Modelling A.I. in Economics

Is now good time to invest? (GDNRU Stock Forecast)

Gardiner Healthcare Acquisitions Corp. Unit Research Report

Summary

In this paper a Bayesian regularized artificial neural network is proposed as a novel method to forecast financial market behavior. Daily market prices and financial technical indicators are utilized as inputs to predict the one day future closing price of individual stocks. The prediction of stock price movement is generally considered to be a challenging and important task for financial time series analysis. We evaluate Gardiner Healthcare Acquisitions Corp. Unit prediction models with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the GDNRU stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Buy GDNRU stock.

Key Points

  1. What is statistical models in machine learning?
  2. Buy, Sell and Hold Signals
  3. Is it better to buy and sell or hold?

GDNRU Target Price Prediction Modeling Methodology

We consider Gardiner Healthcare Acquisitions Corp. Unit Stock Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of GDNRU 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(Wilcoxon Sign-Rank 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(Modular Neural Network (DNN Layer)) X S(n):→ (n+6 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of GDNRU 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?

GDNRU Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: GDNRU Gardiner Healthcare Acquisitions Corp. Unit
Time series to forecast n: 24 Nov 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Buy GDNRU 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 Gardiner Healthcare Acquisitions Corp. Unit

  1. IFRS 17, issued in May 2017, amended paragraphs 2.1, B2.1, B2.4, B2.5 and B4.1.30, and added paragraph 3.3.5. Amendments to IFRS 17, issued in June 2020, further amended paragraph 2.1 and added paragraphs 7.2.36‒7.2.42. An entity shall apply those amendments when it applies IFRS 17.
  2. A layer component that includes a prepayment option is not eligible to be designated as a hedged item in a fair value hedge if the prepayment option's fair value is affected by changes in the hedged risk, unless the designated layer includes the effect of the related prepayment option when determining the change in the fair value of the hedged item.
  3. Accordingly the date of the modification shall be treated as the date of initial recognition of that financial asset when applying the impairment requirements to the modified financial asset. This typically means measuring the loss allowance at an amount equal to 12-month expected credit losses until the requirements for the recognition of lifetime expected credit losses in paragraph 5.5.3 are met. However, in some unusual circumstances following a modification that results in derecognition of the original financial asset, there may be evidence that the modified financial asset is credit-impaired at initial recognition, and thus, the financial asset should be recognised as an originated credit-impaired financial asset. This might occur, for example, in a situation in which there was a substantial modification of a distressed asset that resulted in the derecognition of the original financial asset. In such a case, it may be possible for the modification to result in a new financial asset which is credit-impaired at initial recognition.
  4. Compared to a business model whose objective is to hold financial assets to collect contractual cash flows, this business model will typically involve greater frequency and value of sales. This is because selling financial assets is integral to achieving the business model's objective instead of being only incidental to it. However, there is no threshold for the frequency or value of sales that must occur in this business model because both collecting contractual cash flows and selling financial assets are integral to achieving its objective.

*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

Gardiner Healthcare Acquisitions Corp. Unit assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the GDNRU stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Buy GDNRU stock.

Financial State Forecast for GDNRU Gardiner Healthcare Acquisitions Corp. Unit Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B2
Operational Risk 8757
Market Risk5355
Technical Analysis6164
Fundamental Analysis5836
Risk Unsystematic6648

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 489 signals.

References

  1. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  2. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  3. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  4. Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
  5. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
  6. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  7. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
Frequently Asked QuestionsQ: What is the prediction methodology for GDNRU stock?
A: GDNRU stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test
Q: Is GDNRU stock a buy or sell?
A: The dominant strategy among neural network is to Buy GDNRU Stock.
Q: Is Gardiner Healthcare Acquisitions Corp. Unit stock a good investment?
A: The consensus rating for Gardiner Healthcare Acquisitions Corp. Unit is Buy and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of GDNRU stock?
A: The consensus rating for GDNRU is Buy.
Q: What is the prediction period for GDNRU stock?
A: The prediction period for GDNRU is (n+6 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.