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Outlook: BGT BlackRock Floating Rate Income Trust is assigned short-term B1 & long-term B3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised¹ :
Dominant Strategy : Sell
Time series to forecast n: for Weeks²
ML Model Testing : Modular Neural Network (Market News Sentiment Analysis)
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.

Key Points

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Summary

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ML Model Testing

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(Modular Neural Network (Market News Sentiment Analysis))^3,4,5 X S(n):→ 16 Weeks $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of BGT stock

j:Nash equilibria (Neural Network)

k:Dominated move of BGT stock holders

a:Best response for BGT target price

 

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

How do PredictiveAI algorithms actually work?

BGT 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%

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Rating	Short-Term	Long-Term Senior
Outlook*	B1	B3
Income Statement	Baa2	C
Balance Sheet	B1	B2
Leverage Ratios	Caa2	C
Cash Flow	Caa2	B2
Rates of Return and Profitability	Baa2	Caa2

*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?This exclusive content is only available to premium users.This exclusive content is only available to premium users.This exclusive content is only available to premium users.This exclusive content is only available to premium users.

References

1. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
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3. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
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5. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
6. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.