Modelling A.I. in Economics

F^D Ford Motor Company 6.500% Notes due August 15 2062

Outlook: Ford Motor Company 6.500% Notes due August 15 2062 is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 09 Apr 2023 for (n+1 year)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Ford Motor Company 6.500% Notes due August 15 2062 prediction model is evaluated with Modular Neural Network (DNN Layer) and Ridge Regression1,2,3,4 and it is concluded that the F^D stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Key Points

  1. Stock Rating
  2. Can neural networks predict stock market?
  3. Stock Forecast Based On a Predictive Algorithm

F^D Target Price Prediction Modeling Methodology

We consider Ford Motor Company 6.500% Notes due August 15 2062 Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of F^D 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(Ridge 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 (DNN Layer)) X S(n):→ (n+1 year) i = 1 n s i

n:Time series to forecast

p:Price signals of F^D 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?

F^D Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: F^D Ford Motor Company 6.500% Notes due August 15 2062
Time series to forecast n: 09 Apr 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

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 Ford Motor Company 6.500% Notes due August 15 2062

  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. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income subsequent changes in the fair value of particular investments in equity instruments. Such an investment is not a monetary item. Accordingly, the gain or loss that is presented in other comprehensive income in accordance with paragraph 5.7.5 includes any related foreign exchange component.
  3. An entity that first applies IFRS 17 as amended in June 2020 after it first applies this Standard shall apply paragraphs 7.2.39–7.2.42. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  4. If, at the date of initial application, it is impracticable (as defined in IAS 8) for an entity to assess whether the fair value of a prepayment feature was insignificant in accordance with paragraph B4.1.12(c) on the basis of the facts and circumstances that existed at the initial recognition of the financial asset, an entity shall assess the contractual cash flow characteristics of that financial asset on the basis of the facts and circumstances that existed at the initial recognition of the financial asset without taking into account the exception for prepayment features in paragraph B4.1.12. (See also paragraph 42S of IFRS 7.)

*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

Ford Motor Company 6.500% Notes due August 15 2062 is assigned short-term Ba1 & long-term Ba1 estimated rating. Ford Motor Company 6.500% Notes due August 15 2062 prediction model is evaluated with Modular Neural Network (DNN Layer) and Ridge Regression1,2,3,4 and it is concluded that the F^D stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

F^D Ford Motor Company 6.500% Notes due August 15 2062 Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB1Caa2
Balance SheetBaa2Baa2
Leverage RatiosBaa2Caa2
Cash FlowCCaa2
Rates of Return and ProfitabilityB2Baa2

*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: 81 out of 100 with 686 signals.

References

  1. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  2. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  3. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  4. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
  5. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  6. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  7. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for F^D stock?
A: F^D stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Ridge Regression
Q: Is F^D stock a buy or sell?
A: The dominant strategy among neural network is to Hold F^D Stock.
Q: Is Ford Motor Company 6.500% Notes due August 15 2062 stock a good investment?
A: The consensus rating for Ford Motor Company 6.500% Notes due August 15 2062 is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of F^D stock?
A: The consensus rating for F^D is Hold.
Q: What is the prediction period for F^D stock?
A: The prediction period for F^D is (n+1 year)

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