Modelling A.I. in Economics

ALORU ALSP Orchid Acquisition Corporation I Unit (Forecast)

Outlook: ALSP Orchid Acquisition Corporation I Unit assigned short-term B2 & long-term B1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 12 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Short-term trading is a difficult task due to fluctuating demand and supply in the stock market. These demands and supply are reflected in stock prices. The stock prices may be predicted using technical indicators. Most of the existing literature considered the limited technical indicators to measure short-term prices. We have considered 82 different combinations of technical indicators to predict the stock prices. (Torres P, E.P., Hernández-Álvarez, M., Torres Hernández, E.A. and Yoo, S.G., 2019, February. Stock market data prediction using machine learning techniques. In International conference on information technology & systems (pp. 539-547). Springer, Cham.) We evaluate ALSP Orchid Acquisition Corporation I Unit prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Stepwise Regression1,2,3,4 and conclude that the ALORU stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. Operational Risk
  2. Market Risk
  3. Buy, Sell and Hold Signals

ALORU Target Price Prediction Modeling Methodology

We consider ALSP Orchid Acquisition Corporation I Unit Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of ALORU 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(Stepwise 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 (Social Media Sentiment Analysis)) X S(n):→ (n+16 weeks) r s rs

n:Time series to forecast

p:Price signals of ALORU 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?

ALORU Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: ALORU ALSP Orchid Acquisition Corporation I Unit
Time series to forecast n: 12 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 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 ALSP Orchid Acquisition Corporation I Unit

  1. An entity's business model refers to how an entity manages its financial assets in order to generate cash flows. That is, the entity's business model determines whether cash flows will result from collecting contractual cash flows, selling financial assets or both. Consequently, this assessment is not performed on the basis of scenarios that the entity does not reasonably expect to occur, such as so-called 'worst case' or 'stress case' scenarios. For example, if an entity expects that it will sell a particular portfolio of financial assets only in a stress case scenario, that scenario would not affect the entity's assessment of the business model for those assets if the entity reasonably expects that such a scenario will not occur. If cash flows are realised in a way that is different from the entity's expectations at the date that the entity assessed the business model (for example, if the entity sells more or fewer financial assets than it expected when it classified the assets), that does not give rise to a prior period error in the entity's financial statements (see IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors) nor does it change the classification of the remaining financial assets held in that business model (ie those assets that the entity recognised in prior periods and still holds) as long as the entity considered all relevant information that was available at the time that it made the business model assessment.
  2. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  3. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.
  4. The accounting for the time value of options in accordance with paragraph 6.5.15 applies only to the extent that the time value relates to the hedged item (aligned time value). The time value of an option relates to the hedged item if the critical terms of the option (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the option and the hedged item are not fully aligned, an entity shall determine the aligned time value, ie how much of the time value included in the premium (actual time value) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.15). An entity determines the aligned time value using the valuation of the option that would have critical terms that perfectly match the hedged item.

*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

ALSP Orchid Acquisition Corporation I Unit assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Stepwise Regression1,2,3,4 and conclude that the ALORU stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for ALORU ALSP Orchid Acquisition Corporation I Unit Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 5378
Market Risk7683
Technical Analysis6043
Fundamental Analysis3541
Risk Unsystematic6357

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 696 signals.

References

  1. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  2. 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
  3. Harris ZS. 1954. Distributional structure. Word 10:146–62
  4. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  5. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
  6. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  7. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
Frequently Asked QuestionsQ: What is the prediction methodology for ALORU stock?
A: ALORU stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Stepwise Regression
Q: Is ALORU stock a buy or sell?
A: The dominant strategy among neural network is to Hold ALORU Stock.
Q: Is ALSP Orchid Acquisition Corporation I Unit stock a good investment?
A: The consensus rating for ALSP Orchid Acquisition Corporation I Unit is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of ALORU stock?
A: The consensus rating for ALORU is Hold.
Q: What is the prediction period for ALORU stock?
A: The prediction period for ALORU is (n+16 weeks)

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