Modelling A.I. in Economics

LTRPA Liberty TripAdvisor Holdings Inc. Series A Common Stock (Forecast)

Outlook: Liberty TripAdvisor Holdings Inc. Series A Common Stock assigned short-term B1 & long-term Caa1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 09 Dec 2022 for (n+3 month)
Methodology : Reinforcement Machine Learning (ML)

Abstract

Market systems are so complex that they overwhelm the ability of any individual to predict. But it is crucial for the investors to predict stock market price to generate notable profit. We have taken into factors such as Commodity Prices (crude oil, gold, silver), Market History, and Foreign exchange rate (FEX) that influence the stock trend.(Sen, J. and Chaudhuri, T.D., 2018, December. Stock price prediction using machine learning and deep learning frameworks. In Proceedings of the 6th International Conference on Business Analytics and Intelligence, Bangalore, India (pp. 20-22).) We evaluate Liberty TripAdvisor Holdings Inc. Series A Common Stock prediction models with Reinforcement Machine Learning (ML) and Linear Regression1,2,3,4 and conclude that the LTRPA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. Why do we need predictive models?
  2. How useful are statistical predictions?
  3. What is the best way to predict stock prices?

LTRPA Target Price Prediction Modeling Methodology

We consider Liberty TripAdvisor Holdings Inc. Series A Common Stock Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of LTRPA 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(Reinforcement Machine Learning (ML)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of LTRPA 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?

LTRPA Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LTRPA Liberty TripAdvisor Holdings Inc. Series A Common Stock
Time series to forecast n: 09 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) 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 (Yellow to Green): *Technical Analysis%

Adjusted IFRS* Prediction Methods for Liberty TripAdvisor Holdings Inc. Series A Common Stock

  1. A contractually specified inflation risk component of the cash flows of a recognised inflation-linked bond (assuming that there is no requirement to account for an embedded derivative separately) is separately identifiable and reliably measurable, as long as other cash flows of the instrument are not affected by the inflation risk component.
  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. For the purposes of measuring expected credit losses, the estimate of expected cash shortfalls shall reflect the cash flows expected from collateral and other credit enhancements that are part of the contractual terms and are not recognised separately by the entity. The estimate of expected cash shortfalls on a collateralised financial instrument reflects the amount and timing of cash flows that are expected from foreclosure on the collateral less the costs of obtaining and selling the collateral, irrespective of whether foreclosure is probable (ie the estimate of expected cash flows considers the probability of a foreclosure and the cash flows that would result from it). Consequently, any cash flows that are expected from the realisation of the collateral beyond the contractual maturity of the contract should be included in this analysis. Any collateral obtained as a result of foreclosure is not recognised as an asset that is separate from the collateralised financial instrument unless it meets the relevant recognition criteria for an asset in this or other Standards.
  4. If a financial instrument that was previously recognised as a financial asset is measured at fair value through profit or loss and its fair value decreases below zero, it is a financial liability measured in accordance with paragraph 4.2.1. However, hybrid contracts with hosts that are assets within the scope of this Standard are always measured in accordance with paragraph 4.3.2.

*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

Liberty TripAdvisor Holdings Inc. Series A Common Stock assigned short-term B1 & long-term Caa1 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Linear Regression1,2,3,4 and conclude that the LTRPA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Financial State Forecast for LTRPA Liberty TripAdvisor Holdings Inc. Series A Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Caa1
Operational Risk 5833
Market Risk4038
Technical Analysis4135
Fundamental Analysis6649
Risk Unsystematic8747

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 850 signals.

References

  1. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  2. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  3. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  4. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
  5. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
  6. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  7. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
Frequently Asked QuestionsQ: What is the prediction methodology for LTRPA stock?
A: LTRPA stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Linear Regression
Q: Is LTRPA stock a buy or sell?
A: The dominant strategy among neural network is to Hold LTRPA Stock.
Q: Is Liberty TripAdvisor Holdings Inc. Series A Common Stock stock a good investment?
A: The consensus rating for Liberty TripAdvisor Holdings Inc. Series A Common Stock is Hold and assigned short-term B1 & long-term Caa1 forecasted stock rating.
Q: What is the consensus rating of LTRPA stock?
A: The consensus rating for LTRPA is Hold.
Q: What is the prediction period for LTRPA stock?
A: The prediction period for LTRPA is (n+3 month)

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