Modelling A.I. in Economics

BAMR:TSX Brookfield Asset Management Reinsurance Partners Ltd. (Forecast)

Outlook: Brookfield Asset Management Reinsurance Partners Ltd. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 05 Jan 2023 for (n+8 weeks)
Methodology : Transductive Learning (ML)

Abstract

Brookfield Asset Management Reinsurance Partners Ltd. prediction model is evaluated with Transductive Learning (ML) and Lasso Regression1,2,3,4 and it is concluded that the BAMR:TSX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Probability Distribution
  2. Game Theory
  3. What is prediction in deep learning?

BAMR:TSX Target Price Prediction Modeling Methodology

We consider Brookfield Asset Management Reinsurance Partners Ltd. Decision Process with Transductive Learning (ML) where A is the set of discrete actions of BAMR:TSX 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(Lasso 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(Transductive Learning (ML)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of BAMR:TSX 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?

BAMR:TSX Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: BAMR:TSX Brookfield Asset Management Reinsurance Partners Ltd.
Time series to forecast n: 05 Jan 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

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%

IFRS Reconciliation Adjustments for Brookfield Asset Management Reinsurance Partners Ltd.

  1. 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).
  2. The methods used to determine whether credit risk has increased significantly on a financial instrument since initial recognition should consider the characteristics of the financial instrument (or group of financial instruments) and the default patterns in the past for comparable financial instruments. Despite the requirement in paragraph 5.5.9, for financial instruments for which default patterns are not concentrated at a specific point during the expected life of the financial instrument, changes in the risk of a default occurring over the next 12 months may be a reasonable approximation of the changes in the lifetime risk of a default occurring. In such cases, an entity may use changes in the risk of a default occurring over the next 12 months to determine whether credit risk has increased significantly since initial recognition, unless circumstances indicate that a lifetime assessment is necessary
  3. One of the defining characteristics of a derivative is that it has an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors. An option contract meets that definition because the premium is less than the investment that would be required to obtain the underlying financial instrument to which the option is linked. A currency swap that requires an initial exchange of different currencies of equal fair values meets the definition because it has a zero initial net investment.
  4. A contractual cash flow characteristic does not affect the classification of the financial asset if it could have only a de minimis effect on the contractual cash flows of the financial asset. To make this determination, an entity must consider the possible effect of the contractual cash flow characteristic in each reporting period and cumulatively over the life of the financial instrument. In addition, if a contractual cash flow characteristic could have an effect on the contractual cash flows that is more than de minimis (either in a single reporting period or cumulatively) but that cash flow characteristic is not genuine, it does not affect the classification of a financial asset. A cash flow characteristic is not genuine if it affects the instrument's contractual cash flows only on the occurrence of an event that is extremely rare, highly abnormal and very unlikely to occur.

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

Brookfield Asset Management Reinsurance Partners Ltd. is assigned short-term Ba1 & long-term Ba1 estimated rating. Brookfield Asset Management Reinsurance Partners Ltd. prediction model is evaluated with Transductive Learning (ML) and Lasso Regression1,2,3,4 and it is concluded that the BAMR:TSX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

BAMR:TSX Brookfield Asset Management Reinsurance Partners Ltd. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B2
Balance SheetBa3Ba1
Leverage RatiosBaa2Baa2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityB3B3

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 819 signals.

References

  1. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  2. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  3. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  4. Imai K, Ratkovic M. 2013. Estimating treatment effect heterogeneity in randomized program evaluation. Ann. Appl. Stat. 7:443–70
  5. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  6. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
  7. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
Frequently Asked QuestionsQ: What is the prediction methodology for BAMR:TSX stock?
A: BAMR:TSX stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Lasso Regression
Q: Is BAMR:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Buy BAMR:TSX Stock.
Q: Is Brookfield Asset Management Reinsurance Partners Ltd. stock a good investment?
A: The consensus rating for Brookfield Asset Management Reinsurance Partners Ltd. is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of BAMR:TSX stock?
A: The consensus rating for BAMR:TSX is Buy.
Q: What is the prediction period for BAMR:TSX stock?
A: The prediction period for BAMR:TSX is (n+8 weeks)

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