Modelling A.I. in Economics

FINS Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest (Forecast)

Outlook: Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 24 Apr 2023 for (n+6 month)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest prediction model is evaluated with Modular Neural Network (DNN Layer) and Logistic Regression1,2,3,4 and it is concluded that the FINS stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is prediction model?
  2. What is neural prediction?
  3. Understanding Buy, Sell, and Hold Ratings

FINS Target Price Prediction Modeling Methodology

We consider Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of FINS 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(Modular Neural Network (DNN Layer)) X S(n):→ (n+6 month) i = 1 n a i

n:Time series to forecast

p:Price signals of FINS 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?

FINS Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: FINS Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest
Time series to forecast n: 24 Apr 2023 for (n+6 month)

According to price forecasts for (n+6 month) 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 Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest

  1. If the holder cannot assess the conditions in paragraph B4.1.21 at initial recognition, the tranche must be measured at fair value through profit or loss. If the underlying pool of instruments can change after initial recognition in such a way that the pool may not meet the conditions in paragraphs B4.1.23–B4.1.24, the tranche does not meet the conditions in paragraph B4.1.21 and must be measured at fair value through profit or loss. However, if the underlying pool includes instruments that are collateralised by assets that do not meet the conditions in paragraphs B4.1.23–B4.1.24, the ability to take possession of such assets shall be disregarded for the purposes of applying this paragraph unless the entity acquired the tranche with the intention of controlling the collateral.
  2. Credit risk analysis is a multifactor and holistic analysis; whether a specific factor is relevant, and its weight compared to other factors, will depend on the type of product, characteristics of the financial instruments and the borrower as well as the geographical region. An entity shall consider reasonable and supportable information that is available without undue cost or effort and that is relevant for the particular financial instrument being assessed. However, some factors or indicators may not be identifiable on an individual financial instrument level. In such a case, the factors or indicators should be assessed for appropriate portfolios, groups of portfolios or portions of a portfolio of financial instruments to determine whether the requirement in paragraph 5.5.3 for the recognition of lifetime expected credit losses has been met.
  3. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  4. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.

*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

Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest is assigned short-term Ba1 & long-term Ba1 estimated rating. Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest prediction model is evaluated with Modular Neural Network (DNN Layer) and Logistic Regression1,2,3,4 and it is concluded that the FINS stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

FINS Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCCaa2
Balance SheetBaa2Caa2
Leverage RatiosCC
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityBa1C

*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: 76 out of 100 with 544 signals.

References

  1. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  2. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  3. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  4. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  5. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  6. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  7. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for FINS stock?
A: FINS stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Logistic Regression
Q: Is FINS stock a buy or sell?
A: The dominant strategy among neural network is to Hold FINS Stock.
Q: Is Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest stock a good investment?
A: The consensus rating for Angel Oak Financial Strategies Income Term Trust Common Shares of Beneficial Interest is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of FINS stock?
A: The consensus rating for FINS is Hold.
Q: What is the prediction period for FINS stock?
A: The prediction period for FINS is (n+6 month)

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