Modelling A.I. in Economics

OSW OneSpaWorld Holdings Limited Common Shares

Buy

Hold

Sell

Speculative

Outlook: OneSpaWorld Holdings Limited Common Shares assigned short-term B1 & long-term Ba1 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 06 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

Machine learning is a branch of computer science that has the potential to transform epidemiologic sciences. Amid a growing focus on "Big Data," it offers epidemiologists new tools to tackle problems for which classical methods are not well-suited. In order to critically evaluate the value of integrating machine learning algorithms and existing methods, however, it is essential to address language and technical barriers between the two fields that can make it difficult for epidemiologists to read and assess machine learning studies.(Singh, R. and Srivastava, S., 2017. Stock prediction using deep learning. Multimedia Tools and Applications, 76(18), pp.18569-18584.) We evaluate OneSpaWorld Holdings Limited Common Shares prediction models with Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the OSW stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Buy OSW stock.

Key Points

  1. How do you know when a stock will go up or down?
  2. Market Outlook
  3. Stock Forecast Based On a Predictive Algorithm

OSW Target Price Prediction Modeling Methodology

We consider OneSpaWorld Holdings Limited Common Shares Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of OSW 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(Wilcoxon Sign-Rank Test)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 (Market News Sentiment Analysis)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of OSW 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?

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

Sample Set: Neural Network
Stock/Index: OSW OneSpaWorld Holdings Limited Common Shares
Time series to forecast n: 06 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Buy OSW 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 OneSpaWorld Holdings Limited Common Shares

  1. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
  2. When an entity first applies this Standard, it may choose as its accounting policy to continue to apply the hedge accounting requirements of IAS 39 instead of the requirements in Chapter 6 of this Standard. An entity shall apply that policy to all of its hedging relationships. An entity that chooses that policy shall also apply IFRIC 16 Hedges of a Net Investment in a Foreign Operation without the amendments that conform that Interpretation to the requirements in Chapter 6 of this Standard.
  3. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio
  4. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.

*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

OneSpaWorld Holdings Limited Common Shares assigned short-term B1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the OSW stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Buy OSW stock.

Financial State Forecast for OSW OneSpaWorld Holdings Limited Common Shares Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba1
Operational Risk 6175
Market Risk7589
Technical Analysis7332
Fundamental Analysis5878
Risk Unsystematic3986

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 842 signals.

References

  1. Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
  2. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  3. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
  4. 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.
  5. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  6. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  7. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
Frequently Asked QuestionsQ: What is the prediction methodology for OSW stock?
A: OSW stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is OSW stock a buy or sell?
A: The dominant strategy among neural network is to Buy OSW Stock.
Q: Is OneSpaWorld Holdings Limited Common Shares stock a good investment?
A: The consensus rating for OneSpaWorld Holdings Limited Common Shares is Buy and assigned short-term B1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of OSW stock?
A: The consensus rating for OSW is Buy.
Q: What is the prediction period for OSW stock?
A: The prediction period for OSW is (n+16 weeks)

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