Modelling A.I. in Economics

SLR:TSX Solitario Zinc Corp. (Forecast)

Outlook: Solitario Zinc Corp. assigned short-term B3 & long-term B2 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 08 Dec 2022 for (n+3 month)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Impact of many factors on the stock prices makes the stock prediction a difficult and highly complicated task. In this paper, machine learning techniques have been applied for the stock price prediction in order to overcome such difficulties. In the implemented work, five models have been developed and their performances are compared in predicting the stock market trends.(Leung, C.K.S., MacKinnon, R.K. and Wang, Y., 2014, July. A machine learning approach for stock price prediction. In Proceedings of the 18th International Database Engineering & Applications Symposium (pp. 274-277).) We evaluate Solitario Zinc Corp. prediction models with Modular Neural Network (CNN Layer) and Logistic Regression1,2,3,4 and conclude that the SLR:TSX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. Technical Analysis with Algorithmic Trading
  2. How can neural networks improve predictions?
  3. Should I buy stocks now or wait amid such uncertainty?

SLR:TSX Target Price Prediction Modeling Methodology

We consider Solitario Zinc Corp. Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of SLR: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(Logistic Regression)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 (CNN Layer)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SLR: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?

SLR:TSX Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: SLR:TSX Solitario Zinc Corp.
Time series to forecast n: 08 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) 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 (Yellow to Green): *Technical Analysis%

Adjusted IFRS* Prediction Methods for Solitario Zinc Corp.

  1. If an entity previously accounted for a derivative liability that is linked to, and must be settled by, delivery of an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) at cost in accordance with IAS 39, it shall measure that derivative liability at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings of the reporting period that includes the date of initial application.
  2. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.
  3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight and the restated financial statements reflect all the requirements in this Standard. 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 of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  4. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).

*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

Solitario Zinc Corp. assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Logistic Regression1,2,3,4 and conclude that the SLR:TSX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Financial State Forecast for SLR:TSX Solitario Zinc Corp. Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B2
Operational Risk 4237
Market Risk3031
Technical Analysis6768
Fundamental Analysis4386
Risk Unsystematic7249

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 731 signals.

References

  1. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  2. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
  3. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  4. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  5. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  6. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  7. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
Frequently Asked QuestionsQ: What is the prediction methodology for SLR:TSX stock?
A: SLR:TSX stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Logistic Regression
Q: Is SLR:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold SLR:TSX Stock.
Q: Is Solitario Zinc Corp. stock a good investment?
A: The consensus rating for Solitario Zinc Corp. is Hold and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of SLR:TSX stock?
A: The consensus rating for SLR:TSX is Hold.
Q: What is the prediction period for SLR:TSX stock?
A: The prediction period for SLR:TSX is (n+3 month)

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