Modelling A.I. in Economics

ACRS Aclaris Therapeutics Inc. Common Stock (Forecast)

Outlook: Aclaris Therapeutics Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 14 Jan 2023 for (n+3 month)
Methodology : Inductive Learning (ML)

Abstract

Aclaris Therapeutics Inc. Common Stock prediction model is evaluated with Inductive Learning (ML) and Sign Test1,2,3,4 and it is concluded that the ACRS 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. Stock Forecast Based On a Predictive Algorithm
  2. Nash Equilibria
  3. How do you pick a stock?

ACRS Target Price Prediction Modeling Methodology

We consider Aclaris Therapeutics Inc. Common Stock Decision Process with Inductive Learning (ML) where A is the set of discrete actions of ACRS 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(Sign 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(Inductive Learning (ML)) X S(n):→ (n+3 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of ACRS 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?

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

Sample Set: Neural Network
Stock/Index: ACRS Aclaris Therapeutics Inc. Common Stock
Time series to forecast n: 14 Jan 2023 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 Aclaris Therapeutics Inc. Common Stock

  1. Adjusting the hedge ratio by increasing the volume of the hedging instrument does not affect how the changes in the value of the hedged item are measured. The measurement of the changes in the fair value of the hedging instrument related to the previously designated volume also remains unaffected. However, from the date of rebalancing, the changes in the fair value of the hedging instrument also include the changes in the value of the additional volume of the hedging instrument. The changes are measured starting from, and by reference to, the date of rebalancing instead of the date on which the hedging relationship was designated. For example, if an entity originally hedged the price risk of a commodity using a derivative volume of 100 tonnes as the hedging instrument and added a volume of 10 tonnes on rebalancing, the hedging instrument after rebalancing would comprise a total derivative volume of 110 tonnes. The change in the fair value of the hedging instrument is the total change in the fair value of the derivatives that make up the total volume of 110 tonnes. These derivatives could (and probably would) have different critical terms, such as their forward rates, because they were entered into at different points in time (including the possibility of designating derivatives into hedging relationships after their initial recognition).
  2. Paragraph 4.1.1(a) requires an entity to classify financial assets on the basis of the entity's business model for managing the financial assets, unless paragraph 4.1.5 applies. An entity assesses whether its financial assets meet the condition in paragraph 4.1.2(a) or the condition in paragraph 4.1.2A(a) on the basis of the business model as determined by the entity's key management personnel (as defined in IAS 24 Related Party Disclosures).
  3. As with all fair value measurements, an entity's measurement method for determining the portion of the change in the liability's fair value that is attributable to changes in its credit risk must make maximum use of relevant observable inputs and minimum use of unobservable inputs.
  4. If an entity previously accounted at cost (in accordance with IAS 39), for an investment in an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) (or for a derivative asset that is linked to and must be settled by delivery of such an equity instrument) it shall measure that instrument 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 (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.

*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

Aclaris Therapeutics Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Aclaris Therapeutics Inc. Common Stock prediction model is evaluated with Inductive Learning (ML) and Sign Test1,2,3,4 and it is concluded that the ACRS 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

ACRS Aclaris Therapeutics Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Baa2
Balance SheetCaa2Ba2
Leverage RatiosBaa2C
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBa2Ba3

*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 659 signals.

References

  1. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
  2. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  3. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  4. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
  5. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  6. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  7. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
Frequently Asked QuestionsQ: What is the prediction methodology for ACRS stock?
A: ACRS stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Sign Test
Q: Is ACRS stock a buy or sell?
A: The dominant strategy among neural network is to Sell ACRS Stock.
Q: Is Aclaris Therapeutics Inc. Common Stock stock a good investment?
A: The consensus rating for Aclaris Therapeutics Inc. Common Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ACRS stock?
A: The consensus rating for ACRS is Sell.
Q: What is the prediction period for ACRS stock?
A: The prediction period for ACRS is (n+3 month)

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