Modelling A.I. in Economics

DBRG^J DigitalBridge Group Inc. 7.125% Series J (Forecast)

Outlook: DigitalBridge Group Inc. 7.125% Series J is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 12 Jan 2023 for (n+6 month)
Methodology : Active Learning (ML)

Abstract

DigitalBridge Group Inc. 7.125% Series J prediction model is evaluated with Active Learning (ML) and Sign Test1,2,3,4 and it is concluded that the DBRG^J stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. Trading Signals
  2. Nash Equilibria
  3. Is Target price a good indicator?

DBRG^J Target Price Prediction Modeling Methodology

We consider DigitalBridge Group Inc. 7.125% Series J Decision Process with Active Learning (ML) where A is the set of discrete actions of DBRG^J 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(Sign 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(Active Learning (ML)) X S(n):→ (n+6 month) r s rs

n:Time series to forecast

p:Price signals of DBRG^J 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?

DBRG^J Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: DBRG^J DigitalBridge Group Inc. 7.125% Series J
Time series to forecast n: 12 Jan 2023 for (n+6 month)

According to price forecasts for (n+6 month) 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 DigitalBridge Group Inc. 7.125% Series J

  1. This Standard does not specify a method for assessing whether a hedging relationship meets the hedge effectiveness requirements. However, an entity shall use a method that captures the relevant characteristics of the hedging relationship including the sources of hedge ineffectiveness. Depending on those factors, the method can be a qualitative or a quantitative assessment.
  2. For the purpose of applying the requirements in paragraphs 6.4.1(c)(i) and B6.4.4–B6.4.6, an entity shall assume that the interest rate benchmark on which the hedged cash flows and/or the hedged risk (contractually or noncontractually specified) are based, or the interest rate benchmark on which the cash flows of the hedging instrument are based, is not altered as a result of interest rate benchmark reform.
  3. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
  4. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.

*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

DigitalBridge Group Inc. 7.125% Series J is assigned short-term Ba1 & long-term Ba1 estimated rating. DigitalBridge Group Inc. 7.125% Series J prediction model is evaluated with Active Learning (ML) and Sign Test1,2,3,4 and it is concluded that the DBRG^J stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

DBRG^J DigitalBridge Group Inc. 7.125% Series J Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B3
Balance SheetBaa2Ba2
Leverage RatiosBa3C
Cash FlowBa2Caa2
Rates of Return and ProfitabilityCBaa2

*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 535 signals.

References

  1. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  2. D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
  3. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
  4. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  5. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  6. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  7. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
Frequently Asked QuestionsQ: What is the prediction methodology for DBRG^J stock?
A: DBRG^J stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Sign Test
Q: Is DBRG^J stock a buy or sell?
A: The dominant strategy among neural network is to Hold DBRG^J Stock.
Q: Is DigitalBridge Group Inc. 7.125% Series J stock a good investment?
A: The consensus rating for DigitalBridge Group Inc. 7.125% Series J is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of DBRG^J stock?
A: The consensus rating for DBRG^J is Hold.
Q: What is the prediction period for DBRG^J stock?
A: The prediction period for DBRG^J is (n+6 month)

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