Modelling A.I. in Economics

EMAN eMagin Corporation Common Stock

Outlook: eMagin Corporation Common Stock assigned short-term Ba1 & long-term Ba1 forecasted stock rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 19 Dec 2022 for (n+1 year)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Stock market prediction is a crucial and challenging task due to its nonlinear, evolutionary, complex, and dynamic nature. Research on the stock market has been an important issue for researchers in recent years. Companies invest in trading the stock market. Predicting the stock market trend accurately will minimize the risk and bring a maximum amount of profit for all the stakeholders. During the last several years, a lot of studies have been done to predict stock market trends using Traditional, Machine learning and deep learning techniques. (Verma, J.P., Tanwar, S., Garg, S., Gandhi, I. and Bachani, N.H., 2019. Evaluation of pattern based customized approach for stock market trend prediction with big data and machine learning techniques. International Journal of Business Analytics (IJBAN), 6(3), pp.1-15.) We evaluate eMagin Corporation Common Stock prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the EMAN stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. What are the most successful trading algorithms?
  2. How can neural networks improve predictions?
  3. What are the most successful trading algorithms?

EMAN Target Price Prediction Modeling Methodology

We consider eMagin Corporation Common Stock Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of EMAN 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(Multiple 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 (News Feed Sentiment Analysis)) X S(n):→ (n+1 year) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of EMAN 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?

EMAN Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: EMAN eMagin Corporation Common Stock
Time series to forecast n: 19 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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%

IFRS Reconciliation Adjustments for eMagin Corporation Common Stock

  1. When an entity designates a financial liability as at fair value through profit or loss, it must determine whether presenting in other comprehensive income the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in profit or loss. An accounting mismatch would be created or enlarged if presenting the effects of changes in the liability's credit risk in other comprehensive income would result in a greater mismatch in profit or loss than if those amounts were presented in profit or loss
  2. When measuring a loss allowance for a lease receivable, the cash flows used for determining the expected credit losses should be consistent with the cash flows used in measuring the lease receivable in accordance with IFRS 16 Leases.
  3. 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.
  4. An entity may manage and evaluate the performance of a group of financial liabilities or financial assets and financial liabilities in such a way that measuring that group at fair value through profit or loss results in more relevant information. The focus in this instance is on the way the entity manages and evaluates performance, instead of on the nature of its financial instruments.

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

eMagin Corporation Common Stock assigned short-term Ba1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the EMAN stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

eMagin Corporation Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Baa2
Balance SheetBa1Baa2
Leverage RatiosBaa2B2
Cash FlowBaa2B2
Rates of Return and ProfitabilityB1Caa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 741 signals.

References

  1. Alpaydin E. 2009. Introduction to Machine Learning. Cambridge, MA: MIT Press
  2. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  3. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  4. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  5. 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).
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
Frequently Asked QuestionsQ: What is the prediction methodology for EMAN stock?
A: EMAN stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Multiple Regression
Q: Is EMAN stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes EMAN Stock.
Q: Is eMagin Corporation Common Stock stock a good investment?
A: The consensus rating for eMagin Corporation Common Stock is Wait until speculative trend diminishes and assigned short-term Ba1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of EMAN stock?
A: The consensus rating for EMAN is Wait until speculative trend diminishes.
Q: What is the prediction period for EMAN stock?
A: The prediction period for EMAN is (n+1 year)

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