assumes that the data is normally distributed. The independent t-test is also a two-sample test, which means that it compares the means of two independent samples.

 

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?

JRS Stock Forecast (Buy or Sell) for 8 Weeks

Sample Set: Neural Network
Stock/Index: JRS Nuveen Real Estate Income Fund Common Shares of Beneficial Interest
Time series to forecast n: 22 Jun 2023 for 8 Weeks

According to price forecasts for 8 Weeks 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 Nuveen Real Estate Income Fund Common Shares of Beneficial Interest

  1. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.
  2. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).
  3. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).
  4. If an entity previously accounted at cost (in accordance with IAS 39), for an investment in an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) (or for a derivative asset that is linked to and must be settled by delivery of such an equity instrument) it shall measure that instrument 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 (or other component of equity, as appropriate) 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

Nuveen Real Estate Income Fund Common Shares of Beneficial Interest is assigned short-term B1 & long-term Ba3 estimated rating. Nuveen Real Estate Income Fund Common Shares of Beneficial Interest prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Independent T-Test1,2,3,4 and it is concluded that the JRS stock is predictable in the short/long term. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Hold

JRS Nuveen Real Estate Income Fund Common Shares of Beneficial Interest Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Income StatementBaa2Caa2
Balance SheetCaa2Baa2
Leverage RatiosCBa2
Cash FlowBaa2B2
Rates of Return and ProfitabilityCaa2B3

*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: 81 out of 100 with 809 signals.

References

  1. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
  2. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  3. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
  4. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  5. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
  6. 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
  7. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for JRS stock?
A: JRS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Independent T-Test
Q: Is JRS stock a buy or sell?
A: The dominant strategy among neural network is to Hold JRS Stock.
Q: Is Nuveen Real Estate Income Fund Common Shares of Beneficial Interest stock a good investment?
A: The consensus rating for Nuveen Real Estate Income Fund Common Shares of Beneficial Interest is Hold and is assigned short-term B1 & long-term Ba3 estimated rating.
Q: What is the consensus rating of JRS stock?
A: The consensus rating for JRS is Hold.
Q: What is the prediction period for JRS stock?
A: The prediction period for JRS is 8 Weeks

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