Modelling A.I. in Economics

RTG:TSX RTG Mining Inc. (Forecast)

Outlook: RTG Mining Inc. assigned short-term Caa2 & long-term B1 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 14 Dec 2022 for (n+1 year)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Prediction of stock market is a long-time attractive topic to researchers from different fields. In particular, numerous studies have been conducted to predict the movement of stock market using machine learning algorithms such as support vector machine (SVM) and reinforcement learning. In this project, we propose a new prediction algorithm that exploits the temporal correlation among global stock markets and various financial products to predict the next-day stock trend.(Jiang, M., Jia, L., Chen, Z. and Chen, W., 2020. The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm. Annals of Operations Research, pp.1-33.) We evaluate RTG Mining Inc. prediction models with Modular Neural Network (DNN Layer) and Paired T-Test1,2,3,4 and conclude that the RTG:TSX stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Key Points

  1. How do you decide buy or sell a stock?
  2. What is the best way to predict stock prices?
  3. Can we predict stock market using machine learning?

RTG:TSX Target Price Prediction Modeling Methodology

We consider RTG Mining Inc. Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of RTG:TSX 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(Paired T-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 (DNN Layer)) X S(n):→ (n+1 year) r s rs

n:Time series to forecast

p:Price signals of RTG:TSX 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?

RTG:TSX Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: RTG:TSX RTG Mining Inc.
Time series to forecast n: 14 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) 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 (Grey to Black): *Technical Analysis%

Adjusted IFRS* Prediction Methods for RTG Mining Inc.

  1. 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
  2. Interest Rate Benchmark Reform—Phase 2, which amended IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16, issued in August 2020, added paragraphs 5.4.5–5.4.9, 6.8.13, Section 6.9 and paragraphs 7.2.43–7.2.46. An entity shall apply these amendments for annual periods beginning on or after 1 January 2021. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
  3. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.
  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

RTG Mining Inc. assigned short-term Caa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Paired T-Test1,2,3,4 and conclude that the RTG:TSX stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Financial State Forecast for RTG:TSX RTG Mining Inc. Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2B1
Operational Risk 4668
Market Risk4147
Technical Analysis6164
Fundamental Analysis3467
Risk Unsystematic4532

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 602 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Trading Signals (WTS Stock Forecast). AC Investment Research Journal, 101(3).
  2. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  3. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  4. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  5. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  6. 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.
  7. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
Frequently Asked QuestionsQ: What is the prediction methodology for RTG:TSX stock?
A: RTG:TSX stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Paired T-Test
Q: Is RTG:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold RTG:TSX Stock.
Q: Is RTG Mining Inc. stock a good investment?
A: The consensus rating for RTG Mining Inc. is Hold and assigned short-term Caa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of RTG:TSX stock?
A: The consensus rating for RTG:TSX is Hold.
Q: What is the prediction period for RTG:TSX stock?
A: The prediction period for RTG:TSX is (n+1 year)

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