Modelling A.I. in Economics

OXUS Oxus Acquisition Corp. Class A Ordinary Shares

Oxus Acquisition Corp. Class A Ordinary Shares Research Report

Summary

The aim of this study is to evaluate the effectiveness of using external indicators, such as commodity prices and currency exchange rates, in predicting movements. The performance of each technique is evaluated using different domain specific metrics. A comprehensive evaluation procedure is described, involving the use of trading simulations to assess the practical value of predictive models, and comparison with simple benchmarks that respond to underlying market growth. We evaluate Oxus Acquisition Corp. Class A Ordinary Shares prediction models with Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression1,2,3,4 and conclude that the OXUS stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell OXUS stock.

Key Points

  1. Market Outlook
  2. What statistical methods are used to analyze data?
  3. Decision Making

OXUS Target Price Prediction Modeling Methodology

We consider Oxus Acquisition Corp. Class A Ordinary Shares Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of OXUS 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(ElasticNet 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 (Speculative Sentiment Analysis)) X S(n):→ (n+8 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of OXUS 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?

OXUS Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: OXUS Oxus Acquisition Corp. Class A Ordinary Shares
Time series to forecast n: 02 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell OXUS 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 Oxus Acquisition Corp. Class A Ordinary Shares

  1. 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.
  2. When an entity, consistent with its hedge documentation, frequently resets (ie discontinues and restarts) a hedging relationship because both the hedging instrument and the hedged item frequently change (ie the entity uses a dynamic process in which both the hedged items and the hedging instruments used to manage that exposure do not remain the same for long), the entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component is separately identifiable—only when it initially designates a hedged item in that hedging relationship. A hedged item that has been assessed at the time of its initial designation in the hedging relationship, whether it was at the time of the hedge inception or subsequently, is not reassessed at any subsequent redesignation in the same hedging relationship.
  3. The purpose of estimating expected credit losses is neither to estimate a worstcase scenario nor to estimate the best-case scenario. Instead, an estimate of expected credit losses shall always reflect the possibility that a credit loss occurs and the possibility that no credit loss occurs even if the most likely outcome is no credit loss.
  4. When measuring hedge ineffectiveness, an entity shall consider the time value of money. Consequently, the entity determines the value of the hedged item on a present value basis and therefore the change in the value of the hedged item also includes the effect of the time value of money.

*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

Oxus Acquisition Corp. Class A Ordinary Shares assigned short-term Ba2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with ElasticNet Regression1,2,3,4 and conclude that the OXUS stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell OXUS stock.

Financial State Forecast for OXUS Oxus Acquisition Corp. Class A Ordinary Shares Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2Ba3
Operational Risk 3077
Market Risk7544
Technical Analysis7986
Fundamental Analysis6932
Risk Unsystematic8878

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 797 signals.

References

  1. S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
  2. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  3. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  4. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
  5. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  6. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  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 OXUS stock?
A: OXUS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression
Q: Is OXUS stock a buy or sell?
A: The dominant strategy among neural network is to Sell OXUS Stock.
Q: Is Oxus Acquisition Corp. Class A Ordinary Shares stock a good investment?
A: The consensus rating for Oxus Acquisition Corp. Class A Ordinary Shares is Sell and assigned short-term Ba2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of OXUS stock?
A: The consensus rating for OXUS is Sell.
Q: What is the prediction period for OXUS stock?
A: The prediction period for OXUS is (n+8 weeks)

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.