Modelling A.I. in Economics

FIN FIN RESOURCES LIMITED (Forecast)

FIN RESOURCES LIMITED Research Report

Abstract

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted.(Li, X., Xie, H., Wang, R., Cai, Y., Cao, J., Wang, F., Min, H. and Deng, X., 2016. Empirical analysis: stock market prediction via extreme learning machine. Neural Computing and Applications, 27(1), pp.67-78.) We evaluate FIN RESOURCES LIMITED prediction models with Transfer Learning (ML) and Beta1,2,3,4 and conclude that the FIN stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FIN stock.

Key Points

  1. How do you decide buy or sell a stock?
  2. Stock Rating
  3. Market Risk

FIN Target Price Prediction Modeling Methodology

We consider FIN RESOURCES LIMITED Decision Process with Transfer Learning (ML) where A is the set of discrete actions of FIN 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(Beta)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(Transfer Learning (ML)) X S(n):→ (n+4 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of FIN 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?

FIN Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: FIN FIN RESOURCES LIMITED
Time series to forecast n: 05 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FIN stock.

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 (Yellow to Green): *Technical Analysis%

Adjusted IFRS* Prediction Methods for FIN RESOURCES LIMITED

  1. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity.
  2. In some cases, the qualitative and non-statistical quantitative information available may be sufficient to determine that a financial instrument has met the criterion for the recognition of a loss allowance at an amount equal to lifetime expected credit losses. That is, the information does not need to flow through a statistical model or credit ratings process in order to determine whether there has been a significant increase in the credit risk of the financial instrument. In other cases, an entity may need to consider other information, including information from its statistical models or credit ratings processes.
  3. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.
  4. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.

*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

FIN RESOURCES LIMITED assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Beta1,2,3,4 and conclude that the FIN stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FIN stock.

Financial State Forecast for FIN FIN RESOURCES LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 6653
Market Risk4650
Technical Analysis4972
Fundamental Analysis8645
Risk Unsystematic8967

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 863 signals.

References

  1. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  2. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  3. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  4. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  5. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  6. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  7. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
Frequently Asked QuestionsQ: What is the prediction methodology for FIN stock?
A: FIN stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Beta
Q: Is FIN stock a buy or sell?
A: The dominant strategy among neural network is to Hold FIN Stock.
Q: Is FIN RESOURCES LIMITED stock a good investment?
A: The consensus rating for FIN RESOURCES LIMITED is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FIN stock?
A: The consensus rating for FIN is Hold.
Q: What is the prediction period for FIN stock?
A: The prediction period for FIN is (n+4 weeks)

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