Modelling A.I. in Economics

MGRB Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060

Outlook: Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 10 Apr 2023 for (n+16 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Linear Regression1,2,3,4 and it is concluded that the MGRB stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. Trading Interaction
  2. Trust metric by Neural Network
  3. What is the best way to predict stock prices?

MGRB Target Price Prediction Modeling Methodology

We consider Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of MGRB 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(Linear 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 (Financial Sentiment Analysis)) X S(n):→ (n+16 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of MGRB 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?

MGRB Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: MGRB Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060
Time series to forecast n: 10 Apr 2023 for (n+16 weeks)

According to price forecasts for (n+16 weeks) 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 Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060

  1. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.
  2. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
  3. An entity can rebut this presumption. However, it can do so only when it has reasonable and supportable information available that demonstrates that even if contractual payments become more than 30 days past due, this does not represent a significant increase in the credit risk of a financial instrument. For example when non-payment was an administrative oversight, instead of resulting from financial difficulty of the borrower, or the entity has access to historical evidence that demonstrates that there is no correlation between significant increases in the risk of a default occurring and financial assets on which payments are more than 30 days past due, but that evidence does identify such a correlation when payments are more than 60 days past due.
  4. Subject to the conditions in paragraphs 4.1.5 and 4.2.2, this Standard allows an entity to designate a financial asset, a financial liability, or a group of financial instruments (financial assets, financial liabilities or both) as at fair value through profit or loss provided that doing so results in more relevant information.

*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

Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 is assigned short-term Ba1 & long-term Ba1 estimated rating. Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Linear Regression1,2,3,4 and it is concluded that the MGRB stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

MGRB Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2C
Balance SheetCaa2Baa2
Leverage RatiosCaa2C
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityBa2Baa2

*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: 78 out of 100 with 544 signals.

References

  1. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  2. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Trading Signals (WTS Stock Forecast). AC Investment Research Journal, 101(3).
  4. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  5. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  6. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  7. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
Frequently Asked QuestionsQ: What is the prediction methodology for MGRB stock?
A: MGRB stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Linear Regression
Q: Is MGRB stock a buy or sell?
A: The dominant strategy among neural network is to Hold MGRB Stock.
Q: Is Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 stock a good investment?
A: The consensus rating for Affiliated Managers Group Inc. 4.750% Junior Subordinated Notes due 2060 is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MGRB stock?
A: The consensus rating for MGRB is Hold.
Q: What is the prediction period for MGRB stock?
A: The prediction period for MGRB is (n+16 weeks)

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