Modelling A.I. in Economics

JAY JAYRIDE GROUP LIMITED

Outlook: JAYRIDE GROUP LIMITED assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 11 Dec 2022 for (n+1 year)
Methodology : Active Learning (ML)

Abstract

The stock market prediction has attracted much attention from academia as well as business. Due to the non-linear, volatile and complex nature of the market, it is quite difficult to predict. As the stock markets grow bigger, more investors pay attention to develop a systematic approach to predict the stock market.(Rouf, N., Malik, M.B., Arif, T., Sharma, S., Singh, S., Aich, S. and Kim, H.C., 2021. Stock market prediction using machine learning techniques: a decade survey on methodologies, recent developments, and future directions. Electronics, 10(21), p.2717.) We evaluate JAYRIDE GROUP LIMITED prediction models with Active Learning (ML) and Pearson Correlation1,2,3,4 and conclude that the JAY stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. Can machine learning predict?
  2. Which neural network is best for prediction?
  3. How useful are statistical predictions?

JAY Target Price Prediction Modeling Methodology

We consider JAYRIDE GROUP LIMITED Decision Process with Active Learning (ML) where A is the set of discrete actions of JAY 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(Pearson Correlation)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+1 year) e x rx

n:Time series to forecast

p:Price signals of JAY 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?

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

Sample Set: Neural Network
Stock/Index: JAY JAYRIDE GROUP LIMITED
Time series to forecast n: 11 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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 JAYRIDE GROUP LIMITED

  1. This Standard does not specify a method for assessing whether a hedging relationship meets the hedge effectiveness requirements. However, an entity shall use a method that captures the relevant characteristics of the hedging relationship including the sources of hedge ineffectiveness. Depending on those factors, the method can be a qualitative or a quantitative assessment.
  2. 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.
  3. An entity shall assess at the inception of the hedging relationship, and on an ongoing basis, whether a hedging relationship meets the hedge effectiveness requirements. At a minimum, an entity shall perform the ongoing assessment at each reporting date or upon a significant change in the circumstances affecting the hedge effectiveness requirements, whichever comes first. The assessment relates to expectations about hedge effectiveness and is therefore only forward-looking.
  4. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.

*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

JAYRIDE GROUP LIMITED assigned short-term Ba3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Pearson Correlation1,2,3,4 and conclude that the JAY stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Financial State Forecast for JAY JAYRIDE GROUP LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba1
Operational Risk 7937
Market Risk6672
Technical Analysis6476
Fundamental Analysis4480
Risk Unsystematic7988

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 804 signals.

References

  1. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  2. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  3. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  4. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  5. Harris ZS. 1954. Distributional structure. Word 10:146–62
  6. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  7. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
Frequently Asked QuestionsQ: What is the prediction methodology for JAY stock?
A: JAY stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Pearson Correlation
Q: Is JAY stock a buy or sell?
A: The dominant strategy among neural network is to Buy JAY Stock.
Q: Is JAYRIDE GROUP LIMITED stock a good investment?
A: The consensus rating for JAYRIDE GROUP LIMITED is Buy and assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of JAY stock?
A: The consensus rating for JAY is Buy.
Q: What is the prediction period for JAY stock?
A: The prediction period for JAY is (n+1 year)

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