Modelling A.I. in Economics

LON:CCJS CC JAPAN INCOME & GROWTH TRUST PLC

Outlook: CC JAPAN INCOME & GROWTH TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 16 Mar 2023 for (n+3 month)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

CC JAPAN INCOME & GROWTH TRUST PLC prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Factor1,2,3,4 and it is concluded that the LON:CCJS 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. Should I buy stocks now or wait amid such uncertainty?
  2. What is statistical models in machine learning?
  3. Market Risk

LON:CCJS Target Price Prediction Modeling Methodology

We consider CC JAPAN INCOME & GROWTH TRUST PLC Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of LON:CCJS 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(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of LON:CCJS 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?

LON:CCJS Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:CCJS CC JAPAN INCOME & GROWTH TRUST PLC
Time series to forecast n: 16 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 CC JAPAN INCOME & GROWTH TRUST PLC

  1. To the extent that a transfer of a financial asset does not qualify for derecognition, the transferor's contractual rights or obligations related to the transfer are not accounted for separately as derivatives if recognising both the derivative and either the transferred asset or the liability arising from the transfer would result in recognising the same rights or obligations twice. For example, a call option retained by the transferor may prevent a transfer of financial assets from being accounted for as a sale. In that case, the call option is not separately recognised as a derivative asset.
  2. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
  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. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.

*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

CC JAPAN INCOME & GROWTH TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. CC JAPAN INCOME & GROWTH TRUST PLC prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Factor1,2,3,4 and it is concluded that the LON:CCJS 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

LON:CCJS CC JAPAN INCOME & GROWTH TRUST PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3Ba1
Balance SheetB1C
Leverage RatiosCBa3
Cash FlowCBaa2
Rates of Return and ProfitabilityBaa2B1

*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: 89 out of 100 with 601 signals.

References

  1. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  2. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  3. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  4. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  5. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  6. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  7. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
Frequently Asked QuestionsQ: What is the prediction methodology for LON:CCJS stock?
A: LON:CCJS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Factor
Q: Is LON:CCJS stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:CCJS Stock.
Q: Is CC JAPAN INCOME & GROWTH TRUST PLC stock a good investment?
A: The consensus rating for CC JAPAN INCOME & GROWTH TRUST PLC is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:CCJS stock?
A: The consensus rating for LON:CCJS is Sell.
Q: What is the prediction period for LON:CCJS stock?
A: The prediction period for LON:CCJS is (n+3 month)

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