Modelling A.I. in Economics

SMHI SEACOR Marine Holdings Inc. Common Stock (Forecast)

Outlook: SEACOR Marine Holdings Inc. Common Stock assigned short-term Baa2 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 12 Dec 2022 for (n+4 weeks)
Methodology : Transductive Learning (ML)

Abstract

In recent years there has been a significant growth of interest in the incorporation of historical series of variables related to stock prediction into mathematical models or computational algorithms in order to generate predictions or indications about expected price movements.(Shen, S., Jiang, H. and Zhang, T., 2012. Stock market forecasting using machine learning algorithms. Department of Electrical Engineering, Stanford University, Stanford, CA, pp.1-5.) We evaluate SEACOR Marine Holdings Inc. Common Stock prediction models with Transductive Learning (ML) and Beta1,2,3,4 and conclude that the SMHI stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Technical Analysis with Algorithmic Trading
  2. How do you know when a stock will go up or down?
  3. Nash Equilibria

SMHI Target Price Prediction Modeling Methodology

We consider SEACOR Marine Holdings Inc. Common Stock Decision Process with Transductive Learning (ML) where A is the set of discrete actions of SMHI 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(Beta)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+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SMHI 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?

SMHI Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: SMHI SEACOR Marine Holdings Inc. Common Stock
Time series to forecast n: 12 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 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%

Adjusted IFRS* Prediction Methods for SEACOR Marine Holdings Inc. Common Stock

  1. If there is a hedging relationship between a non-derivative monetary asset and a non-derivative monetary liability, changes in the foreign currency component of those financial instruments are presented in profit or loss.
  2. An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
  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. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.

*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

SEACOR Marine Holdings Inc. Common Stock assigned short-term Baa2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Beta1,2,3,4 and conclude that the SMHI stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Financial State Forecast for SMHI SEACOR Marine Holdings Inc. Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba3
Operational Risk 7460
Market Risk6377
Technical Analysis8534
Fundamental Analysis7571
Risk Unsystematic7078

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 552 signals.

References

  1. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
  2. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  3. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  4. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  5. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  6. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  7. 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.
Frequently Asked QuestionsQ: What is the prediction methodology for SMHI stock?
A: SMHI stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Beta
Q: Is SMHI stock a buy or sell?
A: The dominant strategy among neural network is to Sell SMHI Stock.
Q: Is SEACOR Marine Holdings Inc. Common Stock stock a good investment?
A: The consensus rating for SEACOR Marine Holdings Inc. Common Stock is Sell and assigned short-term Baa2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of SMHI stock?
A: The consensus rating for SMHI is Sell.
Q: What is the prediction period for SMHI stock?
A: The prediction period for SMHI is (n+4 weeks)

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