Modelling A.I. in Economics

RBR RBR GROUP LIMITED

RBR GROUP LIMITED Research Report

Summary

The study of financial markets has been addressed in many works during the last years. Different methods have been used in order to capture the non-linear behavior which is characteristic of these complex systems. The development of profitable strategies has been associated with the predictive character of the market movement, and special attention has been devoted to forecast the trends of financial markets. We evaluate RBR GROUP LIMITED prediction models with Transductive Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the RBR 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 Hold RBR stock.

Key Points

  1. Can neural networks predict stock market?
  2. Market Outlook
  3. Trust metric by Neural Network

RBR Target Price Prediction Modeling Methodology

We consider RBR GROUP LIMITED Decision Process with Transductive Learning (ML) where A is the set of discrete actions of RBR 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(Transductive Learning (ML)) X S(n):→ (n+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of RBR 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?

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

Sample Set: Neural Network
Stock/Index: RBR RBR GROUP LIMITED
Time series to forecast n: 04 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold RBR 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 RBR GROUP LIMITED

  1. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity.
  2. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.
  3. Credit risk analysis is a multifactor and holistic analysis; whether a specific factor is relevant, and its weight compared to other factors, will depend on the type of product, characteristics of the financial instruments and the borrower as well as the geographical region. An entity shall consider reasonable and supportable information that is available without undue cost or effort and that is relevant for the particular financial instrument being assessed. However, some factors or indicators may not be identifiable on an individual financial instrument level. In such a case, the factors or indicators should be assessed for appropriate portfolios, groups of portfolios or portions of a portfolio of financial instruments to determine whether the requirement in paragraph 5.5.3 for the recognition of lifetime expected credit losses has been met.
  4. An entity that first applies these amendments at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.31–7.2.34.

*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

RBR GROUP LIMITED assigned short-term Baa2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the RBR 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 Hold RBR stock.

Financial State Forecast for RBR RBR GROUP LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2Baa2
Operational Risk 8690
Market Risk8576
Technical Analysis4757
Fundamental Analysis8890
Risk Unsystematic8476

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 534 signals.

References

  1. Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
  2. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
  3. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
  4. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
  5. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  6. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  7. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
Frequently Asked QuestionsQ: What is the prediction methodology for RBR stock?
A: RBR stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is RBR stock a buy or sell?
A: The dominant strategy among neural network is to Hold RBR Stock.
Q: Is RBR GROUP LIMITED stock a good investment?
A: The consensus rating for RBR GROUP LIMITED is Hold and assigned short-term Baa2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of RBR stock?
A: The consensus rating for RBR is Hold.
Q: What is the prediction period for RBR stock?
A: The prediction period for RBR is (n+16 weeks)

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