Modelling A.I. in Economics

CHCT Stock: The Stock Market Is a Time Bomb

Outlook: Community Healthcare Trust Incorporated Common Stock is assigned short-term Ba3 & long-term B3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (CNN Layer)
Hypothesis Testing : Wilcoxon Sign-Rank 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

Community Healthcare Trust Incorporated Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the CHCT 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.5 According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Graph 37

Key Points

  1. Modular Neural Network (CNN Layer) for CHCT stock price prediction process.
  2. Wilcoxon Sign-Rank Test
  3. Can machine learning predict?
  4. Probability Distribution
  5. What is the best way to predict stock prices?

CHCT Stock Price Forecast

We consider Community Healthcare Trust Incorporated Common Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of CHCT 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: CHCT Community Healthcare Trust Incorporated Common Stock
Time series to forecast: 16 Weeks

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


F(Wilcoxon Sign-Rank 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 (CNN Layer)) X S(n):→ 16 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of CHCT stock

j:Nash equilibria (Neural Network)

k:Dominated move of CHCT stock holders

a:Best response for CHCT target price


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.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

 

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CHCT 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 (CNN Layer) based CHCT Stock Prediction Model

  1. An entity can rebut this presumption. However, it can do so only when it has reasonable and supportable information available that demonstrates that even if contractual payments become more than 30 days past due, this does not represent a significant increase in the credit risk of a financial instrument. For example when non-payment was an administrative oversight, instead of resulting from financial difficulty of the borrower, or the entity has access to historical evidence that demonstrates that there is no correlation between significant increases in the risk of a default occurring and financial assets on which payments are more than 30 days past due, but that evidence does identify such a correlation when payments are more than 60 days past due.
  2. If the group of items does not have any offsetting risk positions (for example, a group of foreign currency expenses that affect different line items in the statement of profit or loss and other comprehensive income that are hedged for foreign currency risk) then the reclassified hedging instrument gains or losses shall be apportioned to the line items affected by the hedged items. This apportionment shall be done on a systematic and rational basis and shall not result in the grossing up of the net gains or losses arising from a single hedging instrument.
  3. For the purpose of determining whether a forecast transaction (or a component thereof) is highly probable as required by paragraph 6.3.3, 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. An entity that first applies IFRS 17 as amended in June 2020 after it first applies this Standard shall apply paragraphs 7.2.39–7.2.42. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (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.

CHCT Community Healthcare Trust Incorporated Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3B3
Income StatementCaa2Caa2
Balance SheetBa3C
Leverage RatiosBaa2Caa2
Cash FlowBa1B3
Rates of Return and ProfitabilityCaa2C

*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. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  2. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
  3. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  4. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  5. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  6. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  7. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
Frequently Asked QuestionsQ: Is CHCT stock expected to rise?
A: CHCT stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Wilcoxon Sign-Rank Test and it is concluded that dominant strategy for CHCT stock is Sell
Q: Is CHCT stock a buy or sell?
A: The dominant strategy among neural network is to Sell CHCT Stock.
Q: Is Community Healthcare Trust Incorporated Common Stock stock a good investment?
A: The consensus rating for Community Healthcare Trust Incorporated Common Stock is Sell and is assigned short-term Ba3 & long-term B3 estimated rating.
Q: What is the consensus rating of CHCT stock?
A: The consensus rating for CHCT is Sell.
Q: What is the forecast for CHCT stock?
A: CHCT target price forecast: Sell

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