Modelling A.I. in Economics

BMEA Biomea Fusion Inc. Common Stock

Outlook: Biomea Fusion Inc. Common Stock assigned short-term Caa2 & long-term B1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 16 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future.(Nelson, D.M., Pereira, A.C. and De Oliveira, R.A., 2017, May. Stock market's price movement prediction with LSTM neural networks. In 2017 International joint conference on neural networks (IJCNN) (pp. 1419-1426). Ieee.) We evaluate Biomea Fusion Inc. Common Stock prediction models with Modular Neural Network (Market Volatility Analysis) and Lasso Regression1,2,3,4 and conclude that the BMEA 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. What are the most successful trading algorithms?
  2. Market Signals
  3. Game Theory

BMEA Target Price Prediction Modeling Methodology

We consider Biomea Fusion Inc. Common Stock Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of BMEA 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(Lasso 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 (Market Volatility Analysis)) X S(n):→ (n+16 weeks) e x rx

n:Time series to forecast

p:Price signals of BMEA 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?

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

Sample Set: Neural Network
Stock/Index: BMEA Biomea Fusion Inc. Common Stock
Time series to forecast n: 16 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 Biomea Fusion Inc. Common Stock

  1. As noted in paragraph B4.3.1, when an entity becomes a party to a hybrid contract with a host that is not an asset within the scope of this Standard and with one or more embedded derivatives, paragraph 4.3.3 requires the entity to identify any such embedded derivative, assess whether it is required to be separated from the host contract and, for those that are required to be separated, measure the derivatives at fair value at initial recognition and subsequently. These requirements can be more complex, or result in less reliable measures, than measuring the entire instrument at fair value through profit or loss. For that reason this Standard permits the entire hybrid contract to be designated as at fair value through profit or loss.
  2. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
  3. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
  4. Paragraph 4.1.1(b) requires an entity to classify a financial asset on the basis of its contractual cash flow characteristics if the financial asset is held within a business model whose objective is to hold assets to collect contractual cash flows or within a business model whose objective is achieved by both collecting contractual cash flows and selling financial assets, unless paragraph 4.1.5 applies. To do so, the condition in paragraphs 4.1.2(b) and 4.1.2A(b) requires an entity to determine whether the asset's contractual cash flows are solely payments of principal and interest on the principal amount outstanding.

*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

Biomea Fusion Inc. Common Stock assigned short-term Caa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Lasso Regression1,2,3,4 and conclude that the BMEA 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 BMEA Biomea Fusion Inc. Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2B1
Operational Risk 3467
Market Risk3644
Technical Analysis6351
Fundamental Analysis5084
Risk Unsystematic4247

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 729 signals.

References

  1. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  2. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you decide buy or sell a stock?(SAIC Stock Forecast). AC Investment Research Journal, 101(3).
  3. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  4. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  5. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
  6. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
  7. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
Frequently Asked QuestionsQ: What is the prediction methodology for BMEA stock?
A: BMEA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Lasso Regression
Q: Is BMEA stock a buy or sell?
A: The dominant strategy among neural network is to Hold BMEA Stock.
Q: Is Biomea Fusion Inc. Common Stock stock a good investment?
A: The consensus rating for Biomea Fusion Inc. Common Stock is Hold and assigned short-term Caa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of BMEA stock?
A: The consensus rating for BMEA is Hold.
Q: What is the prediction period for BMEA stock?
A: The prediction period for BMEA is (n+16 weeks)

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