Modelling A.I. in Economics

SCUN STEMCELL UNITED LIMITED

Outlook: STEMCELL UNITED LIMITED assigned short-term B1 & long-term Ba2 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 07 Dec 2022 for (n+6 month)
Methodology : Statistical Inference (ML)

Abstract

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future.(Kohara, K., Ishikawa, T., Fukuhara, Y. and Nakamura, Y., 1997. Stock price prediction using prior knowledge and neural networks. Intelligent Systems in Accounting, Finance & Management, 6(1), pp.11-22.) We evaluate STEMCELL UNITED LIMITED prediction models with Statistical Inference (ML) and Independent T-Test1,2,3,4 and conclude that the SCUN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell SCUN stock.

AC Investment Research

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. What are the most successful trading algorithms?
  3. Buy, Sell and Hold Signals

SCUN Target Price Prediction Modeling Methodology

We consider STEMCELL UNITED LIMITED Decision Process with Statistical Inference (ML) where A is the set of discrete actions of SCUN 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(Independent 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(Statistical Inference (ML)) X S(n):→ (n+6 month) i = 1 n a i

n:Time series to forecast

p:Price signals of SCUN 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?

SCUN Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: SCUN STEMCELL UNITED LIMITED
Time series to forecast n: 07 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell SCUN 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 STEMCELL UNITED LIMITED

  1. An entity's risk management is the main source of information to perform the assessment of whether a hedging relationship meets the hedge effectiveness requirements. This means that the management information (or analysis) used for decision-making purposes can be used as a basis for assessing whether a hedging relationship meets the hedge effectiveness requirements.
  2. Despite the requirement in paragraph 7.2.1, an entity that adopts the classification and measurement requirements of this Standard (which include the requirements related to amortised cost measurement for financial assets and impairment in Sections 5.4 and 5.5) shall provide the disclosures set out in paragraphs 42L–42O of IFRS 7 but need not restate prior periods. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application. However, if an entity restates prior periods, the restated financial statements must reflect all of the requirements in this Standard. If an entity's chosen approach to applying IFRS 9 results in more than one date of initial application for different requirements, this paragraph applies at each date of initial application (see paragraph 7.2.2). This would be the case, for example, if an entity elects to early apply only the requirements for the presentation of gains and losses on financial liabilities designated as at fair value through profit or loss in accordance with paragraph 7.1.2 before applying the other requirements in this Standard.
  3. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  4. If an entity has applied paragraph 7.2.6 then at the date of initial application the entity shall recognise any difference between the fair value of the entire hybrid contract at the date of initial application and the sum of the fair values of the components of the hybrid contract at the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.

*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

STEMCELL UNITED LIMITED assigned short-term B1 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Independent T-Test1,2,3,4 and conclude that the SCUN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell SCUN stock.

Financial State Forecast for SCUN STEMCELL UNITED LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Operational Risk 5976
Market Risk6859
Technical Analysis7765
Fundamental Analysis6687
Risk Unsystematic3757

Prediction Confidence Score

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

References

  1. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  2. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  3. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
  4. 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.
  5. Imai K, Ratkovic M. 2013. Estimating treatment effect heterogeneity in randomized program evaluation. Ann. Appl. Stat. 7:443–70
  6. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
  7. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
Frequently Asked QuestionsQ: What is the prediction methodology for SCUN stock?
A: SCUN stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Independent T-Test
Q: Is SCUN stock a buy or sell?
A: The dominant strategy among neural network is to Sell SCUN Stock.
Q: Is STEMCELL UNITED LIMITED stock a good investment?
A: The consensus rating for STEMCELL UNITED LIMITED is Sell and assigned short-term B1 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of SCUN stock?
A: The consensus rating for SCUN is Sell.
Q: What is the prediction period for SCUN stock?
A: The prediction period for SCUN is (n+6 month)

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