Modelling A.I. in Economics

TNP^E Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00

Outlook: Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 20 Mar 2023 for (n+8 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 prediction model is evaluated with Modular Neural Network (CNN Layer) and Multiple Regression1,2,3,4 and it is concluded that the TNP^E stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. What are main components of Markov decision process?
  3. Nash Equilibria

TNP^E Target Price Prediction Modeling Methodology

We consider Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of TNP^E 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(Multiple 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(Modular Neural Network (CNN Layer)) X S(n):→ (n+8 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of TNP^E 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?

TNP^E Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: TNP^E Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00
Time series to forecast n: 20 Mar 2023 for (n+8 weeks)

According to price forecasts for (n+8 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 Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00

  1. When designating risk components as hedged items, an entity considers whether the risk components are explicitly specified in a contract (contractually specified risk components) or whether they are implicit in the fair value or the cash flows of an item of which they are a part (noncontractually specified risk components). Non-contractually specified risk components can relate to items that are not a contract (for example, forecast transactions) or contracts that do not explicitly specify the component (for example, a firm commitment that includes only one single price instead of a pricing formula that references different underlyings)
  2. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
  3. When an entity designates a financial liability as at fair value through profit or loss, it must determine whether presenting in other comprehensive income the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in profit or loss. An accounting mismatch would be created or enlarged if presenting the effects of changes in the liability's credit risk in other comprehensive income would result in a greater mismatch in profit or loss than if those amounts were presented in profit or loss
  4. An entity shall apply Annual Improvements to IFRS Standards 2018–2020 to financial liabilities that are modified or exchanged on or after the beginning of the annual reporting period in which the entity first applies the amendment.

*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

Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 is assigned short-term Ba1 & long-term Ba1 estimated rating. Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 prediction model is evaluated with Modular Neural Network (CNN Layer) and Multiple Regression1,2,3,4 and it is concluded that the TNP^E stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

TNP^E Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCB2
Balance SheetBaa2Baa2
Leverage RatiosCaa2Baa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBaa2B2

*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: 86 out of 100 with 621 signals.

References

  1. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  2. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
  3. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  4. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  5. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  6. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  7. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
Frequently Asked QuestionsQ: What is the prediction methodology for TNP^E stock?
A: TNP^E stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Multiple Regression
Q: Is TNP^E stock a buy or sell?
A: The dominant strategy among neural network is to Sell TNP^E Stock.
Q: Is Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 stock a good investment?
A: The consensus rating for Tsakos Energy Navigation Ltd Series E Fixed-to-Floating Rate Cumulative Redeemable Perpetual Preferred Shares par value $1.00 is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of TNP^E stock?
A: The consensus rating for TNP^E is Sell.
Q: What is the prediction period for TNP^E stock?
A: The prediction period for TNP^E is (n+8 weeks)

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