Modelling A.I. in Economics

LON:BCPT BALANCED COMMERCIAL PROPERTY TRUST LIMITED

Outlook: BALANCED COMMERCIAL PROPERTY TRUST LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 06 Jan 2023 for (n+1 year)
Methodology : Transductive Learning (ML)

Abstract

BALANCED COMMERCIAL PROPERTY TRUST LIMITED prediction model is evaluated with Transductive Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the LON:BCPT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. What are buy sell or hold recommendations?
  2. What statistical methods are used to analyze data?
  3. Trust metric by Neural Network

LON:BCPT Target Price Prediction Modeling Methodology

We consider BALANCED COMMERCIAL PROPERTY TRUST LIMITED Decision Process with Transductive Learning (ML) where A is the set of discrete actions of LON:BCPT 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(Independent T-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(Transductive Learning (ML)) X S(n):→ (n+1 year) i = 1 n r i

n:Time series to forecast

p:Price signals of LON:BCPT 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?

LON:BCPT Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: LON:BCPT BALANCED COMMERCIAL PROPERTY TRUST LIMITED
Time series to forecast n: 06 Jan 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 BALANCED COMMERCIAL PROPERTY TRUST LIMITED

  1. If an entity previously accounted at cost (in accordance with IAS 39), for an investment in an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) (or for a derivative asset that is linked to and must be settled by delivery of such an equity instrument) it shall measure that instrument at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.
  2. If changes are made in addition to those changes required by interest rate benchmark reform to the financial asset or financial liability designated in a hedging relationship (as described in paragraphs 5.4.6–5.4.8) or to the designation of the hedging relationship (as required by paragraph 6.9.1), an entity shall first apply the applicable requirements in this Standard to determine if those additional changes result in the discontinuation of hedge accounting. If the additional changes do not result in the discontinuation of hedge accounting, an entity shall amend the formal designation of the hedging relationship as specified in paragraph 6.9.1.
  3. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.
  4. Compared to a business model whose objective is to hold financial assets to collect contractual cash flows, this business model will typically involve greater frequency and value of sales. This is because selling financial assets is integral to achieving the business model's objective instead of being only incidental to it. However, there is no threshold for the frequency or value of sales that must occur in this business model because both collecting contractual cash flows and selling financial assets are integral to achieving its objective.

*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

BALANCED COMMERCIAL PROPERTY TRUST LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. BALANCED COMMERCIAL PROPERTY TRUST LIMITED prediction model is evaluated with Transductive Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the LON:BCPT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

LON:BCPT BALANCED COMMERCIAL PROPERTY TRUST LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3C
Balance SheetCaa2C
Leverage RatiosBaa2Ba2
Cash FlowCaa2C
Rates of Return and ProfitabilityB2Ba2

*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: 73 out of 100 with 791 signals.

References

  1. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  2. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  3. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  4. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  5. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  6. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
  7. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BCPT stock?
A: LON:BCPT stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Independent T-Test
Q: Is LON:BCPT stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:BCPT Stock.
Q: Is BALANCED COMMERCIAL PROPERTY TRUST LIMITED stock a good investment?
A: The consensus rating for BALANCED COMMERCIAL PROPERTY TRUST LIMITED is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:BCPT stock?
A: The consensus rating for LON:BCPT is Buy.
Q: What is the prediction period for LON:BCPT stock?
A: The prediction period for LON:BCPT is (n+1 year)

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