Modelling A.I. in Economics

FDEU First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest

Outlook: First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 14 May 2023 for (n+16 weeks)
Methodology : Inductive Learning (ML)

Abstract

First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest prediction model is evaluated with Inductive Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the FDEU stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Prediction Modeling
  2. How do predictive algorithms actually work?
  3. How useful are statistical predictions?

FDEU Target Price Prediction Modeling Methodology

We consider First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest Decision Process with Inductive Learning (ML) where A is the set of discrete actions of FDEU 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(Paired T-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(Inductive Learning (ML)) X S(n):→ (n+16 weeks) r s rs

n:Time series to forecast

p:Price signals of FDEU 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?

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

Sample Set: Neural Network
Stock/Index: FDEU First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest
Time series to forecast n: 14 May 2023 for (n+16 weeks)

According to price forecasts for (n+16 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 First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest

  1. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).
  2. If the group of items does not have any offsetting risk positions (for example, a group of foreign currency expenses that affect different line items in the statement of profit or loss and other comprehensive income that are hedged for foreign currency risk) then the reclassified hedging instrument gains or losses shall be apportioned to the line items affected by the hedged items. This apportionment shall be done on a systematic and rational basis and shall not result in the grossing up of the net gains or losses arising from a single hedging instrument.
  3. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
  4. If an entity measures a hybrid contract at fair value in accordance with paragraphs 4.1.2A, 4.1.4 or 4.1.5 but the fair value of the hybrid contract had not been measured in comparative reporting periods, the fair value of the hybrid contract in the comparative reporting periods shall be the sum of the fair values of the components (ie the non-derivative host and the embedded derivative) at the end of each comparative reporting period if the entity restates prior periods (see paragraph 7.2.15).

*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

First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest is assigned short-term Ba1 & long-term Ba1 estimated rating. First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest prediction model is evaluated with Inductive Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the FDEU stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

FDEU First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa1
Balance SheetBaa2Baa2
Leverage RatiosB3Caa2
Cash FlowCaa2Caa2
Rates of Return and ProfitabilityCaa2B3

*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: 82 out of 100 with 541 signals.

References

  1. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  2. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  3. 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
  4. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  5. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
  7. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
Frequently Asked QuestionsQ: What is the prediction methodology for FDEU stock?
A: FDEU stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Paired T-Test
Q: Is FDEU stock a buy or sell?
A: The dominant strategy among neural network is to Buy FDEU Stock.
Q: Is First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest stock a good investment?
A: The consensus rating for First Trust Dynamic Europe Equity Income Fund Common Shares of Beneficial Interest is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of FDEU stock?
A: The consensus rating for FDEU is Buy.
Q: What is the prediction period for FDEU stock?
A: The prediction period for FDEU is (n+16 weeks)

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