Modelling A.I. in Economics

BXSL Stock: Future Looks Bright; Should You Buy the Stock? (Forecast)

Outlook: Blackstone Secured Lending Fund Common Shares of Beneficial Interest is assigned short-term Ba1 & 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 : Ensemble Learning (ML)
Hypothesis Testing : Logistic 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.


Summary

Blackstone Secured Lending Fund Common Shares of Beneficial Interest prediction model is evaluated with Ensemble Learning (ML) and Logistic Regression1,2,3,4 and it is concluded that the BXSL stock is predictable in the short/long term. Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.5 According to price forecasts for 3 Month period, the dominant strategy among neural network is: Buy

Graph 19

Key Points

  1. Ensemble Learning (ML) for BXSL stock price prediction process.
  2. Logistic Regression
  3. What is neural prediction?
  4. Can stock prices be predicted?
  5. What are the most successful trading algorithms?

BXSL Stock Price Forecast

We consider Blackstone Secured Lending Fund Common Shares of Beneficial Interest Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of BXSL 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: BXSL Blackstone Secured Lending Fund Common Shares of Beneficial Interest
Time series to forecast: 3 Month

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


F(Logistic 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(Ensemble Learning (ML)) X S(n):→ 3 Month i = 1 n a i

n:Time series to forecast

p:Price signals of BXSL stock

j:Nash equilibria (Neural Network)

k:Dominated move of BXSL stock holders

a:Best response for BXSL target price


Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.5 In statistics, logistic regression is a type of regression analysis used when the dependent variable is categorical. Logistic regression is a probability model that predicts the probability of an event occurring based on a set of independent variables. In logistic regression, the dependent variable is represented as a binary variable, such as "yes" or "no," "true" or "false," or "sick" or "healthy." The independent variables can be continuous or categorical variables.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?

BXSL 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 Ensemble Learning (ML) based BXSL Stock Prediction Model

  1. If the group of items does not have any offsetting risk positions (for example, a group of foreign currency expenses that affect different line items in the statement of profit or loss and other comprehensive income that are hedged for foreign currency risk) then the reclassified hedging instrument gains or losses shall be apportioned to the line items affected by the hedged items. This apportionment shall be done on a systematic and rational basis and shall not result in the grossing up of the net gains or losses arising from a single hedging instrument.
  2. If, in applying paragraph 7.2.44, an entity reinstates a discontinued hedging relationship, the entity shall read references in paragraphs 6.9.11 and 6.9.12 to the date the alternative benchmark rate is designated as a noncontractually specified risk component for the first time as referring to the date of initial application of these amendments (ie the 24-month period for that alternative benchmark rate designated as a non-contractually specified risk component begins from the date of initial application of these amendments).
  3. Unless paragraph 6.8.8 applies, for a hedge of a non-contractually specified benchmark component of interest rate risk, an entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component shall be separately identifiable—only at the inception of the hedging relationship.
  4. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.

*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.

BXSL Blackstone Secured Lending Fund Common Shares of Beneficial Interest Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1B2
Income StatementCaa2Ba2
Balance SheetBaa2C
Leverage RatiosBaa2Baa2
Cash FlowBa1C
Rates of Return and ProfitabilityBaa2Caa2

*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. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  2. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market?. AC Investment Research Journal, 220(44).
  3. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
  4. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  5. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  6. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
  7. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
Frequently Asked QuestionsQ: Is BXSL stock expected to rise?
A: BXSL stock prediction model is evaluated with Ensemble Learning (ML) and Logistic Regression and it is concluded that dominant strategy for BXSL stock is Buy
Q: Is BXSL stock a buy or sell?
A: The dominant strategy among neural network is to Buy BXSL Stock.
Q: Is Blackstone Secured Lending Fund Common Shares of Beneficial Interest stock a good investment?
A: The consensus rating for Blackstone Secured Lending Fund Common Shares of Beneficial Interest is Buy and is assigned short-term Ba1 & long-term B2 estimated rating.
Q: What is the consensus rating of BXSL stock?
A: The consensus rating for BXSL is Buy.
Q: What is the forecast for BXSL stock?
A: BXSL target price forecast: Buy

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