Modelling A.I. in Economics

CWP CEDAR WOODS PROPERTIES LIMITED

Outlook: CEDAR WOODS PROPERTIES LIMITED assigned short-term Ba1 & long-term Ba1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 18 Dec 2022 for (n+8 weeks)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Three networks are compared for low false alarm stock trend predictions. Short-term trends, particularly attractive for neural network analysis, can be used profitably in scenarios such as option trading, but only with significant risk. Therefore, we focus on limiting false alarms, which improves the risk/reward ratio by preventing losses. To predict stock trends, we exploit time delay, recurrent, and probabilistic neural networks (TDNN, RNN, and PNN, respectively), utilizing conjugate gradient and multistream extended Kalman filter training for TDNN and RNN.(Samarawickrama, A.J.P. and Fernando, T.G.I., 2017, December. A recurrent neural network approach in predicting daily stock prices an application to the Sri Lankan stock market. In 2017 IEEE International Conference on Industrial and Information Systems (ICIIS) (pp. 1-6). IEEE.) We evaluate CEDAR WOODS PROPERTIES LIMITED prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the CWP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What are the most successful trading algorithms?
  2. Nash Equilibria
  3. Operational Risk

CWP Target Price Prediction Modeling Methodology

We consider CEDAR WOODS PROPERTIES LIMITED Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of CWP 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 (Social Media Sentiment Analysis)) X S(n):→ (n+8 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of CWP 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?

CWP Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: CWP CEDAR WOODS PROPERTIES LIMITED
Time series to forecast n: 18 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 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 CEDAR WOODS PROPERTIES LIMITED

  1. The decision of an entity to designate a financial asset or financial liability as at fair value through profit or loss is similar to an accounting policy choice (although, unlike an accounting policy choice, it is not required to be applied consistently to all similar transactions). When an entity has such a choice, paragraph 14(b) of IAS 8 requires the chosen policy to result in the financial statements providing reliable and more relevant information about the effects of transactions, other events and conditions on the entity's financial position, financial performance or cash flows. For example, in the case of designation of a financial liability as at fair value through profit or loss, paragraph 4.2.2 sets out the two circumstances when the requirement for more relevant information will be met. Accordingly, to choose such designation in accordance with paragraph 4.2.2, the entity needs to demonstrate that it falls within one (or both) of these two circumstances.
  2. 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.
  3. 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.
  4. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).

*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

CEDAR WOODS PROPERTIES LIMITED assigned short-term Ba1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the CWP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for CWP CEDAR WOODS PROPERTIES LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Operational Risk 8175
Market Risk6872
Technical Analysis3776
Fundamental Analysis8542
Risk Unsystematic8189

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 596 signals.

References

  1. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  2. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  3. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  4. M. Colby, T. Duchow-Pressley, J. J. Chung, and K. Tumer. Local approximation of difference evaluation functions. In Proceedings of the Fifteenth International Joint Conference on Autonomous Agents and Multiagent Systems, Singapore, May 2016
  5. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  6. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
  7. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
Frequently Asked QuestionsQ: What is the prediction methodology for CWP stock?
A: CWP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is CWP stock a buy or sell?
A: The dominant strategy among neural network is to Hold CWP Stock.
Q: Is CEDAR WOODS PROPERTIES LIMITED stock a good investment?
A: The consensus rating for CEDAR WOODS PROPERTIES LIMITED is Hold and assigned short-term Ba1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of CWP stock?
A: The consensus rating for CWP is Hold.
Q: What is the prediction period for CWP stock?
A: The prediction period for CWP is (n+8 weeks)

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