Modelling A.I. in Economics

SF^D Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D

Outlook: Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 23 Feb 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression1,2,3,4 and it is concluded that the SF^D stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. How do predictive algorithms actually work?
  2. How do you decide buy or sell a stock?
  3. Investment Risk

SF^D Target Price Prediction Modeling Methodology

We consider Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of SF^D 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(Stepwise 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 (Speculative Sentiment Analysis)) X S(n):→ (n+8 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of SF^D 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?

SF^D Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: SF^D Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D
Time series to forecast n: 23 Feb 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) 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 Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D

  1. When defining default for the purposes of determining the risk of a default occurring, an entity shall apply a default definition that is consistent with the definition used for internal credit risk management purposes for the relevant financial instrument and consider qualitative indicators (for example, financial covenants) when appropriate. However, there is a rebuttable presumption that default does not occur later than when a financial asset is 90 days past due unless an entity has reasonable and supportable information to demonstrate that a more lagging default criterion is more appropriate. The definition of default used for these purposes shall be applied consistently to all financial instruments unless information becomes available that demonstrates that another default definition is more appropriate for a particular financial instrument.
  2. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income changes in the fair value of an investment in an equity instrument that is not held for trading. This election is made on an instrument-by-instrument (ie share-by-share) basis. 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. Dividends on such investments are recognised in profit or loss in accordance with paragraph 5.7.6 unless the dividend clearly represents a recovery of part of the cost of the investment.
  3. As with all fair value measurements, an entity's measurement method for determining the portion of the change in the liability's fair value that is attributable to changes in its credit risk must make maximum use of relevant observable inputs and minimum use of unobservable inputs.
  4. For example, an entity may use this condition to designate financial liabilities as at fair value through profit or loss if it meets the principle in paragraph 4.2.2(b) and the entity has financial assets and financial liabilities that share one or more risks and those risks are managed and evaluated on a fair value basis in accordance with a documented policy of asset and liability management. An example could be an entity that has issued 'structured products' containing multiple embedded derivatives and manages the resulting risks on a fair value basis using a mix of derivative and non-derivative financial instruments

*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

Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D is assigned short-term Ba1 & long-term Ba1 estimated rating. Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression1,2,3,4 and it is concluded that the SF^D stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

SF^D Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2C
Balance SheetBaa2B2
Leverage RatiosCaa2C
Cash FlowBaa2Ba2
Rates of Return and ProfitabilityB2Ba2

*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: 80 out of 100 with 605 signals.

References

  1. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
  2. 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
  3. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  4. Imai K, Ratkovic M. 2013. Estimating treatment effect heterogeneity in randomized program evaluation. Ann. Appl. Stat. 7:443–70
  5. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  6. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  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 SF^D stock?
A: SF^D stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression
Q: Is SF^D stock a buy or sell?
A: The dominant strategy among neural network is to Buy SF^D Stock.
Q: Is Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D stock a good investment?
A: The consensus rating for Stifel Financial Corporation Depositary Shares Each Representing 1/1000th Interest in a Share of 4.50% Non-Cumulative Preferred Stock Series D is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SF^D stock?
A: The consensus rating for SF^D is Buy.
Q: What is the prediction period for SF^D stock?
A: The prediction period for SF^D is (n+8 weeks)

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