Modelling A.I. in Economics

GOODO Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share

Outlook: Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 17 Feb 2023 for (n+6 month)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Sign Test1,2,3,4 and it is concluded that the GOODO stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. What are main components of Markov decision process?
  2. What is neural prediction?
  3. Is now good time to invest?

GOODO Target Price Prediction Modeling Methodology

We consider Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of GOODO 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(Sign 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 (Market Volatility Analysis)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of GOODO 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?

GOODO Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: GOODO Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share
Time series to forecast n: 17 Feb 2023 for (n+6 month)

According to price forecasts for (n+6 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 Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share

  1. Conversely, if the critical terms of the hedging instrument and the hedged item are not closely aligned, there is an increased level of uncertainty about the extent of offset. Consequently, the hedge effectiveness during the term of the hedging relationship is more difficult to predict. In such a situation it might only be possible for an entity to conclude on the basis of a quantitative assessment that an economic relationship exists between the hedged item and the hedging instrument (see paragraphs B6.4.4–B6.4.6). In some situations a quantitative assessment might also be needed to assess whether the hedge ratio used for designating the hedging relationship meets the hedge effectiveness requirements (see paragraphs B6.4.9–B6.4.11). An entity can use the same or different methods for those two different purposes.
  2. The accounting for the forward element of forward contracts in accordance with paragraph 6.5.16 applies only to the extent that the forward element relates to the hedged item (aligned forward element). The forward element of a forward contract relates to the hedged item if the critical terms of the forward contract (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the forward contract and the hedged item are not fully aligned, an entity shall determine the aligned forward element, ie how much of the forward element included in the forward contract (actual forward element) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.16). An entity determines the aligned forward element using the valuation of the forward contract that would have critical terms that perfectly match the hedged item.
  3. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio
  4. Compared to a business model whose objective is to hold financial assets to collect contractual cash flows, this business model will typically involve greater frequency and value of sales. This is because selling financial assets is integral to achieving the business model's objective instead of being only incidental to it. However, there is no threshold for the frequency or value of sales that must occur in this business model because both collecting contractual cash flows and selling financial assets are integral to achieving its objective.

*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

Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share is assigned short-term Ba1 & long-term Ba1 estimated rating. Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Sign Test1,2,3,4 and it is concluded that the GOODO stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

GOODO Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Caa2
Balance SheetBa2C
Leverage RatiosCaa2Baa2
Cash FlowCC
Rates of Return and ProfitabilityB2Ba1

*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: 87 out of 100 with 622 signals.

References

  1. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  2. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
  3. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  4. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  5. Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
  6. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  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 GOODO stock?
A: GOODO stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Sign Test
Q: Is GOODO stock a buy or sell?
A: The dominant strategy among neural network is to Sell GOODO Stock.
Q: Is Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share stock a good investment?
A: The consensus rating for Gladstone Commercial Corporation 6.00% Series G Cumulative Redeemable Preferred Stock par value $0.001 per share is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GOODO stock?
A: The consensus rating for GOODO is Sell.
Q: What is the prediction period for GOODO stock?
A: The prediction period for GOODO is (n+6 month)

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