Modelling A.I. in Economics

SERA Sera Prognostics Inc. Class A Common Stock

Outlook: Sera Prognostics Inc. Class A Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 22 Dec 2022 for (n+8 weeks)
Methodology : Active Learning (ML)

Abstract

Stocks are possibly the most popular financial instrument invented for building wealth and are the centerpiece of any investment portfolio. The advances in trading technology has opened up the markets so that nowadays nearly anybody can own stocks. From last few decades, there seen explosive increase in the average person's interest for stock market. In a financially explosive market, as the stock market, it is important to have a very accurate prediction of a future trend. Because of the financial crisis and recording profits, it is compulsory to have a secure prediction of the values of the stocks. Predicting a non-linear signal requires progressive algorithms of machine learning with help of Artificial Intelligence (AI).(Vazirani, S., Sharma, A. and Sharma, P., 2020, October. Analysis of various machine learning algorithm and hybrid model for stock market prediction using python. In 2020 International Conference on Smart Technologies in Computing, Electrical and Electronics (ICSTCEE) (pp. 203-207). IEEE.) We evaluate Sera Prognostics Inc. Class A Common Stock prediction models with Active Learning (ML) and Independent T-Test1,2,3,4 and conclude that the SERA stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Why do we need predictive models?
  2. What is statistical models in machine learning?
  3. What are the most successful trading algorithms?

SERA Target Price Prediction Modeling Methodology

We consider Sera Prognostics Inc. Class A Common Stock Decision Process with Active Learning (ML) where A is the set of discrete actions of SERA 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(Active Learning (ML)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

p:Price signals of SERA 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?

SERA Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: SERA Sera Prognostics Inc. Class A Common Stock
Time series to forecast n: 22 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 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 Sera Prognostics Inc. Class A Common Stock

  1. If, at the date of initial application, it is impracticable (as defined in IAS 8) for an entity to assess a modified time value of money element in accordance with paragraphs B4.1.9B–B4.1.9D on the basis of the facts and circumstances that existed at the initial recognition of the financial asset, an entity shall assess the contractual cash flow characteristics of that financial asset on the basis of the facts and circumstances that existed at the initial recognition of the financial asset without taking into account the requirements related to the modification of the time value of money element in paragraphs B4.1.9B–B4.1.9D. (See also paragraph 42R of IFRS 7.)
  2. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  3. When designating a risk component as a hedged item, the hedge accounting requirements apply to that risk component in the same way as they apply to other hedged items that are not risk components. For example, the qualifying criteria apply, including that the hedging relationship must meet the hedge effectiveness requirements, and any hedge ineffectiveness must be measured and recognised.
  4. For floating-rate financial assets and floating-rate financial liabilities, periodic re-estimation of cash flows to reflect the movements in the market rates of interest alters the effective interest rate. If a floating-rate financial asset or a floating-rate financial liability is recognised initially at an amount equal to the principal receivable or payable on maturity, re-estimating the future interest payments normally has no significant effect on the carrying amount of the asset or the liability.

*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

Sera Prognostics Inc. Class A Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Active Learning (ML) with Independent T-Test1,2,3,4 and conclude that the SERA stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

SERA Sera Prognostics Inc. Class A Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Caa2
Balance SheetBaa2C
Leverage RatiosB3C
Cash FlowB1Caa2
Rates of Return and ProfitabilityB1Baa2

*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: 93 out of 100 with 773 signals.

References

  1. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  2. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  3. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  4. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
  5. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  6. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  7. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
Frequently Asked QuestionsQ: What is the prediction methodology for SERA stock?
A: SERA stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Independent T-Test
Q: Is SERA stock a buy or sell?
A: The dominant strategy among neural network is to Sell SERA Stock.
Q: Is Sera Prognostics Inc. Class A Common Stock stock a good investment?
A: The consensus rating for Sera Prognostics Inc. Class A Common Stock is Sell and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SERA stock?
A: The consensus rating for SERA is Sell.
Q: What is the prediction period for SERA stock?
A: The prediction period for SERA is (n+8 weeks)

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