Modelling A.I. in Economics

EMN:TSXV Euro Manganese Inc.

Outlook: Euro Manganese Inc. assigned short-term Ba3 & long-term B1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 14 Dec 2022 for (n+1 year)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

This paper proposes genetic algorithms (GAs) approach to feature discretization and the determination of connection weights for artificial neural networks (ANNs) to predict the stock price index. Previous research proposed many hybrid models of ANN and GA for the method of training the network, feature subset selection, and topology optimization.(Shah, V.H., 2007. Machine learning techniques for stock prediction. Foundations of Machine Learning| Spring, 1(1), pp.6-12.) We evaluate Euro Manganese Inc. prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Stepwise Regression1,2,3,4 and conclude that the EMN:TSXV stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is a prediction confidence?
  2. Can neural networks predict stock market?
  3. Stock Forecast Based On a Predictive Algorithm

EMN:TSXV Target Price Prediction Modeling Methodology

We consider Euro Manganese Inc. Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of EMN:TSXV 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(Stepwise 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 (Social Media Sentiment Analysis)) X S(n):→ (n+1 year) e x rx

n:Time series to forecast

p:Price signals of EMN:TSXV 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?

EMN:TSXV Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: EMN:TSXV Euro Manganese Inc.
Time series to forecast n: 14 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) 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 Euro Manganese Inc.

  1. An entity need not undertake an exhaustive search for information but shall consider all reasonable and supportable information that is available without undue cost or effort and that is relevant to the estimate of expected credit losses, including the effect of expected prepayments. The information used shall include factors that are specific to the borrower, general economic conditions and an assessment of both the current as well as the forecast direction of conditions at the reporting date. An entity may use various sources of data, that may be both internal (entity-specific) and external. Possible data sources include internal historical credit loss experience, internal ratings, credit loss experience of other entities and external ratings, reports and statistics. Entities that have no, or insufficient, sources of entityspecific data may use peer group experience for the comparable financial instrument (or groups of financial instruments).
  2. At the date of initial application, an entity shall use reasonable and supportable information that is available without undue cost or effort to determine the credit risk at the date that a financial instrument was initially recognised (or for loan commitments and financial guarantee contracts at the date that the entity became a party to the irrevocable commitment in accordance with paragraph 5.5.6) and compare that to the credit risk at the date of initial application of this Standard.
  3. Alternatively, the entity may base the assessment on both types of information, ie qualitative factors that are not captured through the internal ratings process and a specific internal rating category at the reporting date, taking into consideration the credit risk characteristics at initial recognition, if both types of information are relevant.
  4. For a financial guarantee contract, the entity is required to make payments only in the event of a default by the debtor in accordance with the terms of the instrument that is guaranteed. Accordingly, cash shortfalls are the expected payments to reimburse the holder for a credit loss that it incurs less any amounts that the entity expects to receive from the holder, the debtor or any other party. If the asset is fully guaranteed, the estimation of cash shortfalls for a financial guarantee contract would be consistent with the estimations of cash shortfalls for the asset subject to the guarantee

*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

Euro Manganese Inc. assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Stepwise Regression1,2,3,4 and conclude that the EMN:TSXV stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Financial State Forecast for EMN:TSXV Euro Manganese Inc. Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 4242
Market Risk8954
Technical Analysis9044
Fundamental Analysis3267
Risk Unsystematic6173

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 576 signals.

References

  1. D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
  2. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
  3. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Can stock prices be predicted?(SMI Index Stock Forecast). AC Investment Research Journal, 101(3).
  5. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  6. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  7. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
Frequently Asked QuestionsQ: What is the prediction methodology for EMN:TSXV stock?
A: EMN:TSXV stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Stepwise Regression
Q: Is EMN:TSXV stock a buy or sell?
A: The dominant strategy among neural network is to Hold EMN:TSXV Stock.
Q: Is Euro Manganese Inc. stock a good investment?
A: The consensus rating for Euro Manganese Inc. is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of EMN:TSXV stock?
A: The consensus rating for EMN:TSXV is Hold.
Q: What is the prediction period for EMN:TSXV stock?
A: The prediction period for EMN:TSXV is (n+1 year)

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