Modelling A.I. in Economics

ATLCP Stock: A Downfall?

Outlook: Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share is assigned short-term B3 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Emotional Trigger/Responses Analysis)
Hypothesis Testing : Wilcoxon Sign-Rank Test
Surveillance : Major exchange and OTC

1The accuracy of the model is being monitored on a regular basis.(15-minute period)

2Time series is updated based on short-term trends.

Abstract

Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the ATLCP stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for emotional trigger/responses analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of emotional trigger/responses analysis, MNNs can be used to identify the emotional triggers that cause people to experience certain emotions, and to identify the responses that people typically exhibit when they experience those emotions. This information can then be used to develop more effective emotional support systems, to improve the accuracy of artificial intelligence systems, and to create more engaging and immersive entertainment experiences. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Hold

Graph 45

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. Why do we need predictive models?
  3. Nash Equilibria

ATLCP Target Price Prediction Modeling Methodology

We consider Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of ATLCP 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(Modular Neural Network (Emotional Trigger/Responses Analysis)) X S(n):→ 3 Month i = 1 n s i

n:Time series to forecast

p:Price signals of ATLCP stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (Emotional Trigger/Responses Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for emotional trigger/responses analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of emotional trigger/responses analysis, MNNs can be used to identify the emotional triggers that cause people to experience certain emotions, and to identify the responses that people typically exhibit when they experience those emotions. This information can then be used to develop more effective emotional support systems, to improve the accuracy of artificial intelligence systems, and to create more engaging and immersive entertainment experiences.

Wilcoxon Sign-Rank Test

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.

 

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?

ATLCP Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: ATLCP Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share
Time series to forecast: 3 Month

According to price forecasts, the dominant strategy among neural network is: Hold

Strategic Interaction Table Legend:

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%

Financial Data Adjustments for Modular Neural Network (Emotional Trigger/Responses Analysis) based ATLCP Stock Prediction Model

  1. In addition to those hedging relationships specified in paragraph 6.9.1, an entity shall apply the requirements in paragraphs 6.9.11 and 6.9.12 to new hedging relationships in which an alternative benchmark rate is designated as a non-contractually specified risk component (see paragraphs 6.3.7(a) and B6.3.8) when, because of interest rate benchmark reform, that risk component is not separately identifiable at the date it is designated.
  2. If a financial asset contains a contractual term that could change the timing or amount of contractual cash flows (for example, if the asset can be prepaid before maturity or its term can be extended), the entity must determine whether the contractual cash flows that could arise over the life of the instrument due to that contractual term are solely payments of principal and interest on the principal amount outstanding. To make this determination, the entity must assess the contractual cash flows that could arise both before, and after, the change in contractual cash flows. The entity may also need to assess the nature of any contingent event (ie the trigger) that would change the timing or amount of the contractual cash flows. While the nature of the contingent event in itself is not a determinative factor in assessing whether the contractual cash flows are solely payments of principal and interest, it may be an indicator. For example, compare a financial instrument with an interest rate that is reset to a higher rate if the debtor misses a particular number of payments to a financial instrument with an interest rate that is reset to a higher rate if a specified equity index reaches a particular level. It is more likely in the former case that the contractual cash flows over the life of the instrument will be solely payments of principal and interest on the principal amount outstanding because of the relationship between missed payments and an increase in credit risk. (See also paragraph B4.1.18.)
  3. Credit risk analysis is a multifactor and holistic analysis; whether a specific factor is relevant, and its weight compared to other factors, will depend on the type of product, characteristics of the financial instruments and the borrower as well as the geographical region. An entity shall consider reasonable and supportable information that is available without undue cost or effort and that is relevant for the particular financial instrument being assessed. However, some factors or indicators may not be identifiable on an individual financial instrument level. In such a case, the factors or indicators should be assessed for appropriate portfolios, groups of portfolios or portions of a portfolio of financial instruments to determine whether the requirement in paragraph 5.5.3 for the recognition of lifetime expected credit losses has been met.
  4. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.

*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.

ATLCP Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B3B2
Income StatementCaa2B3
Balance SheetBaa2C
Leverage RatiosCBaa2
Cash FlowCC
Rates of Return and ProfitabilityCBaa2

*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?

Conclusions

Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share is assigned short-term B3 & long-term B2 estimated rating. Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the ATLCP stock is predictable in the short/long term. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Hold

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 606 signals.

References

  1. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  2. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  3. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  4. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
  5. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  6. Harris ZS. 1954. Distributional structure. Word 10:146–62
  7. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
Frequently Asked QuestionsQ: What is the prediction methodology for ATLCP stock?
A: ATLCP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Sign-Rank Test
Q: Is ATLCP stock a buy or sell?
A: The dominant strategy among neural network is to Hold ATLCP Stock.
Q: Is Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share stock a good investment?
A: The consensus rating for Atlanticus Holdings Corporation 7.625% Series B Cumulative Perpetual Preferred Stock no par value per share is Hold and is assigned short-term B3 & long-term B2 estimated rating.
Q: What is the consensus rating of ATLCP stock?
A: The consensus rating for ATLCP is Hold.
Q: What is the prediction period for ATLCP stock?
A: The prediction period for ATLCP is 3 Month

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