Modelling A.I. in Economics

FTAIN FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares (Forecast)

Outlook: FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 25 Mar 2023 for (n+3 month)
Methodology : Reinforcement Machine Learning (ML)

Abstract

FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares prediction model is evaluated with Reinforcement Machine Learning (ML) and Factor1,2,3,4 and it is concluded that the FTAIN 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. Trading Interaction
  2. Can neural networks predict stock market?
  3. How accurate is machine learning in stock market?

FTAIN Target Price Prediction Modeling Methodology

We consider FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of FTAIN 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(Factor)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(Reinforcement Machine Learning (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of FTAIN 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?

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

Sample Set: Neural Network
Stock/Index: FTAIN FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares
Time series to forecast n: 25 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 FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares

  1. There is a rebuttable presumption that unless inflation risk is contractually specified, it is not separately identifiable and reliably measurable and hence cannot be designated as a risk component of a financial instrument. However, in limited cases, it is possible to identify a risk component for inflation risk that is separately identifiable and reliably measurable because of the particular circumstances of the inflation environment and the relevant debt market
  2. 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.
  3. Interest Rate Benchmark Reform, which amended IFRS 9, IAS 39 and IFRS 7, issued in September 2019, added Section 6.8 and amended paragraph 7.2.26. An entity shall apply these amendments for annual periods beginning on or after 1 January 2020. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
  4. For the purpose of applying paragraph 6.5.11, at the point when an entity amends the description of a hedged item as required in paragraph 6.9.1(b), the amount accumulated in the cash flow hedge reserve shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows are determined.

*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

FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares prediction model is evaluated with Reinforcement Machine Learning (ML) and Factor1,2,3,4 and it is concluded that the FTAIN 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

FTAIN FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCCaa2
Balance SheetBaa2Baa2
Leverage RatiosB3Baa2
Cash FlowCB1
Rates of Return and ProfitabilityB2C

*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: 77 out of 100 with 507 signals.

References

  1. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  2. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  3. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  4. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  5. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  6. Bengio Y, Schwenk H, Senécal JS, Morin F, Gauvain JL. 2006. Neural probabilistic language models. In Innovations in Machine Learning: Theory and Applications, ed. DE Holmes, pp. 137–86. Berlin: Springer
  7. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
Frequently Asked QuestionsQ: What is the prediction methodology for FTAIN stock?
A: FTAIN stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Factor
Q: Is FTAIN stock a buy or sell?
A: The dominant strategy among neural network is to Hold FTAIN Stock.
Q: Is FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares stock a good investment?
A: The consensus rating for FTAI Aviation Ltd. 8.25% Fixed - Rate Reset Series C Cumulative Perpetual Redeemable Preferred Shares is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of FTAIN stock?
A: The consensus rating for FTAIN is Hold.
Q: What is the prediction period for FTAIN stock?
A: The prediction period for FTAIN is (n+3 month)

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