Modelling A.I. in Economics

TMG TRIGG MINERALS LIMITED (Forecast)

Outlook: TRIGG MINERALS LIMITED assigned short-term B1 & long-term B2 forecasted stock rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 07 Dec 2022 for (n+4 weeks)
Methodology : Modular Neural Network (Emotional Trigger/Responses Analysis)

Abstract

This paper examines the theory and practice of regression techniques for prediction of stock price trend by using a transformed data set in ordinal data format. The original pretransformed data source contains data of heterogeneous data types used for handling of currency values and financial ratios. The data formats in currency values and financial ratios provide a process for computation of stock prices. The transformed data set contains only a standardized ordinal data type which provides a process to measure rankings of stock price trends.(Shah, V.H., 2007. Machine learning techniques for stock prediction. Foundations of Machine Learning| Spring, 1(1), pp.6-12.) We evaluate TRIGG MINERALS LIMITED prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Stepwise Regression1,2,3,4 and conclude that the TMG stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Wait until speculative trend diminishes TMG stock.

Key Points

  1. What is the use of Markov decision process?
  2. Prediction Modeling
  3. What is prediction in deep learning?

TMG Target Price Prediction Modeling Methodology

We consider TRIGG MINERALS LIMITED Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of TMG 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(Stepwise 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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of TMG 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?

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

Sample Set: Neural Network
Stock/Index: TMG TRIGG MINERALS LIMITED
Time series to forecast n: 07 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Wait until speculative trend diminishes TMG stock.

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 TRIGG MINERALS LIMITED

  1. 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.
  2. To calculate the change in the value of the hedged item for the purpose of measuring hedge ineffectiveness, an entity may use a derivative that would have terms that match the critical terms of the hedged item (this is commonly referred to as a 'hypothetical derivative'), and, for example for a hedge of a forecast transaction, would be calibrated using the hedged price (or rate) level. For example, if the hedge was for a two-sided risk at the current market level, the hypothetical derivative would represent a hypothetical forward contract that is calibrated to a value of nil at the time of designation of the hedging relationship. If the hedge was for example for a one-sided risk, the hypothetical derivative would represent the intrinsic value of a hypothetical option that at the time of designation of the hedging relationship is at the money if the hedged price level is the current market level, or out of the money if the hedged price level is above (or, for a hedge of a long position, below) the current market level. Using a hypothetical derivative is one possible way of calculating the change in the value of the hedged item. The hypothetical derivative replicates the hedged item and hence results in the same outcome as if that change in value was determined by a different approach. Hence, using a 'hypothetical derivative' is not a method in its own right but a mathematical expedient that can only be used to calculate the value of the hedged item. Consequently, a 'hypothetical derivative' cannot be used to include features in the value of the hedged item that only exist in the hedging instrument (but not in the hedged item). An example is debt denominated in a foreign currency (irrespective of whether it is fixed-rate or variable-rate debt). When using a hypothetical derivative to calculate the change in the value of such debt or the present value of the cumulative change in its cash flows, the hypothetical derivative cannot simply impute a charge for exchanging different currencies even though actual derivatives under which different currencies are exchanged might include such a charge (for example, cross-currency interest rate swaps).
  3. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
  4. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items

*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

TRIGG MINERALS LIMITED assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Stepwise Regression1,2,3,4 and conclude that the TMG stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Wait until speculative trend diminishes TMG stock.

Financial State Forecast for TMG TRIGG MINERALS LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 3642
Market Risk5274
Technical Analysis7230
Fundamental Analysis5170
Risk Unsystematic8553

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 598 signals.

References

  1. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  2. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you decide buy or sell a stock?(SAIC Stock Forecast). AC Investment Research Journal, 101(3).
  3. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  4. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  5. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
  6. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  7. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for TMG stock?
A: TMG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Stepwise Regression
Q: Is TMG stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes TMG Stock.
Q: Is TRIGG MINERALS LIMITED stock a good investment?
A: The consensus rating for TRIGG MINERALS LIMITED is Wait until speculative trend diminishes and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of TMG stock?
A: The consensus rating for TMG is Wait until speculative trend diminishes.
Q: What is the prediction period for TMG stock?
A: The prediction period for TMG is (n+4 weeks)

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