Modelling A.I. in Economics

GF New Germany Fund Inc. (The) Common Stock (Forecast)

New Germany Fund Inc. (The) Common Stock Research Report

Abstract

Stock market is basically nonlinear in nature and the research on stock market is one of the most important issues in recent years. People invest in stock market based on some prediction. For predict, the stock market prices people search such methods and tools which will increase their profits, while minimize their risks. Prediction plays a very important role in stock market business which is very complicated and challenging process. We evaluate New Germany Fund Inc. (The) Common Stock prediction models with Statistical Inference (ML) and Stepwise Regression1,2,3,4 and conclude that the GF 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 Hold GF stock.

Key Points

  1. Which neural network is best for prediction?
  2. What is prediction in deep learning?
  3. Is it better to buy and sell or hold?

GF Target Price Prediction Modeling Methodology

We consider New Germany Fund Inc. (The) Common Stock Decision Process with Statistical Inference (ML) where A is the set of discrete actions of GF 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(Stepwise 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(Statistical Inference (ML)) X S(n):→ (n+16 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of GF 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?

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

Sample Set: Neural Network
Stock/Index: GF New Germany Fund Inc. (The) Common Stock
Time series to forecast n: 04 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold GF 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 New Germany Fund Inc. (The) Common Stock

  1. An entity's business model is determined at a level that reflects how groups of financial assets are managed together to achieve a particular business objective. The entity's business model does not depend on management's intentions for an individual instrument. Accordingly, this condition is not an instrument-by-instrument approach to classification and should be determined on a higher level of aggregation. However, a single entity may have more than one business model for managing its financial instruments. Consequently, classification need not be determined at the reporting entity level. For example, an entity may hold a portfolio of investments that it manages in order to collect contractual cash flows and another portfolio of investments that it manages in order to trade to realise fair value changes. Similarly, in some circumstances, it may be appropriate to separate a portfolio of financial assets into subportfolios in order to reflect the level at which an entity manages those financial assets. For example, that may be the case if an entity originates or purchases a portfolio of mortgage loans and manages some of the loans with an objective of collecting contractual cash flows and manages the other loans with an objective of selling them.
  2. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).
  3. An entity need not undertake an exhaustive search for information but shall consider all reasonable and supportable information that is available without undue cost or effort and that is relevant to the estimate of expected credit losses, including the effect of expected prepayments. The information used shall include factors that are specific to the borrower, general economic conditions and an assessment of both the current as well as the forecast direction of conditions at the reporting date. An entity may use various sources of data, that may be both internal (entity-specific) and external. Possible data sources include internal historical credit loss experience, internal ratings, credit loss experience of other entities and external ratings, reports and statistics. Entities that have no, or insufficient, sources of entityspecific data may use peer group experience for the comparable financial instrument (or groups of financial instruments).
  4. The risk of a default occurring on financial instruments that have comparable credit risk is higher the longer the expected life of the instrument; for example, the risk of a default occurring on an AAA-rated bond with an expected life of 10 years is higher than that on an AAA-rated bond with an expected life of five years.

*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

New Germany Fund Inc. (The) Common Stock assigned short-term B2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Stepwise Regression1,2,3,4 and conclude that the GF 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 Hold GF stock.

Financial State Forecast for GF New Germany Fund Inc. (The) Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba1
Operational Risk 4156
Market Risk4467
Technical Analysis3383
Fundamental Analysis9086
Risk Unsystematic7863

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 528 signals.

References

  1. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  2. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  3. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  4. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  5. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
  6. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  7. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
Frequently Asked QuestionsQ: What is the prediction methodology for GF stock?
A: GF stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Stepwise Regression
Q: Is GF stock a buy or sell?
A: The dominant strategy among neural network is to Hold GF Stock.
Q: Is New Germany Fund Inc. (The) Common Stock stock a good investment?
A: The consensus rating for New Germany Fund Inc. (The) Common Stock is Hold and assigned short-term B2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of GF stock?
A: The consensus rating for GF is Hold.
Q: What is the prediction period for GF stock?
A: The prediction period for GF is (n+16 weeks)

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