T^C Stock: The Stock Market Is a Time Bomb

Outlook: AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C is assigned short-term Caa2 & long-term Ba2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised¹ :
Dominant Strategy : Hold
Time series to forecast n: for Weeks²
Methodology : Ensemble Learning (ML)
Hypothesis Testing : Wilcoxon Rank-Sum Test
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

AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C prediction model is evaluated with Ensemble Learning (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and it is concluded that the T^C 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 8 Weeks period, the dominant strategy among neural network is: Hold

Key Points

1. Ensemble Learning (ML) for T^C stock price prediction process.
2. Wilcoxon Rank-Sum Test
3. Can stock prices be predicted?
4. Can we predict stock market using machine learning?
5. What is the use of Markov decision process?

T^C Stock Price Forecast

We consider AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of T^C 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: T^C AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C
Time series to forecast: 8 Weeks

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

F(Wilcoxon Rank-Sum Test)^6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Ensemble Learning (ML)) X S(n):→ 8 Weeks $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of T^C stock

j:Nash equilibria (Neural Network)

k:Dominated move of T^C stock holders

a:Best response for T^C 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 The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.^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?

T^C 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 T^C Stock Prediction Model

1. Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.
2. At the date of initial application, an entity is permitted to make the designation in paragraph 2.5 for contracts that already exist on the date but only if it designates all similar contracts. The change in the net assets resulting from such designations shall be recognised in retained earnings at the date of initial application.
3. All investments in equity instruments and contracts on those instruments must be measured at fair value. However, in limited circumstances, cost may be an appropriate estimate of fair value. That may be the case if insufficient more recent information is available to measure fair value, or if there is a wide range of possible fair value measurements and cost represents the best estimate of fair value within that range.
4. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity.

*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.

T^C AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Caa2	Ba2
Income Statement	B1	B2
Balance Sheet	B2	Baa2
Leverage Ratios	C	Ba2
Cash Flow	C	Caa2
Rates of Return and Profitability	C	Baa2

*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. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
2. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
3. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
4. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
5. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
6. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
7. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]

Frequently Asked Questions

Q: Is T^C stock expected to rise?
A: T^C stock prediction model is evaluated with Ensemble Learning (ML) and Wilcoxon Rank-Sum Test and it is concluded that dominant strategy for T^C stock is Hold
Q: Is T^C stock a buy or sell?
A: The dominant strategy among neural network is to Hold T^C Stock.
Q: Is AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C stock a good investment?
A: The consensus rating for AT&T Inc. Depositary Shares each representing a 1/1000th interest in a share of 4.750% Perpetual Preferred Stock Series C is Hold and is assigned short-term Caa2 & long-term Ba2 estimated rating.
Q: What is the consensus rating of T^C stock?
A: The consensus rating for T^C is Hold.
Q: What is the forecast for T^C stock?
A: T^C target price forecast: Hold