AC Investment Research

LON:GPE GREAT PORTLAND ESTATES PLC Research Report

Outlook: GREAT PORTLAND ESTATES PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 15 Jan 2023 for (n+3 month)
Methodology : Ensemble Learning (ML)

Abstract

GREAT PORTLAND ESTATES PLC prediction model is evaluated with Ensemble Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the LON:GPE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Can statistics predict the future?
  2. What are main components of Markov decision process?
  3. Short/Long Term Stocks

LON:GPE Target Price Prediction Modeling Methodology

We consider GREAT PORTLAND ESTATES PLC Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of LON:GPE 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(Statistical Hypothesis Testing)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(Ensemble Learning (ML)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LON:GPE 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:GPE Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:GPE GREAT PORTLAND ESTATES PLC
Time series to forecast n: 15 Jan 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 GREAT PORTLAND ESTATES PLC

  1. 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.
  2. However, the fact that a financial asset is non-recourse does not in itself necessarily preclude the financial asset from meeting the condition in paragraphs 4.1.2(b) and 4.1.2A(b). In such situations, the creditor is required to assess ('look through to') the particular underlying assets or cash flows to determine whether the contractual cash flows of the financial asset being classified are payments of principal and interest on the principal amount outstanding. If the terms of the financial asset give rise to any other cash flows or limit the cash flows in a manner inconsistent with payments representing principal and interest, the financial asset does not meet the condition in paragraphs 4.1.2(b) and 4.1.2A(b). Whether the underlying assets are financial assets or non-financial assets does not in itself affect this assessment.
  3. Fluctuation around a constant hedge ratio (and hence the related hedge ineffectiveness) cannot be reduced by adjusting the hedge ratio in response to each particular outcome. Hence, in such circumstances, the change in the extent of offset is a matter of measuring and recognising hedge ineffectiveness but does not require rebalancing.
  4. At the date of initial application, an entity shall use reasonable and supportable information that is available without undue cost or effort to determine the credit risk at the date that a financial instrument was initially recognised (or for loan commitments and financial guarantee contracts at the date that the entity became a party to the irrevocable commitment in accordance with paragraph 5.5.6) and compare that to the credit risk at the date of initial application of this Standard.

*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

GREAT PORTLAND ESTATES PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. GREAT PORTLAND ESTATES PLC prediction model is evaluated with Ensemble Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the LON:GPE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

LON:GPE GREAT PORTLAND ESTATES PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB1Baa2
Balance SheetB3B3
Leverage RatiosBaa2Caa2
Cash FlowB3C
Rates of Return and ProfitabilityBaa2B3

*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: 88 out of 100 with 691 signals.

References

  1. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
  2. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
  3. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  4. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  5. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  6. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  7. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GPE stock?
A: LON:GPE stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Statistical Hypothesis Testing
Q: Is LON:GPE stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes LON:GPE Stock.
Q: Is GREAT PORTLAND ESTATES PLC stock a good investment?
A: The consensus rating for GREAT PORTLAND ESTATES PLC is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:GPE stock?
A: The consensus rating for LON:GPE is Wait until speculative trend diminishes.
Q: What is the prediction period for LON:GPE stock?
A: The prediction period for LON:GPE is (n+3 month)

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