Modelling A.I. in Economics

LON:BGHL BOUSSARD & GAVAUDAN HOLDING LIMITED (Forecast)

Outlook: BOUSSARD & GAVAUDAN HOLDING LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 21 May 2023 for (n+16 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

BOUSSARD & GAVAUDAN HOLDING LIMITED prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Sign Test1,2,3,4 and it is concluded that the LON:BGHL 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. Investment Risk
  2. What are the most successful trading algorithms?
  3. Which neural network is best for prediction?

LON:BGHL Target Price Prediction Modeling Methodology

We consider BOUSSARD & GAVAUDAN HOLDING LIMITED Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of LON:BGHL 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(Sign 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(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 LON:BGHL 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:BGHL Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:BGHL BOUSSARD & GAVAUDAN HOLDING LIMITED
Time series to forecast n: 21 May 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 BOUSSARD & GAVAUDAN HOLDING LIMITED

  1. Lifetime expected credit losses are generally expected to be recognised before a financial instrument becomes past due. Typically, credit risk increases significantly before a financial instrument becomes past due or other lagging borrower-specific factors (for example, a modification or restructuring) are observed. Consequently when reasonable and supportable information that is more forward-looking than past due information is available without undue cost or effort, it must be used to assess changes in credit risk.
  2. An entity's risk management is the main source of information to perform the assessment of whether a hedging relationship meets the hedge effectiveness requirements. This means that the management information (or analysis) used for decision-making purposes can be used as a basis for assessing whether a hedging relationship meets the hedge effectiveness requirements.
  3. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
  4. 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.

*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

BOUSSARD & GAVAUDAN HOLDING LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. BOUSSARD & GAVAUDAN HOLDING LIMITED prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Sign Test1,2,3,4 and it is concluded that the LON:BGHL 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

LON:BGHL BOUSSARD & GAVAUDAN HOLDING LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetCBaa2
Leverage RatiosCaa2Baa2
Cash FlowBaa2B1
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: 84 out of 100 with 611 signals.

References

  1. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. How is the price of gold determined? (No. Stock Analysis). AC Investment Research.
  2. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
  3. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  4. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  5. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
  6. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  7. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BGHL stock?
A: LON:BGHL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Sign Test
Q: Is LON:BGHL stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:BGHL Stock.
Q: Is BOUSSARD & GAVAUDAN HOLDING LIMITED stock a good investment?
A: The consensus rating for BOUSSARD & GAVAUDAN HOLDING LIMITED is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:BGHL stock?
A: The consensus rating for LON:BGHL is Hold.
Q: What is the prediction period for LON:BGHL stock?
A: The prediction period for LON:BGHL is (n+16 weeks)

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