Modelling A.I. in Economics

CTE CRYOSITE LIMITED (Forecast)

Outlook: CRYOSITE LIMITED assigned short-term B2 & long-term B1 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 17 Dec 2022 for (n+16 weeks)
Methodology : Transductive Learning (ML)

Abstract

The success of portfolio construction depends primarily on the future performance of stock markets. Recent developments in machine learning have brought significant opportunities to incorporate prediction theory into portfolio selection. However, many studies show that a single prediction model is insufficient to achieve very accurate predictions and affluent returns. In this paper, a novel portfolio construction approach is developed using a hybrid model based on machine learning for stock prediction.(Matsunaga, D., Suzumura, T. and Takahashi, T., 2019. Exploring graph neural networks for stock market predictions with rolling window analysis. arXiv preprint arXiv:1909.10660.) We evaluate CRYOSITE LIMITED prediction models with Transductive Learning (ML) and Paired T-Test1,2,3,4 and conclude that the CTE stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Trust metric by Neural Network
  2. Buy, Sell and Hold Signals
  3. Technical Analysis with Algorithmic Trading

CTE Target Price Prediction Modeling Methodology

We consider CRYOSITE LIMITED Decision Process with Transductive Learning (ML) where A is the set of discrete actions of CTE 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(Paired T-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(Transductive Learning (ML)) X S(n):→ (n+16 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of CTE 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?

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

Sample Set: Neural Network
Stock/Index: CTE CRYOSITE LIMITED
Time series to forecast n: 17 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

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 CRYOSITE LIMITED

  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. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
  3. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.
  4. Paragraphs 6.9.7–6.9.13 provide exceptions to the requirements specified in those paragraphs only. An entity shall apply all other hedge accounting requirements in this Standard, including the qualifying criteria in paragraph 6.4.1, to hedging relationships that were directly affected by interest rate benchmark reform.

*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

CRYOSITE LIMITED assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Paired T-Test1,2,3,4 and conclude that the CTE stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Financial State Forecast for CTE CRYOSITE LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 8690
Market Risk3131
Technical Analysis3583
Fundamental Analysis4141
Risk Unsystematic7559

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 688 signals.

References

  1. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  2. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  3. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  4. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  5. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  6. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
  7. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
Frequently Asked QuestionsQ: What is the prediction methodology for CTE stock?
A: CTE stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Paired T-Test
Q: Is CTE stock a buy or sell?
A: The dominant strategy among neural network is to Buy CTE Stock.
Q: Is CRYOSITE LIMITED stock a good investment?
A: The consensus rating for CRYOSITE LIMITED is Buy and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of CTE stock?
A: The consensus rating for CTE is Buy.
Q: What is the prediction period for CTE stock?
A: The prediction period for CTE is (n+16 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.