FDUS Fidus Investment Corporation Common Stock

Outlook: Fidus Investment Corporation Common Stock assigned short-term B2 & long-term B1 forecasted stock rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 07 Dec 2022 for (n+16 weeks)
Methodology : Inductive Learning (ML)

Abstract

Prediction of the trend of the stock market is very crucial. If someone has robust forecasting tools, then he/she will increase the return on investment and can get rich easily and quickly. Because there are a lot of factors that can influence the stock market, the stock forecasting problem has always been very complicated. Support Vector Regression is a tool from machine learning that can build a regression model on the historical time series data in the purpose of predicting the future trend of the stock price.(Sakhare, N.N. and Imambi, S.S., 2019. Performance analysis of regression based machine learning techniques for prediction of stock market movement. International Journal of Recent Technology and Engineering, 7(6), pp.655-662.) We evaluate Fidus Investment Corporation Common Stock prediction models with Inductive Learning (ML) and Polynomial Regression^1,2,3,4 and conclude that the FDUS stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Wait until speculative trend diminishes FDUS stock.

Key Points

1. What is prediction model?
2. Stock Rating
3. How do you decide buy or sell a stock?

FDUS Target Price Prediction Modeling Methodology

We consider Fidus Investment Corporation Common Stock Decision Process with Inductive Learning (ML) where A is the set of discrete actions of FDUS 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(Polynomial 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(Inductive Learning (ML)) X S(n):→ (n+16 weeks) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of FDUS 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?

FDUS Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: FDUS Fidus Investment Corporation Common Stock
Time series to forecast n: 07 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Wait until speculative trend diminishes FDUS 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 Fidus Investment Corporation Common Stock

1. An entity shall apply Prepayment Features with Negative Compensation (Amendments to IFRS 9) retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.30–7.2.34
2. When using historical credit loss experience in estimating expected credit losses, it is important that information about historical credit loss rates is applied to groups that are defined in a manner that is consistent with the groups for which the historical credit loss rates were observed. Consequently, the method used shall enable each group of financial assets to be associated with information about past credit loss experience in groups of financial assets with similar risk characteristics and with relevant observable data that reflects current conditions.
3. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
4. The decision of an entity to designate a financial asset or financial liability as at fair value through profit or loss is similar to an accounting policy choice (although, unlike an accounting policy choice, it is not required to be applied consistently to all similar transactions). When an entity has such a choice, paragraph 14(b) of IAS 8 requires the chosen policy to result in the financial statements providing reliable and more relevant information about the effects of transactions, other events and conditions on the entity's financial position, financial performance or cash flows. For example, in the case of designation of a financial liability as at fair value through profit or loss, paragraph 4.2.2 sets out the two circumstances when the requirement for more relevant information will be met. Accordingly, to choose such designation in accordance with paragraph 4.2.2, the entity needs to demonstrate that it falls within one (or both) of these two circumstances.

*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

Fidus Investment Corporation Common Stock assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Inductive Learning (ML) with Polynomial Regression^1,2,3,4 and conclude that the FDUS stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Wait until speculative trend diminishes FDUS stock.

Financial State Forecast for FDUS Fidus Investment Corporation Common Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	B1
Operational Risk	83	74
Market Risk	44	61
Technical Analysis	69	48
Fundamental Analysis	51	51
Risk Unsystematic	36	51

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 550 signals.

References

1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Can neural networks predict stock market?(ATVI Stock Forecast). AC Investment Research Journal, 101(3).
2. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
3. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
4. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
5. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
7. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013

Frequently Asked Questions

Q: What is the prediction methodology for FDUS stock?
A: FDUS stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Polynomial Regression
Q: Is FDUS stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes FDUS Stock.
Q: Is Fidus Investment Corporation Common Stock stock a good investment?
A: The consensus rating for Fidus Investment Corporation Common Stock is Wait until speculative trend diminishes and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FDUS stock?
A: The consensus rating for FDUS is Wait until speculative trend diminishes.
Q: What is the prediction period for FDUS stock?
A: The prediction period for FDUS is (n+16 weeks)

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