Modelling A.I. in Economics

VLGEA Village Super Market Inc. Class A Common Stock (Forecast)

Outlook: Village Super Market Inc. Class A Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 26 Dec 2022 for (n+3 month)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

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.(Kohara, K., Ishikawa, T., Fukuhara, Y. and Nakamura, Y., 1997. Stock price prediction using prior knowledge and neural networks. Intelligent Systems in Accounting, Finance & Management, 6(1), pp.11-22.) We evaluate Village Super Market Inc. Class A Common Stock prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Independent T-Test1,2,3,4 and conclude that the VLGEA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. What statistical methods are used to analyze data?
  2. Stock Forecast Based On a Predictive Algorithm
  3. How accurate is machine learning in stock market?

VLGEA Target Price Prediction Modeling Methodology

We consider Village Super Market Inc. Class A Common Stock Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of VLGEA 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(Modular Neural Network (News Feed Sentiment Analysis)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of VLGEA 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?

VLGEA Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: VLGEA Village Super Market Inc. Class A Common Stock
Time series to forecast n: 26 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 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%

IFRS Reconciliation Adjustments for Village Super Market Inc. Class A Common Stock

  1. The underlying pool must contain one or more instruments that have contractual cash flows that are solely payments of principal and interest on the principal amount outstanding
  2. The definition of a derivative in this Standard includes contracts that are settled gross by delivery of the underlying item (eg a forward contract to purchase a fixed rate debt instrument). An entity may have a contract to buy or sell a non-financial item that can be settled net in cash or another financial instrument or by exchanging financial instruments (eg a contract to buy or sell a commodity at a fixed price at a future date). Such a contract is within the scope of this Standard unless it was entered into and continues to be held for the purpose of delivery of a non-financial item in accordance with the entity's expected purchase, sale or usage requirements. However, this Standard applies to such contracts for an entity's expected purchase, sale or usage requirements if the entity makes a designation in accordance with paragraph 2.5 (see paragraphs 2.4–2.7).
  3. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
  4. Rebalancing is accounted for as a continuation of the hedging relationship in accordance with paragraphs B6.5.9–B6.5.21. On rebalancing, the hedge ineffectiveness of the hedging relationship is determined and recognised immediately before adjusting the hedging relationship.

*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

Village Super Market Inc. Class A Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Independent T-Test1,2,3,4 and conclude that the VLGEA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

VLGEA Village Super Market Inc. Class A Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Ba2
Balance SheetBaa2Baa2
Leverage RatiosBaa2B1
Cash FlowCBa2
Rates of Return and ProfitabilityBaa2Baa2

*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: 78 out of 100 with 714 signals.

References

  1. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  2. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  3. Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
  4. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  5. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
Frequently Asked QuestionsQ: What is the prediction methodology for VLGEA stock?
A: VLGEA stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Independent T-Test
Q: Is VLGEA stock a buy or sell?
A: The dominant strategy among neural network is to Sell VLGEA Stock.
Q: Is Village Super Market Inc. Class A Common Stock stock a good investment?
A: The consensus rating for Village Super Market Inc. Class A Common Stock is Sell and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of VLGEA stock?
A: The consensus rating for VLGEA is Sell.
Q: What is the prediction period for VLGEA stock?
A: The prediction period for VLGEA is (n+3 month)

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