Modelling A.I. in Economics

SIGIP Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B (Forecast)

Outlook: Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 24 May 2023 for (n+8 weeks)
Methodology : Reinforcement Machine Learning (ML)

Abstract

Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B prediction model is evaluated with Reinforcement Machine Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the SIGIP 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. Which neural network is best for prediction?
  2. Game Theory
  3. What is prediction model?

SIGIP Target Price Prediction Modeling Methodology

We consider Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of SIGIP 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(Wilcoxon Sign-Rank 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(Reinforcement Machine Learning (ML)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of SIGIP 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?

SIGIP Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: SIGIP Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B
Time series to forecast n: 24 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 Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B

  1. 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.
  2. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.
  3. At the date of initial application, an entity shall assess whether a financial asset meets the condition in paragraphs 4.1.2(a) or 4.1.2A(a) on the basis of the facts and circumstances that exist at that date. The resulting classification shall be applied retrospectively irrespective of the entity's business model in prior reporting periods.
  4. 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.

*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

Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B is assigned short-term Ba1 & long-term Ba1 estimated rating. Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B prediction model is evaluated with Reinforcement Machine Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the SIGIP 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

SIGIP Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2C
Balance SheetCC
Leverage RatiosCBaa2
Cash FlowCaa2B1
Rates of Return and ProfitabilityB1Ba1

*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: 86 out of 100 with 796 signals.

References

  1. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  2. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
  3. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
  4. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  5. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  6. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  7. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
Frequently Asked QuestionsQ: What is the prediction methodology for SIGIP stock?
A: SIGIP stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is SIGIP stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes SIGIP Stock.
Q: Is Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B stock a good investment?
A: The consensus rating for Selective Insurance Group Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.60% Non-Cumulative Preferred Stock Series B is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SIGIP stock?
A: The consensus rating for SIGIP is Wait until speculative trend diminishes.
Q: What is the prediction period for SIGIP stock?
A: The prediction period for SIGIP is (n+8 weeks)

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