Modelling A.I. in Economics

APE AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock

Outlook: AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 22 Mar 2023 for (n+4 weeks)
Methodology : Supervised Machine Learning (ML)

Abstract

AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock prediction model is evaluated with Supervised Machine Learning (ML) and ElasticNet Regression1,2,3,4 and it is concluded that the APE stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. What is the use of Markov decision process?
  3. Market Signals

APE Target Price Prediction Modeling Methodology

We consider AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock Decision Process with Supervised Machine Learning (ML) where A is the set of discrete actions of APE 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(ElasticNet 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(Supervised Machine Learning (ML)) X S(n):→ (n+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of APE 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?

APE Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: APE AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock
Time series to forecast n: 22 Mar 2023 for (n+4 weeks)

According to price forecasts for (n+4 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 AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock

  1. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness
  2. Contractual cash flows that are solely payments of principal and interest on the principal amount outstanding are consistent with a basic lending arrangement. In a basic lending arrangement, consideration for the time value of money (see paragraphs B4.1.9A–B4.1.9E) and credit risk are typically the most significant elements of interest. However, in such an arrangement, interest can also include consideration for other basic lending risks (for example, liquidity risk) and costs (for example, administrative costs) associated with holding the financial asset for a particular period of time. In addition, interest can include a profit margin that is consistent with a basic lending arrangement. In extreme economic circumstances, interest can be negative if, for example, the holder of a financial asset either explicitly or implicitly pays for the deposit of its money for a particular period of time (and that fee exceeds the consideration that the holder receives for the time value of money, credit risk and other basic lending risks and costs).
  3. For lifetime expected credit losses, an entity shall estimate the risk of a default occurring on the financial instrument during its expected life. 12-month expected credit losses are a portion of the lifetime expected credit losses and represent the lifetime cash shortfalls that will result if a default occurs in the 12 months after the reporting date (or a shorter period if the expected life of a financial instrument is less than 12 months), weighted by the probability of that default occurring. Thus, 12-month expected credit losses are neither the lifetime expected credit losses that an entity will incur on financial instruments that it predicts will default in the next 12 months nor the cash shortfalls that are predicted over the next 12 months.
  4. For a financial guarantee contract, the entity is required to make payments only in the event of a default by the debtor in accordance with the terms of the instrument that is guaranteed. Accordingly, cash shortfalls are the expected payments to reimburse the holder for a credit loss that it incurs less any amounts that the entity expects to receive from the holder, the debtor or any other party. If the asset is fully guaranteed, the estimation of cash shortfalls for a financial guarantee contract would be consistent with the estimations of cash shortfalls for the asset subject to the guarantee

*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

AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock prediction model is evaluated with Supervised Machine Learning (ML) and ElasticNet Regression1,2,3,4 and it is concluded that the APE stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

APE AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa1Baa2
Balance SheetB3B2
Leverage RatiosB1Ba2
Cash FlowCaa2C
Rates of Return and ProfitabilityBaa2Ba1

*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: 76 out of 100 with 574 signals.

References

  1. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  2. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  3. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  4. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
  5. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
  6. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  7. Mikolov T, Sutskever I, Chen K, Corrado GS, Dean J. 2013b. Distributed representations of words and phrases and their compositionality. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 3111–19. San Diego, CA: Neural Inf. Process. Syst. Found.
Frequently Asked QuestionsQ: What is the prediction methodology for APE stock?
A: APE stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and ElasticNet Regression
Q: Is APE stock a buy or sell?
A: The dominant strategy among neural network is to Buy APE Stock.
Q: Is AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock stock a good investment?
A: The consensus rating for AMC Entertainment Holdings Inc. AMC Preferred Equity Units each constituting a depositary share representing a 1/100th interest in a share of Series A Convertible Participating Preferred Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of APE stock?
A: The consensus rating for APE is Buy.
Q: What is the prediction period for APE stock?
A: The prediction period for APE is (n+4 weeks)

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