Modelling A.I. in Economics

BBX BBX MINERALS LIMITED (Forecast)

Outlook: BBX MINERALS LIMITED assigned short-term Baa2 & long-term B3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 11 Dec 2022 for (n+3 month)
Methodology : Multi-Instance Learning (ML)

Abstract

Different machine learning algorithms are discussed in this literature review. These algorithms can be used for predicting the stock market. The prediction of the stock market is one of the challenging tasks that must have to be handled. In this paper, it is discussed how the machine learning algorithms can be used for predicting the stock value.(Siew, H.L. and Nordin, M.J., 2012, September. Regression techniques for the prediction of stock price trend. In 2012 International Conference on Statistics in Science, Business and Engineering (ICSSBE) (pp. 1-5). IEEE.) We evaluate BBX MINERALS LIMITED prediction models with Multi-Instance Learning (ML) and Ridge Regression1,2,3,4 and conclude that the BBX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. Reaction Function
  2. What is a prediction confidence?
  3. What is neural prediction?

BBX Target Price Prediction Modeling Methodology

We consider BBX MINERALS LIMITED Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of BBX 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(Ridge 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(Multi-Instance Learning (ML)) X S(n):→ (n+3 month) e x rx

n:Time series to forecast

p:Price signals of BBX 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?

BBX Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: BBX BBX MINERALS LIMITED
Time series to forecast n: 11 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) 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 BBX MINERALS LIMITED

  1. When defining default for the purposes of determining the risk of a default occurring, an entity shall apply a default definition that is consistent with the definition used for internal credit risk management purposes for the relevant financial instrument and consider qualitative indicators (for example, financial covenants) when appropriate. However, there is a rebuttable presumption that default does not occur later than when a financial asset is 90 days past due unless an entity has reasonable and supportable information to demonstrate that a more lagging default criterion is more appropriate. The definition of default used for these purposes shall be applied consistently to all financial instruments unless information becomes available that demonstrates that another default definition is more appropriate for a particular financial instrument.
  2. Rebalancing refers to the adjustments made to the designated quantities of the hedged item or the hedging instrument of an already existing hedging relationship for the purpose of maintaining a hedge ratio that complies with the hedge effectiveness requirements. Changes to designated quantities of a hedged item or of a hedging instrument for a different purpose do not constitute rebalancing for the purpose of this Standard
  3. When measuring hedge ineffectiveness, an entity shall consider the time value of money. Consequently, the entity determines the value of the hedged item on a present value basis and therefore the change in the value of the hedged item also includes the effect of the time value of money.
  4. For loan commitments, an entity considers changes in the risk of a default occurring on the loan to which a loan commitment relates. For financial guarantee contracts, an entity considers the changes in the risk that the specified debtor will default on the 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

BBX MINERALS LIMITED assigned short-term Baa2 & long-term B3 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Ridge Regression1,2,3,4 and conclude that the BBX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Financial State Forecast for BBX BBX MINERALS LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2B3
Operational Risk 8841
Market Risk5539
Technical Analysis8881
Fundamental Analysis8731
Risk Unsystematic8232

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 471 signals.

References

  1. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  2. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  3. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  4. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
  5. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., When to Sell and When to Hold FTNT Stock. AC Investment Research Journal, 101(3).
  7. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
Frequently Asked QuestionsQ: What is the prediction methodology for BBX stock?
A: BBX stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Ridge Regression
Q: Is BBX stock a buy or sell?
A: The dominant strategy among neural network is to Hold BBX Stock.
Q: Is BBX MINERALS LIMITED stock a good investment?
A: The consensus rating for BBX MINERALS LIMITED is Hold and assigned short-term Baa2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of BBX stock?
A: The consensus rating for BBX is Hold.
Q: What is the prediction period for BBX stock?
A: The prediction period for BBX is (n+3 month)

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