Modelling A.I. in Economics

PNC PIONEER CREDIT LIMITED

Outlook: PIONEER CREDIT LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 09 Feb 2023 for (n+1 year)
Methodology : Statistical Inference (ML)

Abstract

PIONEER CREDIT LIMITED prediction model is evaluated with Statistical Inference (ML) and Ridge Regression1,2,3,4 and it is concluded that the PNC stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. Which neural network is best for prediction?
  2. What are the most successful trading algorithms?
  3. What is prediction model?

PNC Target Price Prediction Modeling Methodology

We consider PIONEER CREDIT LIMITED Decision Process with Statistical Inference (ML) where A is the set of discrete actions of PNC 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(Ridge 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(Statistical Inference (ML)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of PNC 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?

PNC Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: PNC PIONEER CREDIT LIMITED
Time series to forecast n: 09 Feb 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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 PIONEER CREDIT LIMITED

  1. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity.
  2. Rebalancing does not apply if the risk management objective for a hedging relationship has changed. Instead, hedge accounting for that hedging relationship shall be discontinued (despite that an entity might designate a new hedging relationship that involves the hedging instrument or hedged item of the previous hedging relationship as described in paragraph B6.5.28).
  3. 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
  4. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.

*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

PIONEER CREDIT LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. PIONEER CREDIT LIMITED prediction model is evaluated with Statistical Inference (ML) and Ridge Regression1,2,3,4 and it is concluded that the PNC stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

PNC PIONEER CREDIT LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B3
Balance SheetBaa2Baa2
Leverage RatiosBaa2B2
Cash FlowCBaa2
Rates of Return and ProfitabilityBa3Caa2

*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: 73 out of 100 with 806 signals.

References

  1. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  2. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  3. E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
  4. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
  5. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  6. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  7. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
Frequently Asked QuestionsQ: What is the prediction methodology for PNC stock?
A: PNC stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Ridge Regression
Q: Is PNC stock a buy or sell?
A: The dominant strategy among neural network is to Buy PNC Stock.
Q: Is PIONEER CREDIT LIMITED stock a good investment?
A: The consensus rating for PIONEER CREDIT LIMITED is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of PNC stock?
A: The consensus rating for PNC is Buy.
Q: What is the prediction period for PNC stock?
A: The prediction period for PNC is (n+1 year)

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