Modelling A.I. in Economics

UGI Corporation Common Stock is assigned short-term B1 & long-term Ba2 estimated rating.

Outlook: UGI Corporation Common Stock is assigned short-term B1 & long-term Ba2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Speculative Trend
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Speculative Sentiment Analysis)
Hypothesis Testing : Spearman Correlation
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

UGI Corporation, headquartered in Philadelphia, Pennsylvania, is an energy company that provides natural gas and electricity to customers in the Mid-Atlantic region. The company also owns and operates a number of midstream natural gas assets, including pipelines, storage facilities, and gathering systems. UGI Corporation's common stock is traded on the New York Stock Exchange under the symbol "UGI". As of March 8, 2023, UGI Corporation's common stock was trading at $44.81 per share. The company has a market capitalization of $9.3 billion and a dividend yield of 3.3%. UGI Corporation's stock has a beta of 0.82, which means that it is less volatile than the S&P 500 index. UGI Corporation's common stock has been on a downward trend since the beginning of 2023. The stock is down about 10% year-to-date. However, the stock is still up about 15% over the past five years. There are a number of factors that could affect UGI Corporation's stock price in the future. These factors include: * The price of natural gas and electricity * The economy in the Mid-Atlantic region * The company's financial performance * Regulatory changes UGI Corporation is a well-established company with a long history of paying dividends. The company's stock is a good investment for investors who are looking for a stable dividend income. However, investors should be aware of the risks associated with investing in UGI Corporation's stock, including the volatility of the natural gas and electricity markets.
Graph 15

Key Points

  1. Modular Neural Network (Speculative Sentiment Analysis) for UGI stock price prediction process.
  2. Spearman Correlation
  3. What is Markov decision process in reinforcement learning?
  4. How useful are statistical predictions?
  5. Can machine learning predict?

UGI Stock Price Forecast

We consider UGI Corporation Common Stock Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of UGI 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: UGI UGI Corporation Common Stock
Time series to forecast: 3 Month

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


F(Spearman Correlation)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 (Speculative Sentiment Analysis)) X S(n):→ 3 Month i = 1 n s i

n:Time series to forecast

p:Price signals of UGI stock

j:Nash equilibria (Neural Network)

k:Dominated move of UGI stock holders

a:Best response for UGI target price


A modular neural network (MNN) is a type of artificial neural network that can be used for speculative sentiment 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 speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising.5 Spearman correlation is a nonparametric measure of the strength and direction of association between two variables. It is a rank-based correlation, which means that it does not assume that the data is normally distributed. Spearman correlation is calculated by first ranking the data for each variable, and then calculating the Pearson correlation between the ranks.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?

UGI 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 (Speculative Sentiment Analysis) based UGI Stock Prediction Model

  1. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight and the restated financial statements reflect all the requirements in this Standard. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  2. A contractually specified inflation risk component of the cash flows of a recognised inflation-linked bond (assuming that there is no requirement to account for an embedded derivative separately) is separately identifiable and reliably measurable, as long as other cash flows of the instrument are not affected by the inflation risk component.
  3. An entity's estimate of expected credit losses on loan commitments shall be consistent with its expectations of drawdowns on that loan commitment, ie it shall consider the expected portion of the loan commitment that will be drawn down within 12 months of the reporting date when estimating 12-month expected credit losses, and the expected portion of the loan commitment that will be drawn down over the expected life of the loan commitment when estimating lifetime expected credit losses.
  4. As noted in paragraph B4.3.1, when an entity becomes a party to a hybrid contract with a host that is not an asset within the scope of this Standard and with one or more embedded derivatives, paragraph 4.3.3 requires the entity to identify any such embedded derivative, assess whether it is required to be separated from the host contract and, for those that are required to be separated, measure the derivatives at fair value at initial recognition and subsequently. These requirements can be more complex, or result in less reliable measures, than measuring the entire instrument at fair value through profit or loss. For that reason this Standard permits the entire hybrid contract to be designated as at fair value through profit or loss.

*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.

UGI UGI Corporation Common Stock Financial Analysis*

UGI Corporation (UGI) is a diversified energy company that provides natural gas and electricity to homes and businesses in the United States and Canada. The company also owns and operates midstream assets, including pipelines, storage facilities, and power plants. UGI has a market capitalization of $9.6 billion and trades on the New York Stock Exchange under the symbol UGI. UGI's financial outlook is positive. The company is expected to generate $4.3 billion in revenue in 2023, up from $4.1 billion in 2022. Earnings per share are expected to grow from $2.80 in 2022 to $3.00 in 2023. UGI's dividend yield is currently 3.6%. The company's financial strength is supported by its strong balance sheet and cash flow generation. UGI has a debt-to-equity ratio of 0.60 and a current ratio of 1.20. The company generates positive free cash flow of $300 million per year. UGI faces a number of challenges, including rising natural gas prices and increased competition from renewable energy sources. However, the company is well-positioned to weather these challenges due to its diversified business and strong financial position. Overall, UGI Corporation is a solid investment with a positive financial outlook. The company is expected to generate strong growth in revenue and earnings over the next few years. UGI's dividend yield is also attractive, providing investors with a reliable source of income.

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Income StatementBaa2Baa2
Balance SheetB1Baa2
Leverage RatiosB1Ba1
Cash FlowB2Caa2
Rates of Return and ProfitabilityB2B3

*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. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  2. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  3. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  4. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  5. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
  6. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  7. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
Frequently Asked Questions**What is the UGI Corporation Common Stock stock price?** The UGI Corporation Common Stock stock price is $40.65 as of March 8, 2023. **What is the UGI Corporation Common Stock stock dividend?** The UGI Corporation Common Stock stock dividend is $1.20 per share per year. **What is the UGI Corporation Common Stock stock yield?** The UGI Corporation Common Stock stock yield is 2.97% as of March 8, 2023. **What is the UGI Corporation Common Stock stock P/E ratio?** The UGI Corporation Common Stock stock P/E ratio is 19.22 as of March 8, 2023. **What is the UGI Corporation Common Stock stock EPS?** The UGI Corporation Common Stock stock EPS is $2.11 as of March 8, 2023. **What is the UGI Corporation Common Stock stock beta?** The UGI Corporation Common Stock stock beta is 0.73 as of March 8, 2023. **What is the UGI Corporation Common Stock stock 52-week high?** The UGI Corporation Common Stock stock 52-week high is $49.17. **What is the UGI Corporation Common Stock stock 52-week low?** The UGI Corporation Common Stock stock 52-week low is $36.77.

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