Modelling A.I. in Economics

GGT^G Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares (Forecast)

Outlook: Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 29 Jan 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Factor1,2,3,4 and it is concluded that the GGT^G stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Should I buy stocks now or wait amid such uncertainty?
  2. How useful are statistical predictions?
  3. Reaction Function

GGT^G Target Price Prediction Modeling Methodology

We consider Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of GGT^G 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(Factor)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(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of GGT^G 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?

GGT^G Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: GGT^G Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares
Time series to forecast n: 29 Jan 2023 for (n+4 weeks)

According to price forecasts for (n+4 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 Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares

  1. If the holder cannot assess the conditions in paragraph B4.1.21 at initial recognition, the tranche must be measured at fair value through profit or loss. If the underlying pool of instruments can change after initial recognition in such a way that the pool may not meet the conditions in paragraphs B4.1.23–B4.1.24, the tranche does not meet the conditions in paragraph B4.1.21 and must be measured at fair value through profit or loss. However, if the underlying pool includes instruments that are collateralised by assets that do not meet the conditions in paragraphs B4.1.23–B4.1.24, the ability to take possession of such assets shall be disregarded for the purposes of applying this paragraph unless the entity acquired the tranche with the intention of controlling the collateral.
  2. An entity is not required to incorporate forecasts of future conditions over the entire expected life of a financial instrument. The degree of judgement that is required to estimate expected credit losses depends on the availability of detailed information. As the forecast horizon increases, the availability of detailed information decreases and the degree of judgement required to estimate expected credit losses increases. The estimate of expected credit losses does not require a detailed estimate for periods that are far in the future—for such periods, an entity may extrapolate projections from available, detailed information.
  3. To make that determination, an entity must assess whether it expects that the effects of changes in the liability's credit risk will be offset in profit or loss by a change in the fair value of another financial instrument measured at fair value through profit or loss. Such an expectation must be based on an economic relationship between the characteristics of the liability and the characteristics of the other financial instrument.
  4. If the group of items does have offsetting risk positions (for example, a group of sales and expenses denominated in a foreign currency hedged together for foreign currency risk) then an entity shall present the hedging gains or losses in a separate line item in the statement of profit or loss and other comprehensive income. Consider, for example, a hedge of the foreign currency risk of a net position of foreign currency sales of FC100 and foreign currency expenses of FC80 using a forward exchange contract for FC20. The gain or loss on the forward exchange contract that is reclassified from the cash flow hedge reserve to profit or loss (when the net position affects profit or loss) shall be presented in a separate line item from the hedged sales and expenses. Moreover, if the sales occur in an earlier period than the expenses, the sales revenue is still measured at the spot exchange rate in accordance with IAS 21. The related hedging gain or loss is presented in a separate line item, so that profit or loss reflects the effect of hedging the net position, with a corresponding adjustment to the cash flow hedge reserve. When the hedged expenses affect profit or loss in a later period, the hedging gain or loss previously recognised in the cash flow hedge reserve on the sales is reclassified to profit or loss and presented as a separate line item from those that include the hedged expenses, which are measured at the spot exchange rate in accordance with IAS 21.

*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

Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Factor1,2,3,4 and it is concluded that the GGT^G stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

GGT^G Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Ba3
Balance SheetB3Baa2
Leverage RatiosB3Caa2
Cash FlowB2Baa2
Rates of Return and ProfitabilityBaa2Baa2

*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: 82 out of 100 with 603 signals.

References

  1. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
  2. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is DOW Stock Expected to Go Up?(Stock Forecast). AC Investment Research Journal, 101(3).
  3. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
  4. Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
  5. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
  6. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
  7. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
Frequently Asked QuestionsQ: What is the prediction methodology for GGT^G stock?
A: GGT^G stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Factor
Q: Is GGT^G stock a buy or sell?
A: The dominant strategy among neural network is to Buy GGT^G Stock.
Q: Is Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares stock a good investment?
A: The consensus rating for Gabelli Multi-Media Trust Inc. (The) 5.125% Series G Cumulative Preferred Shares is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GGT^G stock?
A: The consensus rating for GGT^G is Buy.
Q: What is the prediction period for GGT^G stock?
A: The prediction period for GGT^G is (n+4 weeks)

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