Modelling A.I. in Economics

RGNX REGENXBIO Inc. Common Stock

Outlook: REGENXBIO Inc. Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 20 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

Nowadays, the stock market's prediction is a topic that attracted researchers in the world. Stock market prediction is a process that requires a comprehensive understanding of the data stock movement and analysis it accurately. Therefore, it needs intelligent methods to deal with this task to ensure that the prediction is as correct as possible, which will return profitable benefits to investors. The main goal of this article is the employment of effective machine learning techniques to build a strong model for stock market prediction.(Cao, B., Zhao, J., Lv, Z., Gu, Y., Yang, P. and Halgamuge, S.K., 2020. Multiobjective evolution of fuzzy rough neural network via distributed parallelism for stock prediction. IEEE Transactions on Fuzzy Systems, 28(5), pp.939-952.) We evaluate REGENXBIO Inc. Common Stock prediction models with Modular Neural Network (Market Direction Analysis) and Sign Test1,2,3,4 and conclude that the RGNX stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. Is now good time to invest?
  3. Market Risk

RGNX Target Price Prediction Modeling Methodology

We consider REGENXBIO Inc. Common Stock Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of RGNX 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(Sign 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 Direction Analysis)) X S(n):→ (n+16 weeks) r s rs

n:Time series to forecast

p:Price signals of RGNX 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?

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

Sample Set: Neural Network
Stock/Index: RGNX REGENXBIO Inc. Common Stock
Time series to forecast n: 20 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell

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 REGENXBIO Inc. Common Stock

  1. IFRS 7 defines credit risk as 'the risk that one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation'. The requirement in paragraph 5.7.7(a) relates to the risk that the issuer will fail to perform on that particular liability. It does not necessarily relate to the creditworthiness of the issuer. For example, if an entity issues a collateralised liability and a non-collateralised liability that are otherwise identical, the credit risk of those two liabilities will be different, even though they are issued by the same entity. The credit risk on the collateralised liability will be less than the credit risk of the non-collateralised liability. The credit risk for a collateralised liability may be close to zero.
  2. For example, when the critical terms (such as the nominal amount, maturity and underlying) of the hedging instrument and the hedged item match or are closely aligned, it might be possible for an entity to conclude on the basis of a qualitative assessment of those critical terms that the hedging instrument and the hedged item have values that will generally move in the opposite direction because of the same risk and hence that an economic relationship exists between the hedged item and the hedging instrument (see paragraphs B6.4.4–B6.4.6).
  3. 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.
  4. The expected credit losses on a loan commitment shall be discounted using the effective interest rate, or an approximation thereof, that will be applied when recognising the financial asset resulting from the loan commitment. This is because for the purpose of applying the impairment requirements, a financial asset that is recognised following a draw down on a loan commitment shall be treated as a continuation of that commitment instead of as a new financial instrument. The expected credit losses on the financial asset shall therefore be measured considering the initial credit risk of the loan commitment from the date that the entity became a party to the irrevocable commitment.

*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

REGENXBIO Inc. Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Sign Test1,2,3,4 and conclude that the RGNX stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell

RGNX REGENXBIO Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B2
Balance SheetBaa2Baa2
Leverage RatiosBa2Baa2
Cash FlowCBaa2
Rates of Return and ProfitabilityBaa2C

*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: 87 out of 100 with 831 signals.

References

  1. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  2. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  3. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  4. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  5. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  6. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  7. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for RGNX stock?
A: RGNX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Sign Test
Q: Is RGNX stock a buy or sell?
A: The dominant strategy among neural network is to Sell RGNX Stock.
Q: Is REGENXBIO Inc. Common Stock stock a good investment?
A: The consensus rating for REGENXBIO Inc. Common Stock is Sell and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of RGNX stock?
A: The consensus rating for RGNX is Sell.
Q: What is the prediction period for RGNX stock?
A: The prediction period for RGNX is (n+16 weeks)

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