Modelling A.I. in Economics

ATAX America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests

Outlook: America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 28 Mar 2023 for (n+3 month)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Multiple Regression1,2,3,4 and it is concluded that the ATAX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. Can machine learning predict?
  2. Stock Rating
  3. What are the most successful trading algorithms?

ATAX Target Price Prediction Modeling Methodology

We consider America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of ATAX 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(Multiple 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 (Market Direction Analysis)) X S(n):→ (n+3 month) i = 1 n s i

n:Time series to forecast

p:Price signals of ATAX 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?

ATAX Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: ATAX America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests
Time series to forecast n: 28 Mar 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

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 America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests

  1. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  2. A hedge of a firm commitment (for example, a hedge of the change in fuel price relating to an unrecognised contractual commitment by an electric utility to purchase fuel at a fixed price) is a hedge of an exposure to a change in fair value. Accordingly, such a hedge is a fair value hedge. However, in accordance with paragraph 6.5.4, a hedge of the foreign currency risk of a firm commitment could alternatively be accounted for as a cash flow hedge.
  3. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
  4. Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.

*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

America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests is assigned short-term Ba1 & long-term Ba1 estimated rating. America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Multiple Regression1,2,3,4 and it is concluded that the ATAX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

ATAX America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetB2Ba2
Leverage RatiosCaa2B2
Cash FlowCaa2C
Rates of Return and ProfitabilityBa2Caa2

*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: 81 out of 100 with 633 signals.

References

  1. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  2. V. Mnih, K. Kavukcuoglu, D. Silver, A. Rusu, J. Veness, M. Bellemare, A. Graves, M. Riedmiller, A. Fidjeland, G. Ostrovski, S. Petersen, C. Beattie, A. Sadik, I. Antonoglou, H. King, D. Kumaran, D. Wierstra, S. Legg, and D. Hassabis. Human-level control through deep reinforcement learning. Nature, 518(7540):529–533, 02 2015.
  3. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  4. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  5. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
  6. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  7. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
Frequently Asked QuestionsQ: What is the prediction methodology for ATAX stock?
A: ATAX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Multiple Regression
Q: Is ATAX stock a buy or sell?
A: The dominant strategy among neural network is to Hold ATAX Stock.
Q: Is America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests stock a good investment?
A: The consensus rating for America First Multifamily Investors L.P. Beneficial Unit Certificates (BUCs) representing Limited Partnership Interests is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ATAX stock?
A: The consensus rating for ATAX is Hold.
Q: What is the prediction period for ATAX stock?
A: The prediction period for ATAX is (n+3 month)

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