How Do You Pick a Stock? (FR Stock Forecast)

Abstract

We evaluate First Industrial Realty Trust prediction models with Modular Neural Network (Market Volatility Analysis) and Stepwise Regression^1,2,3,4 and conclude that the FR stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold FR stock.

Keywords: FR, First Industrial Realty Trust, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Why do we need predictive models?
2. Probability Distribution
3. Should I buy stocks now or wait amid such uncertainty?

FR Target Price Prediction Modeling Methodology

We consider First Industrial Realty Trust Stock Decision Process with Stepwise Regression where A is the set of discrete actions of FR 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(Stepwise Regression)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+8 weeks) $\sum _{i=1}^n\left(s_i\right)$

n:Time series to forecast

p:Price signals of FR stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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?

FR Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: FR First Industrial Realty Trust
Time series to forecast n: 08 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold FR stock.

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 (Yellow to Green): *Technical Analysis%

Conclusions

First Industrial Realty Trust assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Stepwise Regression^1,2,3,4 and conclude that the FR stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold FR stock.

Financial State Forecast for FR Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	Baa2
Operational Risk	43	89
Market Risk	54	76
Technical Analysis	67	79
Fundamental Analysis	54	80
Risk Unsystematic	44	88

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 675 signals.

References

1. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
2. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
3. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
4. 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
5. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
6. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
7. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]

Frequently Asked Questions

Q: What is the prediction methodology for FR stock?
A: FR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Stepwise Regression
Q: Is FR stock a buy or sell?
A: The dominant strategy among neural network is to Hold FR Stock.
Q: Is First Industrial Realty Trust stock a good investment?
A: The consensus rating for First Industrial Realty Trust is Hold and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of FR stock?
A: The consensus rating for FR is Hold.
Q: What is the prediction period for FR stock?
A: The prediction period for FR is (n+8 weeks)