Modelling A.I. in Economics

LON:JPEI JPMORGAN ELECT PLC (Forecast)

Outlook: JPMORGAN ELECT PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 15 Mar 2023 for (n+6 month)
Methodology : Inductive Learning (ML)

Abstract

JPMORGAN ELECT PLC prediction model is evaluated with Inductive Learning (ML) and Logistic Regression1,2,3,4 and it is concluded that the LON:JPEI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. Probability Distribution
  3. Decision Making

LON:JPEI Target Price Prediction Modeling Methodology

We consider JPMORGAN ELECT PLC Decision Process with Inductive Learning (ML) where A is the set of discrete actions of LON:JPEI 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(Logistic 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(Inductive Learning (ML)) X S(n):→ (n+6 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of LON:JPEI 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:JPEI Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:JPEI JPMORGAN ELECT PLC
Time series to forecast n: 15 Mar 2023 for (n+6 month)

According to price forecasts for (n+6 month) 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 JPMORGAN ELECT PLC

  1. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
  2. In some circumstances, the renegotiation or modification of the contractual cash flows of a financial asset can lead to the derecognition of the existing financial asset in accordance with this Standard. When the modification of a financial asset results in the derecognition of the existing financial asset and the subsequent recognition of the modified financial asset, the modified asset is considered a 'new' financial asset for the purposes of this Standard.
  3. Lifetime expected credit losses are generally expected to be recognised before a financial instrument becomes past due. Typically, credit risk increases significantly before a financial instrument becomes past due or other lagging borrower-specific factors (for example, a modification or restructuring) are observed. Consequently when reasonable and supportable information that is more forward-looking than past due information is available without undue cost or effort, it must be used to assess changes in credit risk.
  4. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.

*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

JPMORGAN ELECT PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. JPMORGAN ELECT PLC prediction model is evaluated with Inductive Learning (ML) and Logistic Regression1,2,3,4 and it is concluded that the LON:JPEI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

LON:JPEI JPMORGAN ELECT PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCC
Balance SheetBa2Caa2
Leverage RatiosBaa2C
Cash FlowB3Ba3
Rates of Return and ProfitabilityCaa2Baa2

*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: 75 out of 100 with 505 signals.

References

  1. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  2. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  3. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  4. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  5. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
Frequently Asked QuestionsQ: What is the prediction methodology for LON:JPEI stock?
A: LON:JPEI stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Logistic Regression
Q: Is LON:JPEI stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:JPEI Stock.
Q: Is JPMORGAN ELECT PLC stock a good investment?
A: The consensus rating for JPMORGAN ELECT PLC is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:JPEI stock?
A: The consensus rating for LON:JPEI is Buy.
Q: What is the prediction period for LON:JPEI stock?
A: The prediction period for LON:JPEI is (n+6 month)

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