Modelling A.I. in Economics

TYG Stock: In a Bubble? (Forecast)

Outlook: Tortoise Energy Infrastructure Corporation Common Stock 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 : Statistical Inference (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

Tortoise Energy Infrastructure Corporation Common Stock prediction model is evaluated with Statistical Inference (ML) and Chi-Square1,2,3,4 and it is concluded that the TYG stock is predictable in the short/long term. Statistical inference is a process of drawing conclusions about a population based on data from a sample of that population. In machine learning (ML), statistical inference is used to make predictions about new data based on data that has already been seen.5 According to price forecasts for 3 Month period, the dominant strategy among neural network is: Sell

Graph 20

Key Points

  1. Statistical Inference (ML) for TYG stock price prediction process.
  2. Chi-Square
  3. Trust metric by Neural Network
  4. What are the most successful trading algorithms?
  5. Trading Signals

TYG Stock Price Forecast

We consider Tortoise Energy Infrastructure Corporation Common Stock Decision Process with Statistical Inference (ML) where A is the set of discrete actions of TYG 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: TYG Tortoise Energy Infrastructure Corporation Common Stock
Time series to forecast: 3 Month

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


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(Statistical Inference (ML)) X S(n):→ 3 Month i = 1 n r i

n:Time series to forecast

p:Price signals of TYG stock

j:Nash equilibria (Neural Network)

k:Dominated move of TYG stock holders

a:Best response for TYG target price


Statistical inference is a process of drawing conclusions about a population based on data from a sample of that population. In machine learning (ML), statistical inference is used to make predictions about new data based on data that has already been seen.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?

TYG 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 Statistical Inference (ML) based TYG Stock Prediction Model

  1. When using historical credit loss experience in estimating expected credit losses, it is important that information about historical credit loss rates is applied to groups that are defined in a manner that is consistent with the groups for which the historical credit loss rates were observed. Consequently, the method used shall enable each group of financial assets to be associated with information about past credit loss experience in groups of financial assets with similar risk characteristics and with relevant observable data that reflects current conditions.
  2. That the transferee is unlikely to sell the transferred asset does not, of itself, mean that the transferor has retained control of the transferred asset. However, if a put option or guarantee constrains the transferee from selling the transferred asset, then the transferor has retained control of the transferred asset. For example, if a put option or guarantee is sufficiently valuable it constrains the transferee from selling the transferred asset because the transferee would, in practice, not sell the transferred asset to a third party without attaching a similar option or other restrictive conditions. Instead, the transferee would hold the transferred asset so as to obtain payments under the guarantee or put option. Under these circumstances the transferor has retained control of the transferred asset.
  3. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.
  4. 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.

*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.

TYG Tortoise Energy Infrastructure Corporation Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Income StatementBaa2Ba1
Balance SheetB3C
Leverage RatiosCBaa2
Cash FlowB2Baa2
Rates of Return and ProfitabilityB1Caa2

*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. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  2. E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
  3. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  4. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  5. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  6. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
Frequently Asked QuestionsQ: Is TYG stock expected to rise?
A: TYG stock prediction model is evaluated with Statistical Inference (ML) and Chi-Square and it is concluded that dominant strategy for TYG stock is Sell
Q: Is TYG stock a buy or sell?
A: The dominant strategy among neural network is to Sell TYG Stock.
Q: Is Tortoise Energy Infrastructure Corporation Common Stock stock a good investment?
A: The consensus rating for Tortoise Energy Infrastructure Corporation Common Stock is Sell and is assigned short-term B2 & long-term Ba3 estimated rating.
Q: What is the consensus rating of TYG stock?
A: The consensus rating for TYG is Sell.
Q: What is the forecast for TYG stock?
A: TYG target price forecast: Sell

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