Modelling A.I. in Economics

IHTA Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share

Outlook: Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 13 Mar 2023 for (n+3 month)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Spearman Correlation1,2,3,4 and it is concluded that the IHTA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. Reaction Function
  2. What statistical methods are used to analyze data?
  3. Stock Forecast Based On a Predictive Algorithm

IHTA Target Price Prediction Modeling Methodology

We consider Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of IHTA 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(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of IHTA 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?

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

Sample Set: Neural Network
Stock/Index: IHTA Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share
Time series to forecast n: 13 Mar 2023 for (n+3 month)

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

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 Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share

  1. One of the defining characteristics of a derivative is that it has an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors. An option contract meets that definition because the premium is less than the investment that would be required to obtain the underlying financial instrument to which the option is linked. A currency swap that requires an initial exchange of different currencies of equal fair values meets the definition because it has a zero initial net investment.
  2. In some jurisdictions, the government or a regulatory authority sets interest rates. For example, such government regulation of interest rates may be part of a broad macroeconomic policy or it may be introduced to encourage entities to invest in a particular sector of the economy. In some of these cases, the objective of the time value of money element is not to provide consideration for only the passage of time. However, despite paragraphs B4.1.9A–B4.1.9D, a regulated interest rate shall be considered a proxy for the time value of money element for the purpose of applying the condition in paragraphs 4.1.2(b) and 4.1.2A(b) if that regulated interest rate provides consideration that is broadly consistent with the passage of time and does not provide exposure to risks or volatility in the contractual cash flows that are inconsistent with a basic lending arrangement.
  3. When designating a group of items as the hedged item, or a combination of financial instruments as the hedging instrument, an entity shall prospectively cease applying paragraphs 6.8.4–6.8.6 to an individual item or financial instrument in accordance with paragraphs 6.8.9, 6.8.10, or 6.8.11, as relevant, when the uncertainty arising from interest rate benchmark reform is no longer present with respect to the hedged risk and/or the timing and the amount of the interest rate benchmark-based cash flows of that item or financial instrument.
  4. There are two types of components of nominal amounts that can be designated as the hedged item in a hedging relationship: a component that is a proportion of an entire item or a layer component. The type of component changes the accounting outcome. An entity shall designate the component for accounting purposes consistently with its risk management objective.

*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

Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share is assigned short-term Ba1 & long-term Ba1 estimated rating. Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Spearman Correlation1,2,3,4 and it is concluded that the IHTA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

IHTA Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3Caa2
Balance SheetCB2
Leverage RatiosB1B1
Cash FlowCaa2Baa2
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: 90 out of 100 with 643 signals.

References

  1. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  2. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  3. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  4. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  5. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
  6. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  7. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
Frequently Asked QuestionsQ: What is the prediction methodology for IHTA stock?
A: IHTA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Spearman Correlation
Q: Is IHTA stock a buy or sell?
A: The dominant strategy among neural network is to Sell IHTA Stock.
Q: Is Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share stock a good investment?
A: The consensus rating for Invesco High Income 2024 Target Term Fund Common Shares of Beneficial Interest No par value per share is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of IHTA stock?
A: The consensus rating for IHTA is Sell.
Q: What is the prediction period for IHTA stock?
A: The prediction period for IHTA 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.