Modelling A.I. in Economics

SCCE Sachem Capital Corp. 6.00% Notes due 2027

Outlook: Sachem Capital Corp. 6.00% Notes due 2027 is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 31 Jan 2023 for (n+3 month)
Methodology : Statistical Inference (ML)

Abstract

Sachem Capital Corp. 6.00% Notes due 2027 prediction model is evaluated with Statistical Inference (ML) and Independent T-Test1,2,3,4 and it is concluded that the SCCE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. Decision Making
  2. Buy, Sell and Hold Signals
  3. How do you know when a stock will go up or down?

SCCE Target Price Prediction Modeling Methodology

We consider Sachem Capital Corp. 6.00% Notes due 2027 Decision Process with Statistical Inference (ML) where A is the set of discrete actions of SCCE 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(Statistical Inference (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SCCE 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?

SCCE Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: SCCE Sachem Capital Corp. 6.00% Notes due 2027
Time series to forecast n: 31 Jan 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

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 Sachem Capital Corp. 6.00% Notes due 2027

  1. The decision of an entity to designate a financial asset or financial liability as at fair value through profit or loss is similar to an accounting policy choice (although, unlike an accounting policy choice, it is not required to be applied consistently to all similar transactions). When an entity has such a choice, paragraph 14(b) of IAS 8 requires the chosen policy to result in the financial statements providing reliable and more relevant information about the effects of transactions, other events and conditions on the entity's financial position, financial performance or cash flows. For example, in the case of designation of a financial liability as at fair value through profit or loss, paragraph 4.2.2 sets out the two circumstances when the requirement for more relevant information will be met. Accordingly, to choose such designation in accordance with paragraph 4.2.2, the entity needs to demonstrate that it falls within one (or both) of these two circumstances.
  2. The underlying pool must contain one or more instruments that have contractual cash flows that are solely payments of principal and interest on the principal amount outstanding
  3. Adjusting the hedge ratio by decreasing the volume of the hedged item does not affect how the changes in the fair value of the hedging instrument are measured. The measurement of the changes in the value of the hedged item related to the volume that continues to be designated also remains unaffected. However, from the date of rebalancing, the volume by which the hedged item was decreased is no longer part of the hedging relationship. For example, if an entity originally hedged a volume of 100 tonnes of a commodity at a forward price of CU80 and reduces that volume by 10 tonnes on rebalancing, the hedged item after rebalancing would be 90 tonnes hedged at CU80. The 10 tonnes of the hedged item that are no longer part of the hedging relationship would be accounted for in accordance with the requirements for the discontinuation of hedge accounting (see paragraphs 6.5.6–6.5.7 and B6.5.22–B6.5.28).
  4. Alternatively, the entity may base the assessment on both types of information, ie qualitative factors that are not captured through the internal ratings process and a specific internal rating category at the reporting date, taking into consideration the credit risk characteristics at initial recognition, if both types of information are relevant.

*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

Sachem Capital Corp. 6.00% Notes due 2027 is assigned short-term Ba1 & long-term Ba1 estimated rating. Sachem Capital Corp. 6.00% Notes due 2027 prediction model is evaluated with Statistical Inference (ML) and Independent T-Test1,2,3,4 and it is concluded that the SCCE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

SCCE Sachem Capital Corp. 6.00% Notes due 2027 Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3Baa2
Balance SheetCB3
Leverage RatiosBa3Ba3
Cash FlowBaa2Baa2
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: 76 out of 100 with 695 signals.

References

  1. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  2. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
  3. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  4. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  5. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  6. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  7. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
Frequently Asked QuestionsQ: What is the prediction methodology for SCCE stock?
A: SCCE stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Independent T-Test
Q: Is SCCE stock a buy or sell?
A: The dominant strategy among neural network is to Sell SCCE Stock.
Q: Is Sachem Capital Corp. 6.00% Notes due 2027 stock a good investment?
A: The consensus rating for Sachem Capital Corp. 6.00% Notes due 2027 is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SCCE stock?
A: The consensus rating for SCCE is Sell.
Q: What is the prediction period for SCCE stock?
A: The prediction period for SCCE is (n+3 month)



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