Machine Learning stock prediction: PFXNZ Stock Prediction

PhenixFIN Corporation 5.25% Notes due 2028 Research Report

Summary

This study presents financial network indicators that can be applied to global stock market investment strategies. We propose to design both undirected and directed volatility networks of global stock market based on simple pair-wise correlation and system-wide connectedness of stock date using a vector auto-regressive model. We evaluate PhenixFIN Corporation 5.25% Notes due 2028 prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the PFXNZ stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold PFXNZ stock.

Key Points

1. Can machine learning predict?
2. How do you pick a stock?
3. Market Signals

PFXNZ Target Price Prediction Modeling Methodology

We consider PhenixFIN Corporation 5.25% Notes due 2028 Stock Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of PFXNZ 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(Wilcoxon Rank-Sum Test)^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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of PFXNZ stock

j:Nash equilibria (Neural Network)

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?

PFXNZ Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: PFXNZ PhenixFIN Corporation 5.25% Notes due 2028
Time series to forecast n: 24 Nov 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold PFXNZ 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%

Adjusted IFRS* Prediction Methods for PhenixFIN Corporation 5.25% Notes due 2028

1. When designating a group of items as the hedged item, or a combination of financial instruments as the hedging instrument, an entity shall prospectively cease applying paragraphs 6.8.4–6.8.6 to an individual item or financial instrument in accordance with paragraphs 6.8.9, 6.8.10, or 6.8.11, as relevant, when the uncertainty arising from interest rate benchmark reform is no longer present with respect to the hedged risk and/or the timing and the amount of the interest rate benchmark-based cash flows of that item or financial instrument.
2. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
3. Paragraph 4.1.1(a) requires an entity to classify financial assets on the basis of the entity's business model for managing the financial assets, unless paragraph 4.1.5 applies. An entity assesses whether its financial assets meet the condition in paragraph 4.1.2(a) or the condition in paragraph 4.1.2A(a) on the basis of the business model as determined by the entity's key management personnel (as defined in IAS 24 Related Party Disclosures).
4. The credit risk on a financial instrument is considered low for the purposes of paragraph 5.5.10, if the financial instrument has a low risk of default, the borrower has a strong capacity to meet its contractual cash flow obligations in the near term and adverse changes in economic and business conditions in the longer term may, but will not necessarily, reduce the ability of the borrower to fulfil its contractual cash flow obligations. Financial instruments are not considered to have low credit risk when they are regarded as having a low risk of loss simply because of the value of collateral and the financial instrument without that collateral would not be considered low credit risk. Financial instruments are also not considered to have low credit risk simply because they have a lower risk of default than the entity's other financial instruments or relative to the credit risk of the jurisdiction within which an entity operates.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

PhenixFIN Corporation 5.25% Notes due 2028 assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the PFXNZ stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold PFXNZ stock.

Financial State Forecast for PFXNZ PhenixFIN Corporation 5.25% Notes due 2028 Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B1	B3
Operational Risk	59	61
Market Risk	50	38
Technical Analysis	78	61
Fundamental Analysis	50	35
Risk Unsystematic	59	37

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 663 signals.

References

1. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
2. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
3. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
4. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
5. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
6. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
7. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60

Frequently Asked Questions

Q: What is the prediction methodology for PFXNZ stock?
A: PFXNZ stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test
Q: Is PFXNZ stock a buy or sell?
A: The dominant strategy among neural network is to Hold PFXNZ Stock.
Q: Is PhenixFIN Corporation 5.25% Notes due 2028 stock a good investment?
A: The consensus rating for PhenixFIN Corporation 5.25% Notes due 2028 is Hold and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of PFXNZ stock?
A: The consensus rating for PFXNZ is Hold.
Q: What is the prediction period for PFXNZ stock?
A: The prediction period for PFXNZ is (n+4 weeks)

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