AGBA AGBA Group Holding Limited Ordinary Share

AGBA Group Holding Limited Ordinary Share Research Report

Summary

In this paper, we propose a robust and novel hybrid model for prediction of stock returns. The proposed model is constituted of two linear models: autoregressive moving average model, exponential smoothing model and a non-linear model: recurrent neural network. Training data for recurrent neural network is generated by a new regression model. Recurrent neural network produces satisfactory predictions as compared to linear models. With the goal to further improve the accuracy of predictions, the proposed hybrid prediction model merges predictions obtained from these three prediction based models. We evaluate AGBA Group Holding Limited Ordinary Share prediction models with Transductive Learning (ML) and Statistical Hypothesis Testing^1,2,3,4 and conclude that the AGBA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Sell AGBA stock.

Key Points

1. Can we predict stock market using machine learning?
2. Prediction Modeling
3. Should I buy stocks now or wait amid such uncertainty?

AGBA Target Price Prediction Modeling Methodology

We consider AGBA Group Holding Limited Ordinary Share Decision Process with Transductive Learning (ML) where A is the set of discrete actions of AGBA 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(Statistical Hypothesis Testing)^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(Transductive Learning (ML)) X S(n):→ (n+1 year) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of AGBA 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?

AGBA Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: AGBA AGBA Group Holding Limited Ordinary Share
Time series to forecast n: 03 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Sell AGBA 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 AGBA Group Holding Limited Ordinary Share

1. Paragraphs 6.9.7–6.9.13 provide exceptions to the requirements specified in those paragraphs only. An entity shall apply all other hedge accounting requirements in this Standard, including the qualifying criteria in paragraph 6.4.1, to hedging relationships that were directly affected by interest rate benchmark reform.
2. Leverage is a contractual cash flow characteristic of some financial assets. Leverage increases the variability of the contractual cash flows with the result that they do not have the economic characteristics of interest. Stand-alone option, forward and swap contracts are examples of financial assets that include such leverage. Thus, such contracts do not meet the condition in paragraphs 4.1.2(b) and 4.1.2A(b) and cannot be subsequently measured at amortised cost or fair value through other comprehensive income.
3. Paragraphs 6.9.7–6.9.13 provide exceptions to the requirements specified in those paragraphs only. An entity shall apply all other hedge accounting requirements in this Standard, including the qualifying criteria in paragraph 6.4.1, to hedging relationships that were directly affected by interest rate benchmark reform.
4. If any instrument in the pool does not meet the conditions in either paragraph B4.1.23 or paragraph B4.1.24, the condition in paragraph B4.1.21(b) is not met. In performing this assessment, a detailed instrument-byinstrument analysis of the pool may not be necessary. However, an entity must use judgement and perform sufficient analysis to determine whether the instruments in the pool meet the conditions in paragraphs B4.1.23–B4.1.24. (See also paragraph B4.1.18 for guidance on contractual cash flow characteristics that have only a de minimis effect.)

*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

AGBA Group Holding Limited Ordinary Share assigned short-term Ba2 & long-term B1 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Statistical Hypothesis Testing^1,2,3,4 and conclude that the AGBA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Sell AGBA stock.

Financial State Forecast for AGBA AGBA Group Holding Limited Ordinary Share Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba2	B1
Operational Risk	86	60
Market Risk	71	64
Technical Analysis	90	53
Fundamental Analysis	35	71
Risk Unsystematic	64	49

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 739 signals.

References

1. S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
2. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
3. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
4. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
5. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
6. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
7. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002

Frequently Asked Questions

Q: What is the prediction methodology for AGBA stock?
A: AGBA stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Statistical Hypothesis Testing
Q: Is AGBA stock a buy or sell?
A: The dominant strategy among neural network is to Sell AGBA Stock.
Q: Is AGBA Group Holding Limited Ordinary Share stock a good investment?
A: The consensus rating for AGBA Group Holding Limited Ordinary Share is Sell and assigned short-term Ba2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of AGBA stock?
A: The consensus rating for AGBA is Sell.
Q: What is the prediction period for AGBA stock?
A: The prediction period for AGBA is (n+1 year)

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