Modelling A.I. in Economics

TIOAW Tio Tech A Warrants

Outlook: Tio Tech A Warrants assigned short-term B3 & long-term B2 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 15 Dec 2022 for (n+6 month)
Methodology : Modular Neural Network (CNN Layer)

Abstract

The nature of stock market movement has always been ambiguous for investors because of various influential factors. This study aims to significantly reduce the risk of trend prediction with machine learning and deep learning algorithms.(De Faria, E.L., Albuquerque, M.P., Gonzalez, J.L., Cavalcante, J.T.P. and Albuquerque, M.P., 2009. Predicting the Brazilian stock market through neural networks and adaptive exponential smoothing methods. Expert Systems with Applications, 36(10), pp.12506-12509.) We evaluate Tio Tech A Warrants prediction models with Modular Neural Network (CNN Layer) and Beta1,2,3,4 and conclude that the TIOAW stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is a prediction confidence?
  2. Can we predict stock market using machine learning?
  3. Investment Risk

TIOAW Target Price Prediction Modeling Methodology

We consider Tio Tech A Warrants Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of TIOAW 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(Modular Neural Network (CNN Layer)) X S(n):→ (n+6 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of TIOAW 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?

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

Sample Set: Neural Network
Stock/Index: TIOAW Tio Tech A Warrants
Time series to forecast n: 15 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) 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 Tio Tech A Warrants

  1. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.
  2. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity.
  3. If there are changes in circumstances that affect hedge effectiveness, an entity may have to change the method for assessing whether a hedging relationship meets the hedge effectiveness requirements in order to ensure that the relevant characteristics of the hedging relationship, including the sources of hedge ineffectiveness, are still captured.
  4. In some circumstances an entity does not have reasonable and supportable information that is available without undue cost or effort to measure lifetime expected credit losses on an individual instrument basis. In that case, lifetime expected credit losses shall be recognised on a collective basis that considers comprehensive credit risk information. This comprehensive credit risk information must incorporate not only past due information but also all relevant credit information, including forward-looking macroeconomic information, in order to approximate the result of recognising lifetime expected credit losses when there has been a significant increase in credit risk since initial recognition on an individual instrument 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

Tio Tech A Warrants assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Beta1,2,3,4 and conclude that the TIOAW stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Financial State Forecast for TIOAW Tio Tech A Warrants Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B2
Operational Risk 3430
Market Risk5337
Technical Analysis3246
Fundamental Analysis6872
Risk Unsystematic6582

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 486 signals.

References

  1. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  2. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  3. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  4. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
  5. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  6. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  7. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
Frequently Asked QuestionsQ: What is the prediction methodology for TIOAW stock?
A: TIOAW stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Beta
Q: Is TIOAW stock a buy or sell?
A: The dominant strategy among neural network is to Sell TIOAW Stock.
Q: Is Tio Tech A Warrants stock a good investment?
A: The consensus rating for Tio Tech A Warrants is Sell and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of TIOAW stock?
A: The consensus rating for TIOAW is Sell.
Q: What is the prediction period for TIOAW stock?
A: The prediction period for TIOAW is (n+6 month)

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