Modelling A.I. in Economics

LON:HVPE HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED

Outlook: HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 08 May 2023 for (n+8 weeks)
Methodology : Transfer Learning (ML)

Abstract

HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED prediction model is evaluated with Transfer Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the LON:HVPE 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. Buy, Sell and Hold Signals
  2. Probability Distribution
  3. Can we predict stock market using machine learning?

LON:HVPE Target Price Prediction Modeling Methodology

We consider HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED Decision Process with Transfer Learning (ML) where A is the set of discrete actions of LON:HVPE 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(Independent 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(Transfer Learning (ML)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:HVPE HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED
Time series to forecast n: 08 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 HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED

  1. When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
  2. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  3. If changes are made in addition to those changes required by interest rate benchmark reform to the financial asset or financial liability designated in a hedging relationship (as described in paragraphs 5.4.6–5.4.8) or to the designation of the hedging relationship (as required by paragraph 6.9.1), an entity shall first apply the applicable requirements in this Standard to determine if those additional changes result in the discontinuation of hedge accounting. If the additional changes do not result in the discontinuation of hedge accounting, an entity shall amend the formal designation of the hedging relationship as specified in paragraph 6.9.1.
  4. If a guarantee provided by an entity to pay for default losses on a transferred asset prevents the transferred asset from being derecognised to the extent of the continuing involvement, the transferred asset at the date of the transfer is measured at the lower of (i) the carrying amount of the asset and (ii) the maximum amount of the consideration received in the transfer that the entity could be required to repay ('the guarantee amount'). The associated liability is initially measured at the guarantee amount plus the fair value of the guarantee (which is normally the consideration received for the guarantee). Subsequently, the initial fair value of the guarantee is recognised in profit or loss when (or as) the obligation is satisfied (in accordance with the principles of IFRS 15) and the carrying value of the asset is reduced by any loss allowance.

*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

HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED prediction model is evaluated with Transfer Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the LON:HVPE 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:HVPE HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2B1
Balance SheetB3C
Leverage RatiosCB3
Cash FlowBa3B1
Rates of Return and ProfitabilityBa2Caa2

*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 513 signals.

References

  1. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
  2. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  3. Van der Vaart AW. 2000. Asymptotic Statistics. Cambridge, UK: Cambridge Univ. Press
  4. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  5. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
  6. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  7. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:HVPE stock?
A: LON:HVPE stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Independent T-Test
Q: Is LON:HVPE stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes LON:HVPE Stock.
Q: Is HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED stock a good investment?
A: The consensus rating for HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED 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:HVPE stock?
A: The consensus rating for LON:HVPE is Wait until speculative trend diminishes.
Q: What is the prediction period for LON:HVPE stock?
A: The prediction period for LON:HVPE is (n+8 weeks)

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