Modelling A.I. in Economics

WFC^Y Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y

Outlook: Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 26 Jan 2023 for (n+1 year)
Methodology : Modular Neural Network (Emotional Trigger/Responses Analysis)

Abstract

Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Polynomial Regression1,2,3,4 and it is concluded that the WFC^Y stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is neural prediction?
  2. What statistical methods are used to analyze data?
  3. How do predictive algorithms actually work?

WFC^Y Target Price Prediction Modeling Methodology

We consider Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of WFC^Y 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(Polynomial Regression)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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+1 year) i = 1 n r i

n:Time series to forecast

p:Price signals of WFC^Y 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?

WFC^Y Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: WFC^Y Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y
Time series to forecast n: 26 Jan 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y

  1. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.
  2. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
  3. In almost every lending transaction the creditor's instrument is ranked relative to the instruments of the debtor's other creditors. An instrument that is subordinated to other instruments may have contractual cash flows that are payments of principal and interest on the principal amount outstanding if the debtor's non-payment is a breach of contract and the holder has a contractual right to unpaid amounts of principal and interest on the principal amount outstanding even in the event of the debtor's bankruptcy. For example, a trade receivable that ranks its creditor as a general creditor would qualify as having payments of principal and interest on the principal amount outstanding. This is the case even if the debtor issued loans that are collateralised, which in the event of bankruptcy would give that loan holder priority over the claims of the general creditor in respect of the collateral but does not affect the contractual right of the general creditor to unpaid principal and other amounts due.
  4. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.

*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

Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y is assigned short-term Ba1 & long-term Ba1 estimated rating. Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Polynomial Regression1,2,3,4 and it is concluded that the WFC^Y stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

WFC^Y Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Caa2
Balance SheetBaa2Ba3
Leverage RatiosBaa2Caa2
Cash FlowB3B3
Rates of Return and ProfitabilityCaa2C

*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: 93 out of 100 with 619 signals.

References

  1. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  2. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  3. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
  4. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
  5. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  6. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  7. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
Frequently Asked QuestionsQ: What is the prediction methodology for WFC^Y stock?
A: WFC^Y stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Polynomial Regression
Q: Is WFC^Y stock a buy or sell?
A: The dominant strategy among neural network is to Sell WFC^Y Stock.
Q: Is Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y stock a good investment?
A: The consensus rating for Wells Fargo & Company Depositary Shares each representing a 1/1000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock Series Y is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of WFC^Y stock?
A: The consensus rating for WFC^Y is Sell.
Q: What is the prediction period for WFC^Y stock?
A: The prediction period for WFC^Y is (n+1 year)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.