Modelling A.I. in Economics

SJR Shaw Communications Inc. Common Stock

Shaw Communications Inc. Common Stock Research Report

Summary

As part of this research, different techniques have been studied for data extraction and analysis. After having reviewed the work related to the initial idea of the research, it is shown the development carried out, together with the data extraction and the machine learning algorithms for prediction used. The calculation of technical analysis metrics is also included. The development of a visualization platform has been proposed for high-level interaction between the user and the recommendation system. We evaluate Shaw Communications Inc. Common Stock prediction models with Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the SJR 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 SJR stock.

Key Points

  1. What statistical methods are used to analyze data?
  2. Should I buy stocks now or wait amid such uncertainty?
  3. How accurate is machine learning in stock market?

SJR Target Price Prediction Modeling Methodology

We consider Shaw Communications Inc. Common Stock Stock Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of SJR 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(Multiple Regression)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 (Market News Sentiment Analysis)) X S(n):→ (n+6 month) i = 1 n r i

n:Time series to forecast

p:Price signals of SJR 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?

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

Sample Set: Neural Network
Stock/Index: SJR Shaw Communications Inc. Common Stock
Time series to forecast n: 28 Nov 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Buy SJR 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 Shaw Communications Inc. Common Stock

  1. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  2. When rebalancing a hedging relationship, an entity shall update its analysis of the sources of hedge ineffectiveness that are expected to affect the hedging relationship during its (remaining) term (see paragraph B6.4.2). The documentation of the hedging relationship shall be updated accordingly.
  3. If, at the date of initial application, it is impracticable (as defined in IAS 8) for an entity to assess whether the fair value of a prepayment feature was insignificant in accordance with paragraph B4.1.12(c) on the basis of the facts and circumstances that existed at the initial recognition of the financial asset, an entity shall assess the contractual cash flow characteristics of that financial asset on the basis of the facts and circumstances that existed at the initial recognition of the financial asset without taking into account the exception for prepayment features in paragraph B4.1.12. (See also paragraph 42S of IFRS 7.)
  4. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.

*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

Shaw Communications Inc. Common Stock assigned short-term Caa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the SJR 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 SJR stock.

Financial State Forecast for SJR Shaw Communications Inc. Common Stock Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2B1
Operational Risk 3137
Market Risk4149
Technical Analysis3735
Fundamental Analysis3386
Risk Unsystematic3770

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 704 signals.

References

  1. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  2. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
  3. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  4. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  5. Gentzkow M, Kelly BT, Taddy M. 2017. Text as data. NBER Work. Pap. 23276
  6. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  7. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
Frequently Asked QuestionsQ: What is the prediction methodology for SJR stock?
A: SJR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression
Q: Is SJR stock a buy or sell?
A: The dominant strategy among neural network is to Buy SJR Stock.
Q: Is Shaw Communications Inc. Common Stock stock a good investment?
A: The consensus rating for Shaw Communications Inc. Common Stock is Buy and assigned short-term Caa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SJR stock?
A: The consensus rating for SJR is Buy.
Q: What is the prediction period for SJR stock?
A: The prediction period for SJR is (n+6 month)

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