Modelling A.I. in Economics

CCD Calamos Dynamic Convertible & Income Fund Common Stock

Outlook: Calamos Dynamic Convertible & Income Fund Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 03 Jan 2023 for (n+1 year)
Methodology : Multi-Task Learning (ML)

Abstract

Calamos Dynamic Convertible & Income Fund Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the CCD stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is the best way to predict stock prices?
  2. How useful are statistical predictions?
  3. What statistical methods are used to analyze data?

CCD Target Price Prediction Modeling Methodology

We consider Calamos Dynamic Convertible & Income Fund Common Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of CCD 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(Wilcoxon Rank-Sum Test)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(Multi-Task Learning (ML)) X S(n):→ (n+1 year) e x rx

n:Time series to forecast

p:Price signals of CCD 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?

CCD Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: CCD Calamos Dynamic Convertible & Income Fund Common Stock
Time series to forecast n: 03 Jan 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

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 Calamos Dynamic Convertible & Income Fund Common Stock

  1. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income changes in the fair value of an investment in an equity instrument that is not held for trading. This election is made on an instrument-by-instrument (ie share-by-share) basis. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity. Dividends on such investments are recognised in profit or loss in accordance with paragraph 5.7.6 unless the dividend clearly represents a recovery of part of the cost of the investment.
  2. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.
  3. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  4. In cases such as those described in the preceding paragraph, to designate, at initial recognition, the financial assets and financial liabilities not otherwise so measured as at fair value through profit or loss may eliminate or significantly reduce the measurement or recognition inconsistency and produce more relevant information. For practical purposes, the entity need not enter into all of the assets and liabilities giving rise to the measurement or recognition inconsistency at exactly the same time. A reasonable delay is permitted provided that each transaction is designated as at fair value through profit or loss at its initial recognition and, at that time, any remaining transactions are expected 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

Calamos Dynamic Convertible & Income Fund Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Calamos Dynamic Convertible & Income Fund Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the CCD stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

CCD Calamos Dynamic Convertible & Income Fund Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Baa2
Balance SheetCBa3
Leverage RatiosBaa2Baa2
Cash FlowB3Baa2
Rates of Return and ProfitabilityCaa2B3

*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: 72 out of 100 with 751 signals.

References

  1. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  2. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
  3. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  6. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  7. Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
Frequently Asked QuestionsQ: What is the prediction methodology for CCD stock?
A: CCD stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is CCD stock a buy or sell?
A: The dominant strategy among neural network is to Hold CCD Stock.
Q: Is Calamos Dynamic Convertible & Income Fund Common Stock stock a good investment?
A: The consensus rating for Calamos Dynamic Convertible & Income Fund Common Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CCD stock?
A: The consensus rating for CCD is Hold.
Q: What is the prediction period for CCD stock?
A: The prediction period for CCD is (n+1 year)

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