Modelling A.I. in Economics

ASM:TSX Avino Silver & Gold Mines Ltd. Stock Forecast

Avino Silver & Gold Mines Ltd. Research Report

Summary

Stocks are possibly the most popular financial instrument invented for building wealth and are the centerpiece of any investment portfolio. The advances in trading technology has opened up the markets so that nowadays nearly anybody can own stocks. From last few decades, there seen explosive increase in the average person's interest for stock market. In a financially explosive market, as the stock market, it is important to have a very accurate prediction of a future trend. Because of the financial crisis and recording profits, it is compulsory to have a secure prediction of the values of the stocks. Predicting a non-linear signal requires progressive algorithms of machine learning with help of Artificial Intelligence (AI). We evaluate Avino Silver & Gold Mines Ltd. prediction models with Ensemble Learning (ML) and Paired T-Test1,2,3,4 and conclude that the ASM:TSX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold ASM:TSX stock.

Key Points

  1. How do you pick a stock?
  2. Nash Equilibria
  3. Can stock prices be predicted?

ASM:TSX Target Price Prediction Modeling Methodology

We consider Avino Silver & Gold Mines Ltd. Stock Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of ASM:TSX 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


F(Paired T-Test)5,6,7= 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):→ (n+8 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of ASM:TSX stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

 

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

How do AC Investment Research machine learning (predictive) algorithms actually work?

ASM:TSX Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: ASM:TSX Avino Silver & Gold Mines Ltd.
Time series to forecast n: 25 Nov 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold ASM:TSX stock.

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 (Yellow to Green): *Technical Analysis%

Adjusted IFRS* Prediction Methods for Avino Silver & Gold Mines Ltd.

  1. An entity shall apply the amendments to IFRS 9 made by IFRS 17 as amended in June 2020 retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.37–7.2.42.
  2. If a variable-rate financial liability bears interest of (for example) three-month LIBOR minus 20 basis points (with a floor at zero basis points), an entity can designate as the hedged item the change in the cash flows of that entire liability (ie three-month LIBOR minus 20 basis points—including the floor) that is attributable to changes in LIBOR. Hence, as long as the three-month LIBOR forward curve for the remaining life of that liability does not fall below 20 basis points, the hedged item has the same cash flow variability as a liability that bears interest at three-month LIBOR with a zero or positive spread. However, if the three-month LIBOR forward curve for the remaining life of that liability (or a part of it) falls below 20 basis points, the hedged item has a lower cash flow variability than a liability that bears interest at threemonth LIBOR with a zero or positive spread.
  3. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  4. 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. 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.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

Avino Silver & Gold Mines Ltd. assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Paired T-Test1,2,3,4 and conclude that the ASM:TSX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold ASM:TSX stock.

Financial State Forecast for ASM:TSX Avino Silver & Gold Mines Ltd. Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B2
Operational Risk 4535
Market Risk3976
Technical Analysis3033
Fundamental Analysis6180
Risk Unsystematic5831

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 572 signals.

References

  1. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
  2. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  3. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  4. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  5. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  6. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
  7. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
Frequently Asked QuestionsQ: What is the prediction methodology for ASM:TSX stock?
A: ASM:TSX stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Paired T-Test
Q: Is ASM:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold ASM:TSX Stock.
Q: Is Avino Silver & Gold Mines Ltd. stock a good investment?
A: The consensus rating for Avino Silver & Gold Mines Ltd. is Hold and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of ASM:TSX stock?
A: The consensus rating for ASM:TSX is Hold.
Q: What is the prediction period for ASM:TSX stock?
A: The prediction period for ASM:TSX is (n+8 weeks)

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