Modelling A.I. in Economics

HZNP Horizon Therapeutics Public Limited Company Ordinary Shares

Outlook: Horizon Therapeutics Public Limited Company Ordinary Shares assigned short-term Ba1 & long-term B2 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 15 Dec 2022 for (n+6 month)
Methodology : Active Learning (ML)

Abstract

Recently, a lot of interesting work has been done in the area of applying Machine Learning Algorithms for analyzing price patterns and predicting stock prices and index changes. Most stock traders nowadays depend on Intelligent Trading Systems which help them in predicting prices based on various situations and conditions, thereby helping them in making instantaneous investment decisions.(Saad, E.W., Prokhorov, D.V. and Wunsch, D.C., 1998. Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks. IEEE Transactions on neural networks, 9(6), pp.1456-1470.) We evaluate Horizon Therapeutics Public Limited Company Ordinary Shares prediction models with Active Learning (ML) and Linear Regression1,2,3,4 and conclude that the HZNP stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. Stock Rating
  2. Market Outlook
  3. Trust metric by Neural Network

HZNP Target Price Prediction Modeling Methodology

We consider Horizon Therapeutics Public Limited Company Ordinary Shares Decision Process with Active Learning (ML) where A is the set of discrete actions of HZNP 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= 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(Active Learning (ML)) X S(n):→ (n+6 month) i = 1 n s i

n:Time series to forecast

p:Price signals of HZNP 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?

HZNP Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: HZNP Horizon Therapeutics Public Limited Company Ordinary Shares
Time series to forecast n: 15 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

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 Horizon Therapeutics Public Limited Company Ordinary Shares

  1. A hedge of a firm commitment (for example, a hedge of the change in fuel price relating to an unrecognised contractual commitment by an electric utility to purchase fuel at a fixed price) is a hedge of an exposure to a change in fair value. Accordingly, such a hedge is a fair value hedge. However, in accordance with paragraph 6.5.4, a hedge of the foreign currency risk of a firm commitment could alternatively be accounted for as a cash flow hedge.
  2. Paragraph 6.3.4 permits an entity to designate as hedged items aggregated exposures that are a combination of an exposure and a derivative. When designating such a hedged item, an entity assesses whether the aggregated exposure combines an exposure with a derivative so that it creates a different aggregated exposure that is managed as one exposure for a particular risk (or risks). In that case, the entity may designate the hedged item on the basis of the aggregated exposure
  3. Lifetime expected credit losses are generally expected to be recognised before a financial instrument becomes past due. Typically, credit risk increases significantly before a financial instrument becomes past due or other lagging borrower-specific factors (for example, a modification or restructuring) are observed. Consequently when reasonable and supportable information that is more forward-looking than past due information is available without undue cost or effort, it must be used to assess changes in credit risk.
  4. There are two types of components of nominal amounts that can be designated as the hedged item in a hedging relationship: a component that is a proportion of an entire item or a layer component. The type of component changes the accounting outcome. An entity shall designate the component for accounting purposes consistently with its risk management objective.

*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

Horizon Therapeutics Public Limited Company Ordinary Shares assigned short-term Ba1 & long-term B2 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Linear Regression1,2,3,4 and conclude that the HZNP stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Financial State Forecast for HZNP Horizon Therapeutics Public Limited Company Ordinary Shares Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1B2
Operational Risk 4247
Market Risk8457
Technical Analysis7043
Fundamental Analysis7053
Risk Unsystematic8451

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 833 signals.

References

  1. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  2. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., MO Stock Price Prediction. AC Investment Research Journal, 101(3).
  4. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  5. S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is TPL a Buy?. AC Investment Research Journal, 101(3).
  7. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
Frequently Asked QuestionsQ: What is the prediction methodology for HZNP stock?
A: HZNP stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Linear Regression
Q: Is HZNP stock a buy or sell?
A: The dominant strategy among neural network is to Sell HZNP Stock.
Q: Is Horizon Therapeutics Public Limited Company Ordinary Shares stock a good investment?
A: The consensus rating for Horizon Therapeutics Public Limited Company Ordinary Shares is Sell and assigned short-term Ba1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of HZNP stock?
A: The consensus rating for HZNP is Sell.
Q: What is the prediction period for HZNP stock?
A: The prediction period for HZNP is (n+6 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.