GLAD Gladstone Capital Corporation Common Stock

Outlook: Gladstone Capital Corporation Common Stock assigned short-term B2 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 09 Dec 2022 for (n+4 weeks)
Methodology : Transfer Learning (ML)

Abstract

This study presents financial network indicators that can be applied to global stock market investment strategies. We propose to design both undirected and directed volatility networks of global stock market based on simple pair-wise correlation and system-wide connectedness of stock date using a vector auto-regressive model.(Xia, Y., Liu, Y. and Chen, Z., 2013, November. Support Vector Regression for prediction of stock trend. In 2013 6th international conference on information management, innovation management and industrial engineering (Vol. 2, pp. 123-126). IEEE.) We evaluate Gladstone Capital Corporation Common Stock prediction models with Transfer Learning (ML) and Chi-Square^1,2,3,4 and conclude that the GLAD stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Key Points

1. What is prediction in deep learning?
2. Decision Making
3. Nash Equilibria

GLAD Target Price Prediction Modeling Methodology

We consider Gladstone Capital Corporation Common Stock Decision Process with Transfer Learning (ML) where A is the set of discrete actions of GLAD 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(Chi-Square)^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(Transfer Learning (ML)) X S(n):→ (n+4 weeks) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of GLAD 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?

GLAD Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: GLAD Gladstone Capital Corporation Common Stock
Time series to forecast n: 09 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 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 (Grey to Black): *Technical Analysis%

Adjusted IFRS* Prediction Methods for Gladstone Capital Corporation Common Stock

1. Accordingly the date of the modification shall be treated as the date of initial recognition of that financial asset when applying the impairment requirements to the modified financial asset. This typically means measuring the loss allowance at an amount equal to 12-month expected credit losses until the requirements for the recognition of lifetime expected credit losses in paragraph 5.5.3 are met. However, in some unusual circumstances following a modification that results in derecognition of the original financial asset, there may be evidence that the modified financial asset is credit-impaired at initial recognition, and thus, the financial asset should be recognised as an originated credit-impaired financial asset. This might occur, for example, in a situation in which there was a substantial modification of a distressed asset that resulted in the derecognition of the original financial asset. In such a case, it may be possible for the modification to result in a new financial asset which is credit-impaired at initial recognition.
2. An entity that first applies these amendments at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.31–7.2.34.
3. An alternative benchmark rate designated as a non-contractually specified risk component that is not separately identifiable (see paragraphs 6.3.7(a) and B6.3.8) at the date it is designated shall be deemed to have met that requirement at that date, if, and only if, the entity reasonably expects the alternative benchmark rate will be separately identifiable within 24 months. The 24-month period applies to each alternative benchmark rate separately and starts from the date the entity designates the alternative benchmark rate as a non-contractually specified risk component for the first time (ie the 24- month period applies on a rate-by-rate basis).
4. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.

*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

Gladstone Capital Corporation Common Stock assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Chi-Square^1,2,3,4 and conclude that the GLAD stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Financial State Forecast for GLAD Gladstone Capital Corporation Common Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	Ba3
Operational Risk	33	58
Market Risk	43	33
Technical Analysis	63	67
Fundamental Analysis	87	70
Risk Unsystematic	56	84

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 585 signals.

References

1. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
2. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
3. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
4. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
5. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
6. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
7. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier

Frequently Asked Questions

Q: What is the prediction methodology for GLAD stock?
A: GLAD stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Chi-Square
Q: Is GLAD stock a buy or sell?
A: The dominant strategy among neural network is to Sell GLAD Stock.
Q: Is Gladstone Capital Corporation Common Stock stock a good investment?
A: The consensus rating for Gladstone Capital Corporation Common Stock is Sell and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of GLAD stock?
A: The consensus rating for GLAD is Sell.
Q: What is the prediction period for GLAD stock?
A: The prediction period for GLAD is (n+4 weeks)

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