Modelling A.I. in Economics

NS^C Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units (Forecast)

Outlook: Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 27 Mar 2023 for (n+6 month)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Chi-Square1,2,3,4 and it is concluded that the NS^C stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. How do you pick a stock?
  2. Market Outlook
  3. Understanding Buy, Sell, and Hold Ratings

NS^C Target Price Prediction Modeling Methodology

We consider Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of NS^C 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(Chi-Square)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 (Financial Sentiment Analysis)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of NS^C 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?

NS^C Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: NS^C Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units
Time series to forecast n: 27 Mar 2023 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units

  1. If the group of items does have offsetting risk positions (for example, a group of sales and expenses denominated in a foreign currency hedged together for foreign currency risk) then an entity shall present the hedging gains or losses in a separate line item in the statement of profit or loss and other comprehensive income. Consider, for example, a hedge of the foreign currency risk of a net position of foreign currency sales of FC100 and foreign currency expenses of FC80 using a forward exchange contract for FC20. The gain or loss on the forward exchange contract that is reclassified from the cash flow hedge reserve to profit or loss (when the net position affects profit or loss) shall be presented in a separate line item from the hedged sales and expenses. Moreover, if the sales occur in an earlier period than the expenses, the sales revenue is still measured at the spot exchange rate in accordance with IAS 21. The related hedging gain or loss is presented in a separate line item, so that profit or loss reflects the effect of hedging the net position, with a corresponding adjustment to the cash flow hedge reserve. When the hedged expenses affect profit or loss in a later period, the hedging gain or loss previously recognised in the cash flow hedge reserve on the sales is reclassified to profit or loss and presented as a separate line item from those that include the hedged expenses, which are measured at the spot exchange rate in accordance with IAS 21.
  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 entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods only if it is possible to do so without the use of hindsight. If an entity restates prior periods, the restated financial statements must reflect all the requirements in this Standard for the affected financial instruments. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  4. It would not be acceptable to designate only some of the financial assets and financial liabilities giving rise to the inconsistency as at fair value through profit or loss if to do so would not eliminate or significantly reduce the inconsistency and would therefore not result in more relevant information. However, it would be acceptable to designate only some of a number of similar financial assets or similar financial liabilities if doing so achieves a significant reduction (and possibly a greater reduction than other allowable designations) in the inconsistency. For example, assume an entity has a number of similar financial liabilities that sum to CU100 and a number of similar financial assets that sum to CU50 but are measured on a different basis. The entity may significantly reduce the measurement inconsistency by designating at initial recognition all of the assets but only some of the liabilities (for example, individual liabilities with a combined total of CU45) as at fair value through profit or loss. However, because designation as at fair value through profit or loss can be applied only to the whole of a financial instrument, the entity in this example must designate one or more liabilities in their entirety. It could not designate either a component of a liability (eg changes in value attributable to only one risk, such as changes in a benchmark interest rate) or a proportion (ie percentage) of a liability.

*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

Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units is assigned short-term Ba1 & long-term Ba1 estimated rating. Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Chi-Square1,2,3,4 and it is concluded that the NS^C stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

NS^C Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Ba3
Balance SheetB2Ba3
Leverage RatiosBaa2Baa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityCaa2B3

*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: 74 out of 100 with 635 signals.

References

  1. 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
  2. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
  3. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  4. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  5. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  6. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  7. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
Frequently Asked QuestionsQ: What is the prediction methodology for NS^C stock?
A: NS^C stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Chi-Square
Q: Is NS^C stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes NS^C Stock.
Q: Is Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units stock a good investment?
A: The consensus rating for Nustar Energy L.P. 9.00% Series C Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Units is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NS^C stock?
A: The consensus rating for NS^C is Wait until speculative trend diminishes.
Q: What is the prediction period for NS^C stock?
A: The prediction period for NS^C is (n+6 month)

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