IAM INCOME ASSET MANAGEMENT GROUP LIMITED.

INCOME ASSET MANAGEMENT GROUP LIMITED. Research Report

Summary

Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS). We evaluate INCOME ASSET MANAGEMENT GROUP LIMITED. prediction models with Reinforcement Machine Learning (ML) and Stepwise Regression^1,2,3,4 and conclude that the IAM stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy IAM stock.

Key Points

1. Technical Analysis with Algorithmic Trading
2. What is the best way to predict stock prices?
3. Can we predict stock market using machine learning?

IAM Target Price Prediction Modeling Methodology

We consider INCOME ASSET MANAGEMENT GROUP LIMITED. Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of IAM 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Reinforcement Machine Learning (ML)) X S(n):→ (n+8 weeks) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of IAM 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?

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

Sample Set: Neural Network
Stock/Index: IAM INCOME ASSET MANAGEMENT GROUP LIMITED.
Time series to forecast n: 02 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy IAM 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 INCOME ASSET MANAGEMENT GROUP LIMITED.

1. Despite the requirement in paragraph 7.2.1, an entity that adopts the classification and measurement requirements of this Standard (which include the requirements related to amortised cost measurement for financial assets and impairment in Sections 5.4 and 5.5) shall provide the disclosures set out in paragraphs 42L–42O of IFRS 7 but need not restate prior periods. 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 in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application. However, if an entity restates prior periods, the restated financial statements must reflect all of the requirements in this Standard. If an entity's chosen approach to applying IFRS 9 results in more than one date of initial application for different requirements, this paragraph applies at each date of initial application (see paragraph 7.2.2). This would be the case, for example, if an entity elects to early apply only the requirements for the presentation of gains and losses on financial liabilities designated as at fair value through profit or loss in accordance with paragraph 7.1.2 before applying the other requirements in this Standard.
2. An entity applies IAS 21 to financial assets and financial liabilities that are monetary items in accordance with IAS 21 and denominated in a foreign currency. IAS 21 requires any foreign exchange gains and losses on monetary assets and monetary liabilities to be recognised in profit or loss. An exception is a monetary item that is designated as a hedging instrument in a cash flow hedge (see paragraph 6.5.11), a hedge of a net investment (see paragraph 6.5.13) or a fair value hedge of an equity instrument for which an entity has elected to present changes in fair value in other comprehensive income in accordance with paragraph 5.7.5 (see paragraph 6.5.8).
3. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).
4. An entity's estimate of expected credit losses on loan commitments shall be consistent with its expectations of drawdowns on that loan commitment, ie it shall consider the expected portion of the loan commitment that will be drawn down within 12 months of the reporting date when estimating 12-month expected credit losses, and the expected portion of the loan commitment that will be drawn down over the expected life of the loan commitment when estimating lifetime expected credit losses.

*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

INCOME ASSET MANAGEMENT GROUP LIMITED. assigned short-term Ba1 & long-term B1 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Stepwise Regression^1,2,3,4 and conclude that the IAM stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy IAM stock.

Financial State Forecast for IAM INCOME ASSET MANAGEMENT GROUP LIMITED. Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	B1
Operational Risk	68	42
Market Risk	90	79
Technical Analysis	44	78
Fundamental Analysis	62	39
Risk Unsystematic	86	49

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 459 signals.

References

1. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
2. 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
3. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
4. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
5. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
6. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
7. 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.

Frequently Asked Questions

Q: What is the prediction methodology for IAM stock?
A: IAM stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Stepwise Regression
Q: Is IAM stock a buy or sell?
A: The dominant strategy among neural network is to Buy IAM Stock.
Q: Is INCOME ASSET MANAGEMENT GROUP LIMITED. stock a good investment?
A: The consensus rating for INCOME ASSET MANAGEMENT GROUP LIMITED. is Buy and assigned short-term Ba1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of IAM stock?
A: The consensus rating for IAM is Buy.
Q: What is the prediction period for IAM stock?
A: The prediction period for IAM is (n+8 weeks)

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