Modelling A.I. in Economics

NPO EnPro Industries Inc

Outlook: EnPro Industries Inc is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 29 Apr 2023 for (n+4 weeks)
Methodology : Statistical Inference (ML)

Abstract

EnPro Industries Inc prediction model is evaluated with Statistical Inference (ML) and Ridge Regression1,2,3,4 and it is concluded that the NPO stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Which neural network is best for prediction?
  2. Dominated Move
  3. Stock Rating

NPO Target Price Prediction Modeling Methodology

We consider EnPro Industries Inc Decision Process with Statistical Inference (ML) where A is the set of discrete actions of NPO 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(Ridge 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(Statistical Inference (ML)) X S(n):→ (n+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of NPO 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?

NPO Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: NPO EnPro Industries Inc
Time series to forecast n: 29 Apr 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

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 EnPro Industries Inc

  1. However, depending on the nature of the financial instruments and the credit risk information available for particular groups of financial instruments, an entity may not be able to identify significant changes in credit risk for individual financial instruments before the financial instrument becomes past due. This may be the case for financial instruments such as retail loans for which there is little or no updated credit risk information that is routinely obtained and monitored on an individual instrument until a customer breaches the contractual terms. If changes in the credit risk for individual financial instruments are not captured before they become past due, a loss allowance based only on credit information at an individual financial instrument level would not faithfully represent the changes in credit risk since initial recognition.
  2. At the date of initial application, an entity is permitted to make the designation in paragraph 2.5 for contracts that already exist on the date but only if it designates all similar contracts. The change in the net assets resulting from such designations shall be recognised in retained earnings at the date of initial application.
  3. Unless paragraph 6.8.8 applies, for a hedge of a non-contractually specified benchmark component of interest rate risk, an entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component shall be separately identifiable—only at the inception of the hedging relationship.
  4. When designating a risk component as a hedged item, the hedge accounting requirements apply to that risk component in the same way as they apply to other hedged items that are not risk components. For example, the qualifying criteria apply, including that the hedging relationship must meet the hedge effectiveness requirements, and any hedge ineffectiveness must be measured and recognised.

*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

EnPro Industries Inc is assigned short-term Ba1 & long-term Ba1 estimated rating. EnPro Industries Inc prediction model is evaluated with Statistical Inference (ML) and Ridge Regression1,2,3,4 and it is concluded that the NPO stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

NPO EnPro Industries Inc Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B2
Balance SheetBaa2C
Leverage RatiosBaa2Baa2
Cash FlowCB2
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: 81 out of 100 with 680 signals.

References

  1. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  2. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., When to Sell and When to Hold FTNT Stock. AC Investment Research Journal, 101(3).
  3. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. How is the price of gold determined? (No. Stock Analysis). AC Investment Research.
  4. S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
  5. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  6. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  7. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
Frequently Asked QuestionsQ: What is the prediction methodology for NPO stock?
A: NPO stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Ridge Regression
Q: Is NPO stock a buy or sell?
A: The dominant strategy among neural network is to Sell NPO Stock.
Q: Is EnPro Industries Inc stock a good investment?
A: The consensus rating for EnPro Industries Inc is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NPO stock?
A: The consensus rating for NPO is Sell.
Q: What is the prediction period for NPO stock?
A: The prediction period for NPO is (n+4 weeks)

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