Dominant Strategy : Hold
Time series to forecast n: 14 Dec 2022 for (n+4 weeks)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)
Abstract
Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators.(Nikou, M., Mansourfar, G. and Bagherzadeh, J., 2019. Stock price prediction using DEEP learning algorithm and its comparison with machine learning algorithms. Intelligent Systems in Accounting, Finance and Management, 26(4), pp.164-174.) We evaluate Dune Acquisition Corporation Warrant prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Linear Regression1,2,3,4 and conclude that the DUNEW stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold
Key Points
- Trading Interaction
- What statistical methods are used to analyze data?
- Reaction Function
DUNEW Target Price Prediction Modeling Methodology
We consider Dune Acquisition Corporation Warrant Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of DUNEW 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(Linear Regression)5,6,7= X R(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+4 weeks)
n:Time series to forecast
p:Price signals of DUNEW 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?
DUNEW Stock Forecast (Buy or Sell) for (n+4 weeks)
Sample Set: Neural NetworkStock/Index: DUNEW Dune Acquisition Corporation Warrant
Time series to forecast n: 14 Dec 2022 for (n+4 weeks)
According to price forecasts for (n+4 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 Dune Acquisition Corporation Warrant
- The definition of a derivative refers to non-financial variables that are not specific to a party to the contract. These include an index of earthquake losses in a particular region and an index of temperatures in a particular city. Non-financial variables specific to a party to the contract include the occurrence or non-occurrence of a fire that damages or destroys an asset of a party to the contract. A change in the fair value of a non-financial asset is specific to the owner if the fair value reflects not only changes in market prices for such assets (a financial variable) but also the condition of the specific non-financial asset held (a non-financial variable). For example, if a guarantee of the residual value of a specific car exposes the guarantor to the risk of changes in the car's physical condition, the change in that residual value is specific to the owner of the car.
- An entity applies IAS 21 to financial assets and financial liabilities that are monetary items in accordance with IAS 21 and denominated in a foreign currency. IAS 21 requires any foreign exchange gains and losses on monetary assets and monetary liabilities to be recognised in profit or loss. An exception is a monetary item that is designated as a hedging instrument in a cash flow hedge (see paragraph 6.5.11), a hedge of a net investment (see paragraph 6.5.13) or a fair value hedge of an equity instrument for which an entity has elected to present changes in fair value in other comprehensive income in accordance with paragraph 5.7.5 (see paragraph 6.5.8).
- If the group of items does have offsetting risk positions (for example, a group of sales and expenses denominated in a foreign currency hedged together for foreign currency risk) then an entity shall present the hedging gains or losses in a separate line item in the statement of profit or loss and other comprehensive income. Consider, for example, a hedge of the foreign currency risk of a net position of foreign currency sales of FC100 and foreign currency expenses of FC80 using a forward exchange contract for FC20. The gain or loss on the forward exchange contract that is reclassified from the cash flow hedge reserve to profit or loss (when the net position affects profit or loss) shall be presented in a separate line item from the hedged sales and expenses. Moreover, if the sales occur in an earlier period than the expenses, the sales revenue is still measured at the spot exchange rate in accordance with IAS 21. The related hedging gain or loss is presented in a separate line item, so that profit or loss reflects the effect of hedging the net position, with a corresponding adjustment to the cash flow hedge reserve. When the hedged expenses affect profit or loss in a later period, the hedging gain or loss previously recognised in the cash flow hedge reserve on the sales is reclassified to profit or loss and presented as a separate line item from those that include the hedged expenses, which are measured at the spot exchange rate in accordance with IAS 21.
- An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.
*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
Dune Acquisition Corporation Warrant assigned short-term Ba3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Linear Regression1,2,3,4 and conclude that the DUNEW stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold
Financial State Forecast for DUNEW Dune Acquisition Corporation Warrant Options & Futures
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | Ba3 | Ba1 |
Operational Risk | 68 | 34 |
Market Risk | 69 | 85 |
Technical Analysis | 46 | 88 |
Fundamental Analysis | 72 | 66 |
Risk Unsystematic | 75 | 84 |
Prediction Confidence Score
References
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- Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Short/Long Term Stocks: FOX Stock Forecast. AC Investment Research Journal, 101(3).
Frequently Asked Questions
Q: What is the prediction methodology for DUNEW stock?A: DUNEW stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Linear Regression
Q: Is DUNEW stock a buy or sell?
A: The dominant strategy among neural network is to Hold DUNEW Stock.
Q: Is Dune Acquisition Corporation Warrant stock a good investment?
A: The consensus rating for Dune Acquisition Corporation Warrant is Hold and assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of DUNEW stock?
A: The consensus rating for DUNEW is Hold.
Q: What is the prediction period for DUNEW stock?
A: The prediction period for DUNEW is (n+4 weeks)