Modelling A.I. in Economics

JCTCF Jewett-Cameron Trading Company Common Shares

Outlook: Jewett-Cameron Trading Company Common Shares assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 24 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods.(Kompella, S. and Chakravarthy Chilukuri, K.C.C., 2020. Stock market prediction using machine learning methods. International Journal of Computer Engineering and Technology, 10(3), p.2019.) We evaluate Jewett-Cameron Trading Company Common Shares prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Stepwise Regression1,2,3,4 and conclude that the JCTCF stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What statistical methods are used to analyze data?
  2. What is the use of Markov decision process?
  3. How can neural networks improve predictions?

JCTCF Target Price Prediction Modeling Methodology

We consider Jewett-Cameron Trading Company Common Shares Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of JCTCF 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 (News Feed Sentiment Analysis)) X S(n):→ (n+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of JCTCF 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?

JCTCF Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: JCTCF Jewett-Cameron Trading Company Common Shares
Time series to forecast n: 24 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) 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%

IFRS Reconciliation Adjustments for Jewett-Cameron Trading Company Common Shares

  1. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
  2. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.
  3. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
  4. If a put option written by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the associated liability is measured at the option exercise price plus the time value of the option. The measurement of the asset at fair value is limited to the lower of the fair value and the option exercise price because the entity has no right to increases in the fair value of the transferred asset above the exercise price of the option. This ensures that the net carrying amount of the asset and the associated liability is the fair value of the put option obligation. For example, if the fair value of the underlying asset is CU120, the option exercise price is CU100 and the time value of the option is CU5, the carrying amount of the associated liability is CU105 (CU100 + CU5) and the carrying amount of the asset is CU100 (in this case the option exercise price).

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

Jewett-Cameron Trading Company Common Shares assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Stepwise Regression1,2,3,4 and conclude that the JCTCF stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

JCTCF Jewett-Cameron Trading Company Common Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa3
Balance SheetBa3C
Leverage RatiosB3C
Cash FlowBaa2C
Rates of Return and ProfitabilityB1Baa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 853 signals.

References

  1. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
  2. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  3. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  4. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  5. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  6. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  7. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
Frequently Asked QuestionsQ: What is the prediction methodology for JCTCF stock?
A: JCTCF stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Stepwise Regression
Q: Is JCTCF stock a buy or sell?
A: The dominant strategy among neural network is to Hold JCTCF Stock.
Q: Is Jewett-Cameron Trading Company Common Shares stock a good investment?
A: The consensus rating for Jewett-Cameron Trading Company Common Shares is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of JCTCF stock?
A: The consensus rating for JCTCF is Hold.
Q: What is the prediction period for JCTCF stock?
A: The prediction period for JCTCF is (n+16 weeks)

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