Modelling A.I. in Economics

LON:GLV GLENVEAGH PROPERTIES PLC

Outlook: GLENVEAGH PROPERTIES PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 13 May 2023 for (n+8 weeks)
Methodology : Transductive Learning (ML)

Abstract

GLENVEAGH PROPERTIES PLC prediction model is evaluated with Transductive Learning (ML) and Ridge Regression1,2,3,4 and it is concluded that the LON:GLV stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Short/Long Term Stocks
  2. Technical Analysis with Algorithmic Trading
  3. Probability Distribution

LON:GLV Target Price Prediction Modeling Methodology

We consider GLENVEAGH PROPERTIES PLC Decision Process with Transductive Learning (ML) where A is the set of discrete actions of LON:GLV 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(Transductive Learning (ML)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

p:Price signals of LON:GLV 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:GLV Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:GLV GLENVEAGH PROPERTIES PLC
Time series to forecast n: 13 May 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 GLENVEAGH PROPERTIES PLC

  1. The expected credit losses on a loan commitment shall be discounted using the effective interest rate, or an approximation thereof, that will be applied when recognising the financial asset resulting from the loan commitment. This is because for the purpose of applying the impairment requirements, a financial asset that is recognised following a draw down on a loan commitment shall be treated as a continuation of that commitment instead of as a new financial instrument. The expected credit losses on the financial asset shall therefore be measured considering the initial credit risk of the loan commitment from the date that the entity became a party to the irrevocable commitment.
  2. However, in some cases, the time value of money element may be modified (ie imperfect). That would be the case, for example, if a financial asset's interest rate is periodically reset but the frequency of that reset does not match the tenor of the interest rate (for example, the interest rate resets every month to a one-year rate) or if a financial asset's interest rate is periodically reset to an average of particular short- and long-term interest rates. In such cases, an entity must assess the modification to determine whether the contractual cash flows represent solely payments of principal and interest on the principal amount outstanding. In some circumstances, the entity may be able to make that determination by performing a qualitative assessment of the time value of money element whereas, in other circumstances, it may be necessary to perform a quantitative assessment.
  3. 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.
  4. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.

*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

GLENVEAGH PROPERTIES PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. GLENVEAGH PROPERTIES PLC prediction model is evaluated with Transductive Learning (ML) and Ridge Regression1,2,3,4 and it is concluded that the LON:GLV stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

LON:GLV GLENVEAGH PROPERTIES PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Baa2
Balance SheetB2C
Leverage RatiosCB3
Cash FlowCC
Rates of Return and ProfitabilityCBa3

*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: 77 out of 100 with 713 signals.

References

  1. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  2. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
  3. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
  4. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  5. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  6. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  7. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GLV stock?
A: LON:GLV stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Ridge Regression
Q: Is LON:GLV stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes LON:GLV Stock.
Q: Is GLENVEAGH PROPERTIES PLC stock a good investment?
A: The consensus rating for GLENVEAGH PROPERTIES PLC is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:GLV stock?
A: The consensus rating for LON:GLV is Wait until speculative trend diminishes.
Q: What is the prediction period for LON:GLV stock?
A: The prediction period for LON:GLV is (n+8 weeks)

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