AEV AVENIRA LIMITED (Forecast)

Outlook: AVENIRA LIMITED assigned short-term B2 & long-term B3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 07 Dec 2022 for (n+8 weeks)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Stock market is a promising financial investment that can generate great wealth. However, the volatile nature of the stock market makes it a very high risk investment. Thus, a lot of researchers have contributed their efforts to forecast the stock market pricing and average movement. Researchers have used various methods in computer science and economics in their quests to gain a piece of this volatile information and make great fortune out of the stock market investment. This paper investigates various techniques for the stock market prediction using artificial neural network (ANN).(Kanade, P.A., Singh, S., Rajoria, S., Veer, P. and Wandile, N., 2020. Machine learning model for stock market prediction. International Journal for Research in Applied Science and Engineering Technology, 8(6), pp.209-216.) We evaluate AVENIRA LIMITED prediction models with Modular Neural Network (Market Volatility Analysis) and Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the AEV 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 AEV stock.

Key Points

1. Nash Equilibria
2. What is a prediction confidence?
3. Probability Distribution

AEV Target Price Prediction Modeling Methodology

We consider AVENIRA LIMITED Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of AEV 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+8 weeks) $\begin{array}{l}\int r^s\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of AEV 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?

AEV Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: AEV AVENIRA LIMITED
Time series to forecast n: 07 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold AEV 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 AVENIRA LIMITED

1. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income subsequent changes in the fair value of particular investments in equity instruments. Such an investment is not a monetary item. Accordingly, the gain or loss that is presented in other comprehensive income in accordance with paragraph 5.7.5 includes any related foreign exchange component.
2. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
3. The purpose of estimating expected credit losses is neither to estimate a worstcase scenario nor to estimate the best-case scenario. Instead, an estimate of expected credit losses shall always reflect the possibility that a credit loss occurs and the possibility that no credit loss occurs even if the most likely outcome is no credit loss.
4. An embedded prepayment option in an interest-only or principal-only strip is closely related to the host contract provided the host contract (i) initially resulted from separating the right to receive contractual cash flows of a financial instrument that, in and of itself, did not contain an embedded derivative, and (ii) does not contain any terms not present in the original host debt contract.

*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

AVENIRA LIMITED assigned short-term B2 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the AEV 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 AEV stock.

Financial State Forecast for AEV AVENIRA LIMITED Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	B3
Operational Risk	56	52
Market Risk	81	35
Technical Analysis	45	54
Fundamental Analysis	44	52
Risk Unsystematic	58	44

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 537 signals.

References

1. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
2. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
3. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
4. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
5. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
6. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
7. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015

Frequently Asked Questions

Q: What is the prediction methodology for AEV stock?
A: AEV stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Wilcoxon Sign-Rank Test
Q: Is AEV stock a buy or sell?
A: The dominant strategy among neural network is to Hold AEV Stock.
Q: Is AVENIRA LIMITED stock a good investment?
A: The consensus rating for AVENIRA LIMITED is Hold and assigned short-term B2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of AEV stock?
A: The consensus rating for AEV is Hold.
Q: What is the prediction period for AEV stock?
A: The prediction period for AEV is (n+8 weeks)

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