Modelling A.I. in Economics

AHF AUSTRALIAN DAIRY NUTRITIONALS GROUP

Outlook: AUSTRALIAN DAIRY NUTRITIONALS GROUP assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 12 Dec 2022 for (n+8 weeks)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

This paper studies the possibilities of making prediction of stock market prices using historical data and machine learning algorithms.(Xia, Y., Liu, Y. and Chen, Z., 2013, November. Support Vector Regression for prediction of stock trend. In 2013 6th international conference on information management, innovation management and industrial engineering (Vol. 2, pp. 123-126). IEEE.) We evaluate AUSTRALIAN DAIRY NUTRITIONALS GROUP prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Pearson Correlation1,2,3,4 and conclude that the AHF stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. How do predictive algorithms actually work?
  2. Can neural networks predict stock market?
  3. Game Theory

AHF Target Price Prediction Modeling Methodology

We consider AUSTRALIAN DAIRY NUTRITIONALS GROUP Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of AHF 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(Pearson Correlation)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 (Speculative Sentiment Analysis)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of AHF 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?

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

Sample Set: Neural Network
Stock/Index: AHF AUSTRALIAN DAIRY NUTRITIONALS GROUP
Time series to forecast n: 12 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

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 (Grey to Black): *Technical Analysis%

Adjusted IFRS* Prediction Methods for AUSTRALIAN DAIRY NUTRITIONALS GROUP

  1. 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.
  2. An entity's risk management is the main source of information to perform the assessment of whether a hedging relationship meets the hedge effectiveness requirements. This means that the management information (or analysis) used for decision-making purposes can be used as a basis for assessing whether a hedging relationship meets the hedge effectiveness requirements.
  3. When designating risk components as hedged items, an entity considers whether the risk components are explicitly specified in a contract (contractually specified risk components) or whether they are implicit in the fair value or the cash flows of an item of which they are a part (noncontractually specified risk components). Non-contractually specified risk components can relate to items that are not a contract (for example, forecast transactions) or contracts that do not explicitly specify the component (for example, a firm commitment that includes only one single price instead of a pricing formula that references different underlyings)
  4. An entity shall apply this Standard retrospectively, in accordance with IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors, except as specified in paragraphs 7.2.4–7.2.26 and 7.2.28. This Standard shall not be applied to items that have already been derecognised at the date of initial application.

*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

AUSTRALIAN DAIRY NUTRITIONALS GROUP assigned short-term Ba3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Pearson Correlation1,2,3,4 and conclude that the AHF stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for AHF AUSTRALIAN DAIRY NUTRITIONALS GROUP Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba1
Operational Risk 5487
Market Risk8078
Technical Analysis4480
Fundamental Analysis7272
Risk Unsystematic7132

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 856 signals.

References

  1. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  2. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  3. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
  4. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  5. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
  6. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  7. 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
Frequently Asked QuestionsQ: What is the prediction methodology for AHF stock?
A: AHF stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Pearson Correlation
Q: Is AHF stock a buy or sell?
A: The dominant strategy among neural network is to Hold AHF Stock.
Q: Is AUSTRALIAN DAIRY NUTRITIONALS GROUP stock a good investment?
A: The consensus rating for AUSTRALIAN DAIRY NUTRITIONALS GROUP is Hold and assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of AHF stock?
A: The consensus rating for AHF is Hold.
Q: What is the prediction period for AHF stock?
A: The prediction period for AHF is (n+8 weeks)

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