Modelling A.I. in Economics

What is CYN stock prediction?

Cyngn Inc. Common Stock Research Report

Summary

Finance is one of the pioneering industries that started using Machine Learning (ML), a subset of Artificial Intelligence (AI) in the early 80s for market prediction. Since then, major firms and hedge funds have adopted machine learning for stock prediction, portfolio optimization, credit lending, stock betting, etc. In this paper, we survey all the different approaches of machine learning that can be incorporated in applied finance. We evaluate Cyngn Inc. Common Stock prediction models with Modular Neural Network (Financial Sentiment Analysis) and Independent T-Test1,2,3,4 and conclude that the CYN 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 Sell CYN stock.

Key Points

  1. Market Risk
  2. Trading Interaction
  3. How useful are statistical predictions?

CYN Target Price Prediction Modeling Methodology

We consider Cyngn Inc. Common Stock Stock Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of CYN 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(Independent 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(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+6 month) i = 1 n a i

n:Time series to forecast

p:Price signals of CYN 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?

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

Sample Set: Neural Network
Stock/Index: CYN Cyngn Inc. Common Stock
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 Sell CYN 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 Cyngn Inc. Common Stock

  1. For the purpose of applying paragraph 6.5.11, at the point when an entity amends the description of a hedged item as required in paragraph 6.9.1(b), the amount accumulated in the cash flow hedge reserve shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows are determined.
  2. 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.
  3. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.
  4. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.

*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

Cyngn Inc. Common Stock assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Independent T-Test1,2,3,4 and conclude that the CYN 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 Sell CYN stock.

Financial State Forecast for CYN Cyngn Inc. Common Stock Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B3
Operational Risk 8845
Market Risk5946
Technical Analysis3853
Fundamental Analysis4651
Risk Unsystematic7132

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 679 signals.

References

  1. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  2. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  3. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  4. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  5. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  6. 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.
  7. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
Frequently Asked QuestionsQ: What is the prediction methodology for CYN stock?
A: CYN stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Independent T-Test
Q: Is CYN stock a buy or sell?
A: The dominant strategy among neural network is to Sell CYN Stock.
Q: Is Cyngn Inc. Common Stock stock a good investment?
A: The consensus rating for Cyngn Inc. Common Stock is Sell and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of CYN stock?
A: The consensus rating for CYN is Sell.
Q: What is the prediction period for CYN stock?
A: The prediction period for CYN is (n+6 month)

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