Modelling A.I. in Economics

GS^K Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K (Forecast)

Outlook: Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : HoldWait until speculative trend diminishes
Time series to forecast n: 06 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K prediction model is evaluated with Modular Neural Network (CNN Layer) and Lasso Regression1,2,3,4 and it is concluded that the GS^K stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: HoldWait until speculative trend diminishes

Key Points

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

GS^K Target Price Prediction Modeling Methodology

We consider Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of GS^K 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(Lasso 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+3 month) i = 1 n s i

n:Time series to forecast

p:Price signals of GS^K 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?

GS^K Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: GS^K Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K
Time series to forecast n: 06 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: HoldWait 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 Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K

  1. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness
  2. To make that determination, an entity must assess whether it expects that the effects of changes in the liability's credit risk will be offset in profit or loss by a change in the fair value of another financial instrument measured at fair value through profit or loss. Such an expectation must be based on an economic relationship between the characteristics of the liability and the characteristics of the other financial instrument.
  3. When defining default for the purposes of determining the risk of a default occurring, an entity shall apply a default definition that is consistent with the definition used for internal credit risk management purposes for the relevant financial instrument and consider qualitative indicators (for example, financial covenants) when appropriate. However, there is a rebuttable presumption that default does not occur later than when a financial asset is 90 days past due unless an entity has reasonable and supportable information to demonstrate that a more lagging default criterion is more appropriate. The definition of default used for these purposes shall be applied consistently to all financial instruments unless information becomes available that demonstrates that another default definition is more appropriate for a particular financial instrument.
  4. In some circumstances, the renegotiation or modification of the contractual cash flows of a financial asset can lead to the derecognition of the existing financial asset in accordance with this Standard. When the modification of a financial asset results in the derecognition of the existing financial asset and the subsequent recognition of the modified financial asset, the modified asset is considered a 'new' financial asset for the purposes 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

Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K is assigned short-term Ba1 & long-term Ba1 estimated rating. Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K prediction model is evaluated with Modular Neural Network (CNN Layer) and Lasso Regression1,2,3,4 and it is concluded that the GS^K stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: HoldWait until speculative trend diminishes

GS^K Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Baa2
Balance SheetCaa2C
Leverage RatiosBaa2Baa2
Cash FlowCaa2Ba2
Rates of Return and ProfitabilityBaa2Ba1

*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: 75 out of 100 with 602 signals.

References

  1. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
  2. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
  3. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  4. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
  5. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
  7. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
Frequently Asked QuestionsQ: What is the prediction methodology for GS^K stock?
A: GS^K stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Lasso Regression
Q: Is GS^K stock a buy or sell?
A: The dominant strategy among neural network is to HoldWait until speculative trend diminishes GS^K Stock.
Q: Is Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K stock a good investment?
A: The consensus rating for Goldman Sachs Group Inc. (The) Dep Shs Repstg 1/1000 Int Sh Fxd/Fltg Non Cum Pfd Stk Ser K is HoldWait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GS^K stock?
A: The consensus rating for GS^K is HoldWait until speculative trend diminishes.
Q: What is the prediction period for GS^K stock?
A: The prediction period for GS^K is (n+3 month)

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