Modelling A.I. in Economics

AXI AXIOM PROPERTIES LIMITED

Outlook: AXIOM PROPERTIES LIMITED assigned short-term B2 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 13 Dec 2022 for (n+6 month)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Neural networks, as an intelligent data mining method, have been used in many different challenging pattern recognition problems such as stock market prediction. However, there is no formal method to determine the optimal neural network for prediction purpose in the literature. In this paper, two kinds of neural networks, a feed forward multi layer Perceptron (MLP) and an Elman recurrent network, are used to predict a company's stock value based on its stock share value history.(Porshnev, A., Redkin, I. and Shevchenko, A., 2013, December. Machine learning in prediction of stock market indicators based on historical data and data from twitter sentiment analysis. In 2013 IEEE 13th International Conference on Data Mining Workshops (pp. 440-444). IEEE.) We evaluate AXIOM PROPERTIES LIMITED prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the AXI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. What are buy sell or hold recommendations?
  2. Trust metric by Neural Network
  3. What are the most successful trading algorithms?

AXI Target Price Prediction Modeling Methodology

We consider AXIOM PROPERTIES LIMITED Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of AXI 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= 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+6 month) i = 1 n s i

n:Time series to forecast

p:Price signals of AXI 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?

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

Sample Set: Neural Network
Stock/Index: AXI AXIOM PROPERTIES LIMITED
Time series to forecast n: 13 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 AXIOM PROPERTIES LIMITED

  1. If a put option written by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the associated liability is measured at the option exercise price plus the time value of the option. The measurement of the asset at fair value is limited to the lower of the fair value and the option exercise price because the entity has no right to increases in the fair value of the transferred asset above the exercise price of the option. This ensures that the net carrying amount of the asset and the associated liability is the fair value of the put option obligation. For example, if the fair value of the underlying asset is CU120, the option exercise price is CU100 and the time value of the option is CU5, the carrying amount of the associated liability is CU105 (CU100 + CU5) and the carrying amount of the asset is CU100 (in this case the option exercise price).
  2. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
  3. Interest Rate Benchmark Reform, which amended IFRS 9, IAS 39 and IFRS 7, issued in September 2019, added Section 6.8 and amended paragraph 7.2.26. An entity shall apply these amendments for annual periods beginning on or after 1 January 2020. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
  4. If changes are made in addition to those changes required by interest rate benchmark reform to the financial asset or financial liability designated in a hedging relationship (as described in paragraphs 5.4.6–5.4.8) or to the designation of the hedging relationship (as required by paragraph 6.9.1), an entity shall first apply the applicable requirements in this Standard to determine if those additional changes result in the discontinuation of hedge accounting. If the additional changes do not result in the discontinuation of hedge accounting, an entity shall amend the formal designation of the hedging relationship as specified in paragraph 6.9.1.

*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

AXIOM PROPERTIES LIMITED assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the AXI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Financial State Forecast for AXI AXIOM PROPERTIES LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 5868
Market Risk7848
Technical Analysis7083
Fundamental Analysis3276
Risk Unsystematic5032

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 609 signals.

References

  1. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  2. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  3. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  4. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
  5. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  6. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  7. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
Frequently Asked QuestionsQ: What is the prediction methodology for AXI stock?
A: AXI stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is AXI stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes AXI Stock.
Q: Is AXIOM PROPERTIES LIMITED stock a good investment?
A: The consensus rating for AXIOM PROPERTIES LIMITED is Wait until speculative trend diminishes and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of AXI stock?
A: The consensus rating for AXI is Wait until speculative trend diminishes.
Q: What is the prediction period for AXI stock?
A: The prediction period for AXI is (n+6 month)

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