Modelling A.I. in Economics

CMRE^C Costamare Inc. Perpetual Preferred Series C (Marshall Islands) (Forecast)

Outlook: Costamare Inc. Perpetual Preferred Series C (Marshall Islands) is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 11 May 2023 for (n+8 weeks)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Costamare Inc. Perpetual Preferred Series C (Marshall Islands) prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the CMRE^C stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. How do you pick a stock?
  2. Is it better to buy and sell or hold?
  3. Game Theory

CMRE^C Target Price Prediction Modeling Methodology

We consider Costamare Inc. Perpetual Preferred Series C (Marshall Islands) Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of CMRE^C 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(Multiple 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 (News Feed Sentiment Analysis)) X S(n):→ (n+8 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of CMRE^C 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?

CMRE^C Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: CMRE^C Costamare Inc. Perpetual Preferred Series C (Marshall Islands)
Time series to forecast n: 11 May 2023 for (n+8 weeks)

According to price forecasts for (n+8 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 Costamare Inc. Perpetual Preferred Series C (Marshall Islands)

  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 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.
  3. IFRS 7 defines credit risk as 'the risk that one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation'. The requirement in paragraph 5.7.7(a) relates to the risk that the issuer will fail to perform on that particular liability. It does not necessarily relate to the creditworthiness of the issuer. For example, if an entity issues a collateralised liability and a non-collateralised liability that are otherwise identical, the credit risk of those two liabilities will be different, even though they are issued by the same entity. The credit risk on the collateralised liability will be less than the credit risk of the non-collateralised liability. The credit risk for a collateralised liability may be close to zero.
  4. Lifetime expected credit losses are not recognised on a financial instrument simply because it was considered to have low credit risk in the previous reporting period and is not considered to have low credit risk at the reporting date. In such a case, an entity shall determine whether there has been a significant increase in credit risk since initial recognition and thus whether lifetime expected credit losses are required to be recognised in accordance with paragraph 5.5.3.

*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

Costamare Inc. Perpetual Preferred Series C (Marshall Islands) is assigned short-term Ba1 & long-term Ba1 estimated rating. Costamare Inc. Perpetual Preferred Series C (Marshall Islands) prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the CMRE^C stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

CMRE^C Costamare Inc. Perpetual Preferred Series C (Marshall Islands) Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCCaa2
Balance SheetBaa2Baa2
Leverage RatiosBaa2C
Cash FlowCaa2C
Rates of Return and ProfitabilityBaa2Baa2

*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: 74 out of 100 with 543 signals.

References

  1. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  2. 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).
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Can stock prices be predicted?(SMI Index Stock Forecast). AC Investment Research Journal, 101(3).
  4. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  5. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  6. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
Frequently Asked QuestionsQ: What is the prediction methodology for CMRE^C stock?
A: CMRE^C stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Multiple Regression
Q: Is CMRE^C stock a buy or sell?
A: The dominant strategy among neural network is to Hold CMRE^C Stock.
Q: Is Costamare Inc. Perpetual Preferred Series C (Marshall Islands) stock a good investment?
A: The consensus rating for Costamare Inc. Perpetual Preferred Series C (Marshall Islands) is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CMRE^C stock?
A: The consensus rating for CMRE^C is Hold.
Q: What is the prediction period for CMRE^C stock?
A: The prediction period for CMRE^C is (n+8 weeks)

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