Modelling A.I. in Economics

DEX Delaware Enhanced Global Dividend Common Shares of Beneficial Interest

Outlook: Delaware Enhanced Global Dividend Common Shares of Beneficial Interest assigned short-term B2 & long-term Baa2 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 08 Dec 2022 for (n+8 weeks)
Methodology : Ensemble Learning (ML)

Abstract

This paper addresses problem of predicting direction of movement of stock and stock price index. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), random forest and naive-Bayes with two approaches for input to these models.(Prasad, V.V., Gumparthi, S., Venkataramana, L.Y., Srinethe, S., Sruthi Sree, R.M. and Nishanthi, K., 2022. Prediction of Stock Prices Using Statistical and Machine Learning Models: A Comparative Analysis. The Computer Journal, 65(5), pp.1338-1351.) We evaluate Delaware Enhanced Global Dividend Common Shares of Beneficial Interest prediction models with Ensemble Learning (ML) and ElasticNet Regression1,2,3,4 and conclude that the DEX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Trust metric by Neural Network
  2. How do you pick a stock?
  3. Trust metric by Neural Network

DEX Target Price Prediction Modeling Methodology

We consider Delaware Enhanced Global Dividend Common Shares of Beneficial Interest Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of DEX 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(ElasticNet Regression)5,6,7= 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(Ensemble Learning (ML)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of DEX 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?

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

Sample Set: Neural Network
Stock/Index: DEX Delaware Enhanced Global Dividend Common Shares of Beneficial Interest
Time series to forecast n: 08 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

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 Delaware Enhanced Global Dividend Common Shares of Beneficial Interest

  1. For example, Entity A, whose functional currency is its local currency, has a firm commitment to pay FC150,000 for advertising expenses in nine months' time and a firm commitment to sell finished goods for FC150,000 in 15 months' time. Entity A enters into a foreign currency derivative that settles in nine months' time under which it receives FC100 and pays CU70. Entity A has no other exposures to FC. Entity A does not manage foreign currency risk on a net basis. Hence, Entity A cannot apply hedge accounting for a hedging relationship between the foreign currency derivative and a net position of FC100 (consisting of FC150,000 of the firm purchase commitment—ie advertising services—and FC149,900 (of the FC150,000) of the firm sale commitment) for a nine-month period.
  2. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
  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. There are two types of components of nominal amounts that can be designated as the hedged item in a hedging relationship: a component that is a proportion of an entire item or a layer component. The type of component changes the accounting outcome. An entity shall designate the component for accounting purposes consistently with its risk management objective.

*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

Delaware Enhanced Global Dividend Common Shares of Beneficial Interest assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with ElasticNet Regression1,2,3,4 and conclude that the DEX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

Financial State Forecast for DEX Delaware Enhanced Global Dividend Common Shares of Beneficial Interest Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Operational Risk 8876
Market Risk3190
Technical Analysis7674
Fundamental Analysis3048
Risk Unsystematic4784

Prediction Confidence Score

Trust metric by Neural Network: 91 out of 100 with 774 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., When to Sell and When to Hold FTNT Stock. AC Investment Research Journal, 101(3).
  2. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
  4. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  5. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  6. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  7. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
Frequently Asked QuestionsQ: What is the prediction methodology for DEX stock?
A: DEX stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and ElasticNet Regression
Q: Is DEX stock a buy or sell?
A: The dominant strategy among neural network is to Sell DEX Stock.
Q: Is Delaware Enhanced Global Dividend Common Shares of Beneficial Interest stock a good investment?
A: The consensus rating for Delaware Enhanced Global Dividend Common Shares of Beneficial Interest is Sell and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of DEX stock?
A: The consensus rating for DEX is Sell.
Q: What is the prediction period for DEX stock?
A: The prediction period for DEX is (n+8 weeks)

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