Modelling A.I. in Economics

AGM^E Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E

Outlook: Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 12 Mar 2023 for (n+3 month)
Methodology : Transfer Learning (ML)

Abstract

Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E prediction model is evaluated with Transfer Learning (ML) and Spearman Correlation1,2,3,4 and it is concluded that the AGM^E stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

Key Points

  1. Nash Equilibria
  2. What is prediction in deep learning?
  3. Can machine learning predict?

AGM^E Target Price Prediction Modeling Methodology

We consider Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E Decision Process with Transfer Learning (ML) where A is the set of discrete actions of AGM^E 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(Spearman Correlation)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(Transfer Learning (ML)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of AGM^E 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?

AGM^E Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: AGM^E Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E
Time series to forecast n: 12 Mar 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E

  1. Subject to the conditions in paragraphs 4.1.5 and 4.2.2, this Standard allows an entity to designate a financial asset, a financial liability, or a group of financial instruments (financial assets, financial liabilities or both) as at fair value through profit or loss provided that doing so results in more relevant information.
  2. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.
  3. An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.
  4. 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).

*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

Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E is assigned short-term Ba1 & long-term Ba1 estimated rating. Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E prediction model is evaluated with Transfer Learning (ML) and Spearman Correlation1,2,3,4 and it is concluded that the AGM^E stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

AGM^E Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa2Baa2
Balance SheetCaa2B3
Leverage RatiosB1B2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityB1Baa2

*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 577 signals.

References

  1. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  2. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  3. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  4. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  5. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  6. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  7. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
Frequently Asked QuestionsQ: What is the prediction methodology for AGM^E stock?
A: AGM^E stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Spearman Correlation
Q: Is AGM^E stock a buy or sell?
A: The dominant strategy among neural network is to Buy AGM^E Stock.
Q: Is Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E stock a good investment?
A: The consensus rating for Federal Agricultural Mortgage Corporation 5.750% Non-Cumulative Preferred Stock Series E is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AGM^E stock?
A: The consensus rating for AGM^E is Buy.
Q: What is the prediction period for AGM^E stock?
A: The prediction period for AGM^E 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.