Modelling A.I. in Economics

Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D Forecast & Analysis

Outlook: Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D is assigned short-term B2 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Emotional Trigger/Responses Analysis)
Hypothesis Testing : Multiple Regression
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.


Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Multiple Regression1,2,3,4 and it is concluded that the ATH^D 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.5 According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Sell

Graph 20

Key Points

  1. How do you pick a stock?
  2. Dominated Move
  3. Can stock prices be predicted?

ATH^D Stock Price Forecast

We consider Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of ATH^D 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


Sample Set: Neural Network
Stock/Index: ATH^D Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D
Time series to forecast: 4 Weeks

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


F(Multiple Regression)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):→ 4 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of ATH^D stock

j:Nash equilibria (Neural Network)

k:Dominated move of ATH^D stock holders

a:Best response for ATH^D target price


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.5 Multiple regression is a statistical method that analyzes the relationship between a dependent variable and multiple independent variables. The dependent variable is the variable that is being predicted, and the independent variables are the variables that are used to predict the dependent variable. Multiple regression is a more complex statistical method than simple linear regression, which only analyzes the relationship between a dependent variable and one independent variable. Multiple regression can be used to analyze more complex relationships between variables, and it can also be used to control for confounding variables. A confounding variable is a variable that is correlated with both the dependent variable and one or more of the independent variables. Confounding variables can distort the relationship between the dependent variable and the independent variables. Multiple regression can be used to control for confounding variables by including them in the model.6,7

 

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?

ATH^D Stock Forecast (Buy or Sell) Strategic Interaction Table

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 ATH^D Stock Prediction Model

  1. To the extent that a transfer of a financial asset does not qualify for derecognition, the transferor's contractual rights or obligations related to the transfer are not accounted for separately as derivatives if recognising both the derivative and either the transferred asset or the liability arising from the transfer would result in recognising the same rights or obligations twice. For example, a call option retained by the transferor may prevent a transfer of financial assets from being accounted for as a sale. In that case, the call option is not separately recognised as a derivative asset.
  2. IFRS 7 defines credit risk as 'the risk that one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation'. The requirement in paragraph 5.7.7(a) relates to the risk that the issuer will fail to perform on that particular liability. It does not necessarily relate to the creditworthiness of the issuer. For example, if an entity issues a collateralised liability and a non-collateralised liability that are otherwise identical, the credit risk of those two liabilities will be different, even though they are issued by the same entity. The credit risk on the collateralised liability will be less than the credit risk of the non-collateralised liability. The credit risk for a collateralised liability may be close to zero.
  3. An embedded prepayment option in an interest-only or principal-only strip is closely related to the host contract provided the host contract (i) initially resulted from separating the right to receive contractual cash flows of a financial instrument that, in and of itself, did not contain an embedded derivative, and (ii) does not contain any terms not present in the original host debt contract.
  4. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).

*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.

ATH^D Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Income StatementBaa2B1
Balance SheetB2Caa2
Leverage RatiosCaa2Baa2
Cash FlowCaa2Caa2
Rates of Return and ProfitabilityCaa2Baa2

*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?

References

  1. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  2. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  3. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  4. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
  5. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  6. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  7. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
Frequently Asked QuestionsQ: What is the prediction methodology for ATH^D stock?
A: ATH^D stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Multiple Regression
Q: Is ATH^D stock a buy or sell?
A: The dominant strategy among neural network is to Sell ATH^D Stock.
Q: Is Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D stock a good investment?
A: The consensus rating for Athene Holding Ltd. Depositary Shares Each Representing a 1/1000th Interest in a 4.875% Fixed-Rate Perpetual Non-Cumulative Preference Share Series D is Sell and is assigned short-term B2 & long-term Ba3 estimated rating.
Q: What is the consensus rating of ATH^D stock?
A: The consensus rating for ATH^D is Sell.
Q: What is the prediction period for ATH^D stock?
A: The prediction period for ATH^D is 4 Weeks
What did you think about the prediction? (Insufficient-Outstanding)
Tell us how we can improve PredictiveAI

People also ask

⚐ What are the top stocks to invest in right now?
☵ What happens to stocks when they're delisted?

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research data (Api)
  • Real-time updates
  • In-depth research reports (Pdf)

Login
This project is licensed under the license; additional terms may apply.