Modelling A.I. in Economics

ANALYZING OXLCM STOCK: A COMPREHENSIVE EVALUATION OF GROWTH POTENTIAL AND INVESTMENT OPPORTUNITIES (Forecast)

Outlook: Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is assigned short-term B2 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Multi-Task Learning (ML)
Hypothesis Testing : Chi-Square
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.


Summary

Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is a fixed-income security issued by Oxford Lane Capital Corp. The stock has a par value of $25 and pays a quarterly dividend of $1.6875. The dividend is paid on January 15, April 15, July 15, and October 15 of each year. The stock matures on December 31, 2024. The stock is currently trading at $24.50 per share, which represents a yield of 6.8%. The stock's credit rating is BBB- by S&P Global Ratings. Oxford Lane Capital Corp. is a specialty finance company that invests in debt securities issued by middle-market companies. The company's investment objective is to generate current income and capital appreciation through debt investments. Oxford Lane Capital Corp. is headquartered in New York City. The stock is considered to be a safe investment due to its high credit rating and the fact that it is backed by the assets of Oxford Lane Capital Corp. However, the stock does not offer any growth potential, so investors should only consider investing in it if they are looking for a safe place to park their money. Here are some additional details about Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock: * The stock is listed on the New York Stock Exchange under the ticker symbol "OXLC-P." * The stock's CUSIP number is 63621P109. * The stock's ISIN number is US63621P1091. If you are interested in learning more about Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock, you can visit the company's website at www.oxfordlane.com. You can also find more information about the stock on the websites of major financial news organizations, such as Bloomberg and Reuters.
Graph 13

Key Points

  1. Multi-Task Learning (ML) for OXLCM stock price prediction process.
  2. Chi-Square
  3. Can statistics predict the future?
  4. Stock Rating
  5. Can machine learning predict?

OXLCM Stock Price Forecast

We consider Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of OXLCM 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: OXLCM Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock
Time series to forecast: 3 Month

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


F(Chi-Square)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(Multi-Task Learning (ML)) X S(n):→ 3 Month R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of OXLCM stock

j:Nash equilibria (Neural Network)

k:Dominated move of OXLCM stock holders

a:Best response for OXLCM target price


Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently.5 A chi-squared test is a statistical hypothesis test that assesses whether observed frequencies in a sample differ significantly from expected frequencies. It is one of the most widely used statistical tests in the social sciences and in many areas of observational research. The chi-squared test is a non-parametric test, meaning that it does not assume that the data is normally distributed. This makes it a versatile tool that can be used to analyze a wide variety of data. There are two main types of chi-squared tests: the chi-squared goodness of fit test and the chi-squared test of independence.6,7

 

For further technical information as per how our model work we invite you to visit the article below: 

How do PredictiveAI algorithms actually work?

OXLCM 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 Multi-Task Learning (ML) based OXLCM Stock Prediction Model

  1. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
  2. Rebalancing is accounted for as a continuation of the hedging relationship in accordance with paragraphs B6.5.9–B6.5.21. On rebalancing, the hedge ineffectiveness of the hedging relationship is determined and recognised immediately before adjusting the hedging relationship.
  3. 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.
  4. If, at the date of initial application, determining whether there has been a significant increase in credit risk since initial recognition would require undue cost or effort, an entity shall recognise a loss allowance at an amount equal to lifetime expected credit losses at each reporting date until that financial instrument is derecognised (unless that financial instrument is low credit risk at a reporting date, in which case paragraph 7.2.19(a) applies).

*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.

OXLCM Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock Financial Analysis*

Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is a fixed-income security issued by Oxford Lane Capital Corp. The stock has a par value of $25 and pays a quarterly dividend of $0.69583. The stock matures on March 15, 2024. The stock's current yield is 6.75%. The stock's price is $26.46, which represents a premium of 4.8% to its par value. The stock's credit rating is BBB- by Fitch Ratings. Oxford Lane Capital Corp. is a specialty finance company that invests in middle-market companies. The company's business is expected to generate stable cash flows in the future. However, the stock's price is sensitive to changes in interest rates. If interest rates rise, the stock's price will decline. Overall, the Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is a relatively safe investment with a high yield. However, investors should be aware of the stock's price sensitivity to interest rates.

Rating Short-Term Long-Term Senior
Outlook*B2B2
Income StatementB2B3
Balance SheetBaa2Caa2
Leverage RatiosCCaa2
Cash FlowB1C
Rates of Return and ProfitabilityB3Baa2

*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. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  2. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  3. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  4. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  5. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  6. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
  7. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
Frequently Asked Questions**What is Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock?** Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is a fixed-income security issued by Oxford Lane Capital Corp. The stock has a par value of $25 and a dividend yield of 6.75%. The dividend is paid quarterly on March 15, June 15, September 15, and December 15. The stock matures on December 15, 2024. **What are the risks of investing in Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock?** There are a number of risks associated with investing in Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock, including: * **Credit risk:** Oxford Lane Capital Corp. is a relatively small company with a history of financial losses. If the company were to default on its obligations, investors would not receive their dividends or principal. * **Interest rate risk:** The value of Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock will decline if interest rates rise. This is because the stock's yield is fixed, so it will become less attractive to investors as alternative investments with higher yields become available. * **Liquidity risk:** Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is not as liquid as other investments, such as stocks or bonds. This means that it may be difficult to sell the stock at a fair price if you need to do so. **What are the benefits of investing in Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock?** There are also a number of benefits to investing in Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock, including: * **Income:** The stock pays a quarterly dividend of 6.75%, which is higher than the dividend yields of many other investments. * **Safety:** Oxford Lane Capital Corp. is a relatively safe investment, as it is rated BBB- by Standard & Poor's. This means that the company is considered to be a good credit risk. * **Tax benefits:** Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock is taxed at a lower rate than ordinary income, which can be beneficial for investors in high tax brackets. **Should I invest in Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock?** Whether or not you should invest in Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock depends on your individual financial situation and risk tolerance. If you are looking for a safe investment with a high dividend yield, Oxford Lane Capital Corp. 6.75% Series 2024 Term Preferred Stock may be a good option for you. However, you should be aware of the risks involved before investing.

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