AUC Score :
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n:
Methodology : Modular Neural Network (CNN Layer)
Hypothesis Testing : Independent T-Test
Surveillance : Major exchange and OTC
1The accuracy of the model is being monitored on a regular basis.(15-minute period)
2Time series is updated based on short-term trends.
Summary
Macerich Company (The) Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Independent T-Test1,2,3,4 and it is concluded that the MAC stock is predictable in the short/long term. CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Sell
Key Points
- Market Signals
- Can we predict stock market using machine learning?
- How do you know when a stock will go up or down?
MAC Target Price Prediction Modeling Methodology
We consider Macerich Company (The) Common Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of MAC 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= X R(Modular Neural Network (CNN Layer)) X S(n):→ 1 Year
n:Time series to forecast
p:Price signals of MAC stock
j:Nash equilibria (Neural Network)
k:Dominated move
a:Best response for target price
Modular Neural Network (CNN Layer)
CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications.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?
MAC Stock Forecast (Buy or Sell)
Sample Set: Neural NetworkStock/Index: MAC Macerich Company (The) Common Stock
Time series to forecast: 1 Year
According to price forecasts, the dominant strategy among neural network is: Sell
Strategic Interaction Table Legend:
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%
Financial Data Adjustments for Modular Neural Network (CNN Layer) based MAC Stock Prediction Model
- For the purposes of measuring expected credit losses, the estimate of expected cash shortfalls shall reflect the cash flows expected from collateral and other credit enhancements that are part of the contractual terms and are not recognised separately by the entity. The estimate of expected cash shortfalls on a collateralised financial instrument reflects the amount and timing of cash flows that are expected from foreclosure on the collateral less the costs of obtaining and selling the collateral, irrespective of whether foreclosure is probable (ie the estimate of expected cash flows considers the probability of a foreclosure and the cash flows that would result from it). Consequently, any cash flows that are expected from the realisation of the collateral beyond the contractual maturity of the contract should be included in this analysis. Any collateral obtained as a result of foreclosure is not recognised as an asset that is separate from the collateralised financial instrument unless it meets the relevant recognition criteria for an asset in this or other Standards.
- An entity need not undertake an exhaustive search for information but shall consider all reasonable and supportable information that is available without undue cost or effort and that is relevant to the estimate of expected credit losses, including the effect of expected prepayments. The information used shall include factors that are specific to the borrower, general economic conditions and an assessment of both the current as well as the forecast direction of conditions at the reporting date. An entity may use various sources of data, that may be both internal (entity-specific) and external. Possible data sources include internal historical credit loss experience, internal ratings, credit loss experience of other entities and external ratings, reports and statistics. Entities that have no, or insufficient, sources of entityspecific data may use peer group experience for the comparable financial instrument (or groups of financial instruments).
- An entity can also designate only changes in the cash flows or fair value of a hedged item above or below a specified price or other variable (a 'one-sided risk'). The intrinsic value of a purchased option hedging instrument (assuming that it has the same principal terms as the designated risk), but not its time value, reflects a one-sided risk in a hedged item. For example, an entity can designate the variability of future cash flow outcomes resulting from a price increase of a forecast commodity purchase. In such a situation, the entity designates only cash flow losses that result from an increase in the price above the specified level. The hedged risk does not include the time value of a purchased option, because the time value is not a component of the forecast transaction that affects profit or loss.
- Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
*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.
MAC Macerich Company (The) Common Stock Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | Ba3 | Ba3 |
Income Statement | C | Baa2 |
Balance Sheet | B1 | C |
Leverage Ratios | Baa2 | Ba2 |
Cash Flow | Baa2 | Baa2 |
Rates of Return and Profitability | B2 | Ba2 |
*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?
Conclusions
Macerich Company (The) Common Stock is assigned short-term Ba3 & long-term Ba3 estimated rating. Macerich Company (The) Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Independent T-Test1,2,3,4 and it is concluded that the MAC stock is predictable in the short/long term. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Sell
Prediction Confidence Score
References
- Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
- Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
- 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
- Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
- Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
- Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
- R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
Frequently Asked Questions
Q: What is the prediction methodology for MAC stock?A: MAC stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Independent T-Test
Q: Is MAC stock a buy or sell?
A: The dominant strategy among neural network is to Sell MAC Stock.
Q: Is Macerich Company (The) Common Stock stock a good investment?
A: The consensus rating for Macerich Company (The) Common Stock is Sell and is assigned short-term Ba3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of MAC stock?
A: The consensus rating for MAC is Sell.
Q: What is the prediction period for MAC stock?
A: The prediction period for MAC is 1 Year
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