Modelling A.I. in Economics

AEL^B American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B

Outlook: American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 06 Feb 2023 for (n+3 month)
Methodology : Modular Neural Network (CNN Layer)

Abstract

American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B prediction model is evaluated with Modular Neural Network (CNN Layer) and Factor1,2,3,4 and it is concluded that the AEL^B 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. Market Outlook
  2. What is prediction in deep learning?
  3. What are main components of Markov decision process?

AEL^B Target Price Prediction Modeling Methodology

We consider American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of AEL^B 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 (CNN Layer)) X S(n):→ (n+3 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of AEL^B 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?

AEL^B Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: AEL^B American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B
Time series to forecast n: 06 Feb 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 American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B

  1. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).
  2. When designating a hedging relationship and on an ongoing basis, an entity shall analyse the sources of hedge ineffectiveness that are expected to affect the hedging relationship during its term. This analysis (including any updates in accordance with paragraph B6.5.21 arising from rebalancing a hedging relationship) is the basis for the entity's assessment of meeting the hedge effectiveness requirements.
  3. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.
  4. An entity shall apply the amendments to IFRS 9 made by IFRS 17 as amended in June 2020 retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.37–7.2.42.

*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

American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B is assigned short-term Ba1 & long-term Ba1 estimated rating. American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B prediction model is evaluated with Modular Neural Network (CNN Layer) and Factor1,2,3,4 and it is concluded that the AEL^B 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

AEL^B American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2B2
Balance SheetCaa2B1
Leverage RatiosCaa2B3
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBaa2Ba1

*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: 81 out of 100 with 564 signals.

References

  1. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  2. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  3. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  4. 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
  5. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., When to Sell and When to Hold FTNT Stock. AC Investment Research Journal, 101(3).
  6. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  7. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
Frequently Asked QuestionsQ: What is the prediction methodology for AEL^B stock?
A: AEL^B stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Factor
Q: Is AEL^B stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes AEL^B Stock.
Q: Is American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B stock a good investment?
A: The consensus rating for American Equity Investment Life Holding Company Depositary Shares each representing a 1/1000th interest in a share of 6.625% Fixed-Rate Reset Non-Cumulative Preferred Stock Series B is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AEL^B stock?
A: The consensus rating for AEL^B is Wait until speculative trend diminishes.
Q: What is the prediction period for AEL^B stock?
A: The prediction period for AEL^B is (n+3 month)

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.