Modelling A.I. in Economics

BCI BCI MINERALS LIMITED (Forecast)

BCI MINERALS LIMITED Research Report

Summary

Stock market also called as equity market is the aggregation of the sellers and buyers. It is concerned with the domain where the shares of various public listed companies are traded. For predicting the growth of economy, stock market acts as an index. Due to the nonlinear nature, the prediction of the stock market becomes a difficult task. But the application of various machine learning techniques has been becoming a powerful source for the prediction. We evaluate BCI MINERALS LIMITED prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the BCI stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold BCI stock.

Key Points

  1. Nash Equilibria
  2. Is it better to buy and sell or hold?
  3. Buy, Sell and Hold Signals

BCI Target Price Prediction Modeling Methodology

We consider BCI MINERALS LIMITED Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of BCI 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 Rank-Sum 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 (Speculative Sentiment Analysis)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of BCI 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?

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

Sample Set: Neural Network
Stock/Index: BCI BCI MINERALS LIMITED
Time series to forecast n: 01 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold BCI 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 BCI MINERALS LIMITED

  1. In almost every lending transaction the creditor's instrument is ranked relative to the instruments of the debtor's other creditors. An instrument that is subordinated to other instruments may have contractual cash flows that are payments of principal and interest on the principal amount outstanding if the debtor's non-payment is a breach of contract and the holder has a contractual right to unpaid amounts of principal and interest on the principal amount outstanding even in the event of the debtor's bankruptcy. For example, a trade receivable that ranks its creditor as a general creditor would qualify as having payments of principal and interest on the principal amount outstanding. This is the case even if the debtor issued loans that are collateralised, which in the event of bankruptcy would give that loan holder priority over the claims of the general creditor in respect of the collateral but does not affect the contractual right of the general creditor to unpaid principal and other amounts due.
  2. This Standard does not specify a method for assessing whether a hedging relationship meets the hedge effectiveness requirements. However, an entity shall use a method that captures the relevant characteristics of the hedging relationship including the sources of hedge ineffectiveness. Depending on those factors, the method can be a qualitative or a quantitative assessment.
  3. IFRS 15, issued in May 2014, amended paragraphs 3.1.1, 4.2.1, 5.1.1, 5.2.1, 5.7.6, B3.2.13, B5.7.1, C5 and C42 and deleted paragraph C16 and its related heading. Paragraphs 5.1.3 and 5.7.1A, and a definition to Appendix A, were added. An entity shall apply those amendments when it applies IFRS 15.
  4. If subsequently an entity reasonably expects that the alternative benchmark rate will not be separately identifiable within 24 months from the date the entity designated it as a non-contractually specified risk component for the first time, the entity shall cease applying the requirement in paragraph 6.9.11 to that alternative benchmark rate and discontinue hedge accounting prospectively from the date of that reassessment for all hedging relationships in which the alternative benchmark rate was designated as a noncontractually specified risk component.

*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

BCI MINERALS LIMITED assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the BCI stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold BCI stock.

Financial State Forecast for BCI BCI MINERALS LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 6162
Market Risk7763
Technical Analysis6731
Fundamental Analysis4250
Risk Unsystematic4576

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 696 signals.

References

  1. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  2. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  3. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  4. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
  5. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  6. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  7. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for BCI stock?
A: BCI stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is BCI stock a buy or sell?
A: The dominant strategy among neural network is to Hold BCI Stock.
Q: Is BCI MINERALS LIMITED stock a good investment?
A: The consensus rating for BCI MINERALS LIMITED is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of BCI stock?
A: The consensus rating for BCI is Hold.
Q: What is the prediction period for BCI stock?
A: The prediction period for BCI is (n+3 month)

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