**Outlook:**VPC SPECIALTY LENDING INVESTMENTS PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.

**Dominant Strategy :**Sell

**Time series to forecast n: 04 Mar 2023**for (n+4 weeks)

**Methodology :**Modular Neural Network (Market Volatility Analysis)

## Abstract

VPC SPECIALTY LENDING INVESTMENTS PLC prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Beta^{1,2,3,4}and it is concluded that the LON:VSL stock is predictable in the short/long term.

**According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell**

## Key Points

- Dominated Move
- How do you pick a stock?
- Stock Forecast Based On a Predictive Algorithm

## LON:VSL Target Price Prediction Modeling Methodology

We consider VPC SPECIALTY LENDING INVESTMENTS PLC Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of LON:VSL 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(Beta)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+4 weeks) $\sum _{i=1}^{n}\left({s}_{i}\right)$

n:Time series to forecast

p:Price signals of LON:VSL 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:VSL Stock Forecast (Buy or Sell) for (n+4 weeks)

**Sample Set:**Neural Network

**Stock/Index:**LON:VSL VPC SPECIALTY LENDING INVESTMENTS PLC

**Time series to forecast n: 04 Mar 2023**for (n+4 weeks)

**According to price forecasts for (n+4 weeks) 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 VPC SPECIALTY LENDING INVESTMENTS PLC

- For the purpose of applying the requirements in paragraphs 6.4.1(c)(i) and B6.4.4–B6.4.6, an entity shall assume that the interest rate benchmark on which the hedged cash flows and/or the hedged risk (contractually or noncontractually specified) are based, or the interest rate benchmark on which the cash flows of the hedging instrument are based, is not altered as a result of interest rate benchmark reform.
- To calculate the change in the value of the hedged item for the purpose of measuring hedge ineffectiveness, an entity may use a derivative that would have terms that match the critical terms of the hedged item (this is commonly referred to as a 'hypothetical derivative'), and, for example for a hedge of a forecast transaction, would be calibrated using the hedged price (or rate) level. For example, if the hedge was for a two-sided risk at the current market level, the hypothetical derivative would represent a hypothetical forward contract that is calibrated to a value of nil at the time of designation of the hedging relationship. If the hedge was for example for a one-sided risk, the hypothetical derivative would represent the intrinsic value of a hypothetical option that at the time of designation of the hedging relationship is at the money if the hedged price level is the current market level, or out of the money if the hedged price level is above (or, for a hedge of a long position, below) the current market level. Using a hypothetical derivative is one possible way of calculating the change in the value of the hedged item. The hypothetical derivative replicates the hedged item and hence results in the same outcome as if that change in value was determined by a different approach. Hence, using a 'hypothetical derivative' is not a method in its own right but a mathematical expedient that can only be used to calculate the value of the hedged item. Consequently, a 'hypothetical derivative' cannot be used to include features in the value of the hedged item that only exist in the hedging instrument (but not in the hedged item). An example is debt denominated in a foreign currency (irrespective of whether it is fixed-rate or variable-rate debt). When using a hypothetical derivative to calculate the change in the value of such debt or the present value of the cumulative change in its cash flows, the hypothetical derivative cannot simply impute a charge for exchanging different currencies even though actual derivatives under which different currencies are exchanged might include such a charge (for example, cross-currency interest rate swaps).
- If there is a hedging relationship between a non-derivative monetary asset and a non-derivative monetary liability, changes in the foreign currency component of those financial instruments are presented in profit or loss.
- When an entity first applies this Standard, it may choose as its accounting policy to continue to apply the hedge accounting requirements of IAS 39 instead of the requirements in Chapter 6 of this Standard. An entity shall apply that policy to all of its hedging relationships. An entity that chooses that policy shall also apply IFRIC 16 Hedges of a Net Investment in a Foreign Operation without the amendments that conform that Interpretation to the requirements in Chapter 6 of this Standard.

*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

VPC SPECIALTY LENDING INVESTMENTS PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. VPC SPECIALTY LENDING INVESTMENTS PLC prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Beta^{1,2,3,4} and it is concluded that the LON:VSL stock is predictable in the short/long term. ** According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell**

### LON:VSL VPC SPECIALTY LENDING INVESTMENTS PLC Financial Analysis*

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | Ba1 | Ba1 |

Income Statement | C | Baa2 |

Balance Sheet | Baa2 | C |

Leverage Ratios | B2 | Baa2 |

Cash Flow | B3 | Baa2 |

Rates of Return and Profitability | B1 | Caa2 |

*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

## References

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## Frequently Asked Questions

Q: What is the prediction methodology for LON:VSL stock?A: LON:VSL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Beta

Q: Is LON:VSL stock a buy or sell?

A: The dominant strategy among neural network is to Sell LON:VSL Stock.

Q: Is VPC SPECIALTY LENDING INVESTMENTS PLC stock a good investment?

A: The consensus rating for VPC SPECIALTY LENDING INVESTMENTS PLC is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.

Q: What is the consensus rating of LON:VSL stock?

A: The consensus rating for LON:VSL is Sell.

Q: What is the prediction period for LON:VSL stock?

A: The prediction period for LON:VSL is (n+4 weeks)