Modelling A.I. in Economics

SCZ:TSXV Santacruz Silver Mining Ltd.

Outlook: Santacruz Silver Mining Ltd. assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 31 Dec 2022 for (n+1 year)
Methodology : Transductive Learning (ML)

Abstract

Sentiment Analysis is new way of machine learning to extract opinion orientation (positive, negative, neutral) from a text segment written for any product, organization, person or any other entity. Sentiment Analysis can be used to predict the mood of people that have impact on stock prices, therefore it can help in prediction of actual stock movement. (Vachhani, H., Obiadat, M.S., Thakkar, A., Shah, V., Sojitra, R., Bhatia, J. and Tanwar, S., 2020. Machine learning based stock market analysis: A short survey. In International Conference on Innovative Data Communication Technologies and Application (pp. 12-26). Springer, Cham.) We evaluate Santacruz Silver Mining Ltd. prediction models with Transductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the SCZ:TSXV stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Which neural network is best for prediction?
  2. Is now good time to invest?
  3. What is statistical models in machine learning?

SCZ:TSXV Target Price Prediction Modeling Methodology

We consider Santacruz Silver Mining Ltd. Decision Process with Transductive Learning (ML) where A is the set of discrete actions of SCZ:TSXV 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 Rank-Sum 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+1 year) e x rx

n:Time series to forecast

p:Price signals of SCZ:TSXV 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?

SCZ:TSXV Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: SCZ:TSXV Santacruz Silver Mining Ltd.
Time series to forecast n: 31 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 Santacruz Silver Mining Ltd.

  1. A portfolio of financial assets that is managed and whose performance is evaluated on a fair value basis (as described in paragraph 4.2.2(b)) is neither held to collect contractual cash flows nor held both to collect contractual cash flows and to sell financial assets. The entity is primarily focused on fair value information and uses that information to assess the assets' performance and to make decisions. In addition, a portfolio of financial assets that meets the definition of held for trading is not held to collect contractual cash flows or held both to collect contractual cash flows and to sell financial assets. For such portfolios, the collection of contractual cash flows is only incidental to achieving the business model's objective. Consequently, such portfolios of financial assets must be measured at fair value through profit or loss.
  2. An alternative benchmark rate designated as a non-contractually specified risk component that is not separately identifiable (see paragraphs 6.3.7(a) and B6.3.8) at the date it is designated shall be deemed to have met that requirement at that date, if, and only if, the entity reasonably expects the alternative benchmark rate will be separately identifiable within 24 months. The 24-month period applies to each alternative benchmark rate separately and starts from the date the entity designates the alternative benchmark rate as a non-contractually specified risk component for the first time (ie the 24- month period applies on a rate-by-rate basis).
  3. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness
  4. If a put option written by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the associated liability is measured at the option exercise price plus the time value of the option. The measurement of the asset at fair value is limited to the lower of the fair value and the option exercise price because the entity has no right to increases in the fair value of the transferred asset above the exercise price of the option. This ensures that the net carrying amount of the asset and the associated liability is the fair value of the put option obligation. For example, if the fair value of the underlying asset is CU120, the option exercise price is CU100 and the time value of the option is CU5, the carrying amount of the associated liability is CU105 (CU100 + CU5) and the carrying amount of the asset is CU100 (in this case the option exercise price).

*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

Santacruz Silver Mining Ltd. assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Transductive Learning (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the SCZ:TSXV stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

SCZ:TSXV Santacruz Silver Mining Ltd. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Ba3
Balance SheetCaa2Baa2
Leverage RatiosB3Ba1
Cash FlowCaa2C
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: 83 out of 100 with 477 signals.

References

  1. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  2. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
  3. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
  4. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  5. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  6. Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]
  7. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
Frequently Asked QuestionsQ: What is the prediction methodology for SCZ:TSXV stock?
A: SCZ:TSXV stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is SCZ:TSXV stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes SCZ:TSXV Stock.
Q: Is Santacruz Silver Mining Ltd. stock a good investment?
A: The consensus rating for Santacruz Silver Mining Ltd. is Wait until speculative trend diminishes and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SCZ:TSXV stock?
A: The consensus rating for SCZ:TSXV is Wait until speculative trend diminishes.
Q: What is the prediction period for SCZ:TSXV stock?
A: The prediction period for SCZ:TSXV is (n+1 year)

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