Modelling A.I. in Economics

GGN^B GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference (Forecast)

Outlook: GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : HoldWait until speculative trend diminishes
Time series to forecast n: 11 Feb 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the GGN^B stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: HoldWait until speculative trend diminishes

Key Points

  1. Buy, Sell and Hold Signals
  2. Should I buy stocks now or wait amid such uncertainty?
  3. Which neural network is best for prediction?

GGN^B Target Price Prediction Modeling Methodology

We consider GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of GGN^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(Wilcoxon Sign-Rank 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(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of GGN^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?

GGN^B Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: GGN^B GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference
Time series to forecast n: 11 Feb 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: HoldWait 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 GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference

  1. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
  2. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
  3. When an entity separates the foreign currency basis spread from a financial instrument and excludes it from the designation of that financial instrument as the hedging instrument (see paragraph 6.2.4(b)), the application guidance in paragraphs B6.5.34–B6.5.38 applies to the foreign currency basis spread in the same manner as it is applied to the forward element of a forward contract.
  4. When designating a group of items as the hedged item, or a combination of financial instruments as the hedging instrument, an entity shall prospectively cease applying paragraphs 6.8.4–6.8.6 to an individual item or financial instrument in accordance with paragraphs 6.8.9, 6.8.10, or 6.8.11, as relevant, when the uncertainty arising from interest rate benchmark reform is no longer present with respect to the hedged risk and/or the timing and the amount of the interest rate benchmark-based cash flows of that item or financial instrument.

*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

GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference is assigned short-term Ba1 & long-term Ba1 estimated rating. GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the GGN^B stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: HoldWait until speculative trend diminishes

GGN^B GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCCaa2
Balance SheetBaa2C
Leverage RatiosBaa2B1
Cash FlowCaa2Caa2
Rates of Return and ProfitabilityB2Caa2

*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 734 signals.

References

  1. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  2. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
  3. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  4. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
  5. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  6. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  7. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
Frequently Asked QuestionsQ: What is the prediction methodology for GGN^B stock?
A: GGN^B stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is GGN^B stock a buy or sell?
A: The dominant strategy among neural network is to HoldWait until speculative trend diminishes GGN^B Stock.
Q: Is GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference stock a good investment?
A: The consensus rating for GAMCO Global Gold Natural Reources & Income Trust 5.00% Series B Cumulative 25.00 Liquidation Preference is HoldWait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GGN^B stock?
A: The consensus rating for GGN^B is HoldWait until speculative trend diminishes.
Q: What is the prediction period for GGN^B stock?
A: The prediction period for GGN^B is (n+4 weeks)

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