Outlook: DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures assigned short-term Ba3 & long-term B2 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 12 Dec 2022 for (n+3 month)
Methodology : Statistical Inference (ML)

## Abstract

In the finance world stock trading is one of the most important activities. Stock market prediction is an act of trying to determine the future value of a stock other financial instrument traded on a financial exchange. This paper explains the prediction of a stock using Machine Learning. The technical and fundamental or the time series analysis is used by the most of the stockbrokers while making the stock predictions.(Bi, Q., Yan, H., Chen, C. and Su, Q., 2020, August. An integrated machine learning framework for stock price prediction. In China Conference on Information Retrieval (pp. 99-110). Springer, Cham.) We evaluate DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures prediction models with Statistical Inference (ML) and Pearson Correlation1,2,3,4 and conclude that the DTG stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

## Key Points

1. Probability Distribution
2. Why do we need predictive models?
3. Dominated Move

## DTG Target Price Prediction Modeling Methodology

We consider DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures Decision Process with Statistical Inference (ML) where A is the set of discrete actions of DTG 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(Pearson Correlation)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Statistical Inference (ML)) X S(n):→ (n+3 month) $\begin{array}{l}\int {r}^{s}\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of DTG 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?

## DTG Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: DTG DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures
Time series to forecast n: 12 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

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 DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures

1. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
2. When designating risk components as hedged items, an entity considers whether the risk components are explicitly specified in a contract (contractually specified risk components) or whether they are implicit in the fair value or the cash flows of an item of which they are a part (noncontractually specified risk components). Non-contractually specified risk components can relate to items that are not a contract (for example, forecast transactions) or contracts that do not explicitly specify the component (for example, a firm commitment that includes only one single price instead of a pricing formula that references different underlyings)
3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
4. An entity that first applies IFRS 17 as amended in June 2020 at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.38–7.2.42.

*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

DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Pearson Correlation1,2,3,4 and conclude that the DTG stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

### Financial State Forecast for DTG DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B2
Operational Risk 7488
Market Risk6249
Technical Analysis3441
Fundamental Analysis6934
Risk Unsystematic7655

### Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 767 signals.

## References

1. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
2. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
3. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
4. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
5. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
6. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
7. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for DTG stock?
A: DTG stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Pearson Correlation
Q: Is DTG stock a buy or sell?
A: The dominant strategy among neural network is to Hold DTG Stock.
Q: Is DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures stock a good investment?
A: The consensus rating for DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures is Hold and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of DTG stock?
A: The consensus rating for DTG is Hold.
Q: What is the prediction period for DTG stock?
A: The prediction period for DTG is (n+3 month)