Modelling A.I. in Economics

LON:MIG4 MOBEUS INCOME & GROWTH 4 VCT PLC

Outlook: MOBEUS INCOME & GROWTH 4 VCT PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 18 Apr 2023 for (n+8 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

MOBEUS INCOME & GROWTH 4 VCT PLC prediction model is evaluated with Modular Neural Network (CNN Layer) and Chi-Square1,2,3,4 and it is concluded that the LON:MIG4 stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. What is prediction model?
  2. Market Signals
  3. Short/Long Term Stocks

LON:MIG4 Target Price Prediction Modeling Methodology

We consider MOBEUS INCOME & GROWTH 4 VCT PLC Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of LON:MIG4 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(Chi-Square)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) r s rs

n:Time series to forecast

p:Price signals of LON:MIG4 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:MIG4 Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:MIG4 MOBEUS INCOME & GROWTH 4 VCT PLC
Time series to forecast n: 18 Apr 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

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 MOBEUS INCOME & GROWTH 4 VCT PLC

  1. When an entity discontinues measuring the financial instrument that gives rise to the credit risk, or a proportion of that financial instrument, at fair value through profit or loss, that financial instrument's fair value at the date of discontinuation becomes its new carrying amount. Subsequently, the same measurement that was used before designating the financial instrument at fair value through profit or loss shall be applied (including amortisation that results from the new carrying amount). For example, a financial asset that had originally been classified as measured at amortised cost would revert to that measurement and its effective interest rate would be recalculated based on its new gross carrying amount on the date of discontinuing measurement at fair value through profit or loss.
  2. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
  3. 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.
  4. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.

*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

MOBEUS INCOME & GROWTH 4 VCT PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. MOBEUS INCOME & GROWTH 4 VCT PLC prediction model is evaluated with Modular Neural Network (CNN Layer) and Chi-Square1,2,3,4 and it is concluded that the LON:MIG4 stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

LON:MIG4 MOBEUS INCOME & GROWTH 4 VCT PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetBaa2Baa2
Leverage RatiosBaa2B1
Cash FlowCaa2B3
Rates of Return and ProfitabilityB3C

*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: 83 out of 100 with 627 signals.

References

  1. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
  2. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  3. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  4. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  5. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  6. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  7. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. The Dow Jones Industrial Average (No. Stock Analysis). AC Investment Research.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:MIG4 stock?
A: LON:MIG4 stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Chi-Square
Q: Is LON:MIG4 stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:MIG4 Stock.
Q: Is MOBEUS INCOME & GROWTH 4 VCT PLC stock a good investment?
A: The consensus rating for MOBEUS INCOME & GROWTH 4 VCT PLC is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:MIG4 stock?
A: The consensus rating for LON:MIG4 is Buy.
Q: What is the prediction period for LON:MIG4 stock?
A: The prediction period for LON:MIG4 is (n+8 weeks)

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