Modelling A.I. in Economics

FNKO Funko Inc. Class A Common Stock (Forecast)

Funko Inc. Class A Common Stock Research Report

Abstract

Outlook: Funko Inc. Class A Common Stock assigned short-term B1 & long-term Ba2 forecasted stock rating.
Signal: Hold
Time series to forecast n: 05 Dec 2022 for (n+1 year)

As part of this research, different techniques have been studied for data extraction and analysis. After having reviewed the work related to the initial idea of the research, it is shown the development carried out, together with the data extraction and the machine learning algorithms for prediction used. The calculation of technical analysis metrics is also included. The development of a visualization platform has been proposed for high-level interaction between the user and the recommendation system.(Hegazy, O., Soliman, O.S. and Salam, M.A., 2014. A machine learning model for stock market prediction. arXiv preprint arXiv:1402.7351.) We evaluate Funko Inc. Class A Common Stock prediction models with Transductive Learning (ML) and Lasso Regression1,2,3,4 and conclude that the FNKO stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold FNKO stock.

Key Points

  1. Can machine learning predict?
  2. Prediction Modeling
  3. How accurate is machine learning in stock market?

FNKO Target Price Prediction Modeling Methodology

We consider Funko Inc. Class A Common Stock Decision Process with Transductive Learning (ML) where A is the set of discrete actions of FNKO 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(Lasso 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(Transductive Learning (ML)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of FNKO 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?

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

Sample Set: Neural Network
Stock/Index: FNKO Funko Inc. Class A Common Stock
Time series to forecast n: 05 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold FNKO 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 Funko Inc. Class A Common Stock

  1. If an entity has applied paragraph 7.2.6 then at the date of initial application the entity shall recognise any difference between the fair value of the entire hybrid contract at the date of initial application and the sum of the fair values of the components of the hybrid contract at the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.
  2. At the date of initial application, an entity is permitted to make the designation in paragraph 2.5 for contracts that already exist on the date but only if it designates all similar contracts. The change in the net assets resulting from such designations shall be recognised in retained earnings at the date of initial application.
  3. For example, Entity A, whose functional currency is its local currency, has a firm commitment to pay FC150,000 for advertising expenses in nine months' time and a firm commitment to sell finished goods for FC150,000 in 15 months' time. Entity A enters into a foreign currency derivative that settles in nine months' time under which it receives FC100 and pays CU70. Entity A has no other exposures to FC. Entity A does not manage foreign currency risk on a net basis. Hence, Entity A cannot apply hedge accounting for a hedging relationship between the foreign currency derivative and a net position of FC100 (consisting of FC150,000 of the firm purchase commitment—ie advertising services—and FC149,900 (of the FC150,000) of the firm sale commitment) for a nine-month period.
  4. An entity shall assess separately whether each subgroup meets the requirements in paragraph 6.6.1 to be an eligible hedged item. If any subgroup fails to meet the requirements in paragraph 6.6.1, the entity shall discontinue hedge accounting prospectively for the hedging relationship in its entirety. An entity also shall apply the requirements in paragraphs 6.5.8 and 6.5.11 to account for ineffectiveness related to the hedging relationship in its entirety.

*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

Funko Inc. Class A Common Stock assigned short-term B1 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Lasso Regression1,2,3,4 and conclude that the FNKO stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold FNKO stock.

Financial State Forecast for FNKO Funko Inc. Class A Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Operational Risk 3489
Market Risk3357
Technical Analysis7463
Fundamental Analysis8982
Risk Unsystematic7948

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 564 signals.

References

  1. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  2. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  3. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  4. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  5. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
  6. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  7. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
Frequently Asked QuestionsQ: What is the prediction methodology for FNKO stock?
A: FNKO stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Lasso Regression
Q: Is FNKO stock a buy or sell?
A: The dominant strategy among neural network is to Hold FNKO Stock.
Q: Is Funko Inc. Class A Common Stock stock a good investment?
A: The consensus rating for Funko Inc. Class A Common Stock is Hold and assigned short-term B1 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of FNKO stock?
A: The consensus rating for FNKO is Hold.
Q: What is the prediction period for FNKO stock?
A: The prediction period for FNKO is (n+1 year)

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