AGM^F Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F

Outlook: Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F assigned short-term B3 & long-term B3 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 10 Dec 2022 for (n+1 year)
Methodology : Deductive Inference (ML)

Abstract

The stock market is very volatile and non-stationary and generates huge volumes of data in every second. In this article, the existing machine learning algorithms are analyzed for stock market forecasting and also a new pattern-finding algorithm for forecasting stock trend is developed. Three approaches can be used to solve the problem: fundamental analysis, technical analysis, and the machine learning. Experimental analysis done in this article shows that the machine learning could be useful for investors to make profitable decisions.(Leung, C.K.S., MacKinnon, R.K. and Wang, Y., 2014, July. A machine learning approach for stock price prediction. In Proceedings of the 18th International Database Engineering & Applications Symposium (pp. 274-277).) We evaluate Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F prediction models with Deductive Inference (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the AGM^F stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

1. Why do we need predictive models?
2. What are main components of Markov decision process?
3. What are main components of Markov decision process?

AGM^F Target Price Prediction Modeling Methodology

We consider Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F Decision Process with Deductive Inference (ML) where A is the set of discrete actions of AGM^F 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(Deductive Inference (ML)) X S(n):→ (n+1 year) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of AGM^F 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?

AGM^F Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: AGM^F Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F
Time series to forecast n: 10 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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%

Adjusted IFRS* Prediction Methods for Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F

1. Time value of money is the element of interest that provides consideration for only the passage of time. That is, the time value of money element does not provide consideration for other risks or costs associated with holding the financial asset. In order to assess whether the element provides consideration for only the passage of time, an entity applies judgement and considers relevant factors such as the currency in which the financial asset is denominated and the period for which the interest rate is set.
2. An entity's estimate of expected credit losses on loan commitments shall be consistent with its expectations of drawdowns on that loan commitment, ie it shall consider the expected portion of the loan commitment that will be drawn down within 12 months of the reporting date when estimating 12-month expected credit losses, and the expected portion of the loan commitment that will be drawn down over the expected life of the loan commitment when estimating lifetime expected credit losses.
3. At the date of initial application, an entity shall use reasonable and supportable information that is available without undue cost or effort to determine the credit risk at the date that a financial instrument was initially recognised (or for loan commitments and financial guarantee contracts at the date that the entity became a party to the irrevocable commitment in accordance with paragraph 5.5.6) and compare that to the credit risk at the date of initial application of this Standard.
4. A net position is eligible for hedge accounting only if an entity hedges on a net basis for risk management purposes. Whether an entity hedges in this way is a matter of fact (not merely of assertion or documentation). Hence, an entity cannot apply hedge accounting on a net basis solely to achieve a particular accounting outcome if that would not reflect its risk management approach. Net position hedging must form part of an established risk management strategy. Normally this would be approved by key management personnel as defined in IAS 24.

*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

Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F assigned short-term B3 & long-term B3 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the AGM^F stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Financial State Forecast for AGM^F Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B3	B3
Operational Risk	68	32
Market Risk	49	36
Technical Analysis	40	52
Fundamental Analysis	52	41
Risk Unsystematic	39	68

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 785 signals.

References

1. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
2. Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
3. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
4. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
5. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
6. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
7. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22

Frequently Asked Questions

Q: What is the prediction methodology for AGM^F stock?
A: AGM^F stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Wilcoxon Rank-Sum Test
Q: Is AGM^F stock a buy or sell?
A: The dominant strategy among neural network is to Buy AGM^F Stock.
Q: Is Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F stock a good investment?
A: The consensus rating for Federal Agricultural Mortgage Corporation 5.250% Non-Cumulative Preferred Stock Series F is Buy and assigned short-term B3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of AGM^F stock?
A: The consensus rating for AGM^F is Buy.
Q: What is the prediction period for AGM^F stock?
A: The prediction period for AGM^F is (n+1 year)

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