Modelling A.I. in Economics

Where Will PSA^N Stock Be in 16 Weeks?

Outlook: Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N is assigned short-term B2 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Market News Sentiment Analysis)
Hypothesis Testing : Wilcoxon Rank-Sum 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

Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the PSA^N stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.5 According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Buy

Graph 28

Key Points

  1. Modular Neural Network (Market News Sentiment Analysis) for PSA^N stock price prediction process.
  2. Wilcoxon Rank-Sum Test
  3. Stock Rating
  4. How do you pick a stock?
  5. Is now good time to invest?

PSA^N Stock Price Forecast

We consider Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of PSA^N 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


Sample Set: Neural Network
Stock/Index: PSA^N Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N
Time series to forecast: 16 Weeks

According to price forecasts, the dominant strategy among neural network is: Buy


F(Wilcoxon Rank-Sum Test)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 News Sentiment Analysis)) X S(n):→ 16 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of PSA^N stock

j:Nash equilibria (Neural Network)

k:Dominated move of PSA^N stock holders

a:Best response for PSA^N target price


A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.5 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.6,7

 

For further technical information as per how our model work we invite you to visit the article below: 

How do Predictive A.I. algorithms actually work?

PSA^N Stock Forecast (Buy or Sell) Strategic Interaction Table

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 (Market News Sentiment Analysis) based PSA^N Stock Prediction Model

  1. In almost every lending transaction the creditor's instrument is ranked relative to the instruments of the debtor's other creditors. An instrument that is subordinated to other instruments may have contractual cash flows that are payments of principal and interest on the principal amount outstanding if the debtor's non-payment is a breach of contract and the holder has a contractual right to unpaid amounts of principal and interest on the principal amount outstanding even in the event of the debtor's bankruptcy. For example, a trade receivable that ranks its creditor as a general creditor would qualify as having payments of principal and interest on the principal amount outstanding. This is the case even if the debtor issued loans that are collateralised, which in the event of bankruptcy would give that loan holder priority over the claims of the general creditor in respect of the collateral but does not affect the contractual right of the general creditor to unpaid principal and other amounts due.
  2. If the underlyings are not the same but are economically related, there can be situations in which the values of the hedging instrument and the hedged item move in the same direction, for example, because the price differential between the two related underlyings changes while the underlyings themselves do not move significantly. That is still consistent with an economic relationship between the hedging instrument and the hedged item if the values of the hedging instrument and the hedged item are still expected to typically move in the opposite direction when the underlyings move.
  3. When defining default for the purposes of determining the risk of a default occurring, an entity shall apply a default definition that is consistent with the definition used for internal credit risk management purposes for the relevant financial instrument and consider qualitative indicators (for example, financial covenants) when appropriate. However, there is a rebuttable presumption that default does not occur later than when a financial asset is 90 days past due unless an entity has reasonable and supportable information to demonstrate that a more lagging default criterion is more appropriate. The definition of default used for these purposes shall be applied consistently to all financial instruments unless information becomes available that demonstrates that another default definition is more appropriate for a particular financial instrument.
  4. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.

*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.

PSA^N Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B2
Income StatementCaa2Caa2
Balance SheetCB1
Leverage RatiosBaa2C
Cash FlowB3B3
Rates of Return and ProfitabilityCaa2B1

*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?

References

  1. J. Filar, L. Kallenberg, and H. Lee. Variance-penalized Markov decision processes. Mathematics of Opera- tions Research, 14(1):147–161, 1989
  2. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  3. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  4. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  5. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
  6. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  7. 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.
Frequently Asked QuestionsQ: Is PSA^N stock expected to rise?
A: PSA^N stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test and it is concluded that dominant strategy for PSA^N stock is Buy
Q: Is PSA^N stock a buy or sell?
A: The dominant strategy among neural network is to Buy PSA^N Stock.
Q: Is Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N stock a good investment?
A: The consensus rating for Public Storage Depositary Shares Each Representing 1/1000 of a 3.875% Cumulative Preferred Share of Beneficial Interest Series N is Buy and is assigned short-term B2 & long-term B2 estimated rating.
Q: What is the consensus rating of PSA^N stock?
A: The consensus rating for PSA^N is Buy.
Q: What is the forecast for PSA^N stock?
A: PSA^N target price forecast: Buy
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