Modelling A.I. in Economics

LON:GSF GORE STREET ENERGY STORAGE FUND PLC (Forecast)

Outlook: GORE STREET ENERGY STORAGE FUND PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 01 Apr 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

GORE STREET ENERGY STORAGE FUND PLC prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the LON:GSF stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. What is statistical models in machine learning?
  2. Probability Distribution
  3. Market Outlook

LON:GSF Target Price Prediction Modeling Methodology

We consider GORE STREET ENERGY STORAGE FUND PLC Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of LON:GSF 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(Wilcoxon Rank-Sum Test)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+4 weeks) r s rs

n:Time series to forecast

p:Price signals of LON:GSF 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?

LON:GSF Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:GSF GORE STREET ENERGY STORAGE FUND PLC
Time series to forecast n: 01 Apr 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) 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 GORE STREET ENERGY STORAGE FUND PLC

  1. For a discontinued hedging relationship, when the interest rate benchmark on which the hedged future cash flows had been based is changed as required by interest rate benchmark reform, for the purpose of applying paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, the amount accumulated in the cash flow hedge reserve for that hedging relationship shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows will be based.
  2. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.
  3. When assessing a modified time value of money element, an entity must consider factors that could affect future contractual cash flows. For example, if an entity is assessing a bond with a five-year term and the variable interest rate is reset every six months to a five-year rate, the entity cannot conclude that the contractual cash flows are solely payments of principal and interest on the principal amount outstanding simply because the interest rate curve at the time of the assessment is such that the difference between a five-year interest rate and a six-month interest rate is not significant. Instead, the entity must also consider whether the relationship between the five-year interest rate and the six-month interest rate could change over the life of the instrument such that the contractual (undiscounted) cash flows over the life of the instrument could be significantly different from the (undiscounted) benchmark cash flows. However, an entity must consider only reasonably possible scenarios instead of every possible scenario. If an entity concludes that the contractual (undiscounted) cash flows could be significantly different from the (undiscounted) benchmark cash flows, the financial asset does not meet the condition in paragraphs 4.1.2(b) and 4.1.2A(b) and therefore cannot be measured at amortised cost or fair value through other comprehensive income.
  4. If an entity originates a loan that bears an off-market interest rate (eg 5 per cent when the market rate for similar loans is 8 per cent), and receives an upfront fee as compensation, the entity recognises the loan at its fair value, ie net of the fee it receives.

*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

GORE STREET ENERGY STORAGE FUND PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. GORE STREET ENERGY STORAGE FUND PLC prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the LON:GSF stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

LON:GSF GORE STREET ENERGY STORAGE FUND PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa1B2
Balance SheetBaa2Baa2
Leverage RatiosBaa2C
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBa3Baa2

*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: 72 out of 100 with 730 signals.

References

  1. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
  2. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
  3. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  4. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  5. Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is FFBC Stock Buy or Sell?(Stock Forecast). AC Investment Research Journal, 101(3).
  7. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GSF stock?
A: LON:GSF stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is LON:GSF stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes LON:GSF Stock.
Q: Is GORE STREET ENERGY STORAGE FUND PLC stock a good investment?
A: The consensus rating for GORE STREET ENERGY STORAGE FUND PLC is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:GSF stock?
A: The consensus rating for LON:GSF is Wait until speculative trend diminishes.
Q: What is the prediction period for LON:GSF stock?
A: The prediction period for LON:GSF is (n+4 weeks)

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