Modelling A.I. in Economics

ACST:TSXV Acasti Pharma Inc.

Outlook: Acasti Pharma Inc. assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 03 Jan 2023 for (n+3 month)
Methodology : Transductive Learning (ML)

Abstract

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. (Di Persio, L. and Honchar, O., 2016. Artificial neural networks architectures for stock price prediction: Comparisons and applications. International journal of circuits, systems and signal processing, 10(2016), pp.403-413.) We evaluate Acasti Pharma Inc. prediction models with Transductive Learning (ML) and Stepwise Regression1,2,3,4 and conclude that the ACST:TSXV 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. Dominated Move
  2. Which neural network is best for prediction?
  3. Dominated Move

ACST:TSXV Target Price Prediction Modeling Methodology

We consider Acasti Pharma Inc. Decision Process with Transductive Learning (ML) where A is the set of discrete actions of ACST:TSXV 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(Transductive Learning (ML)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of ACST:TSXV 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?

ACST:TSXV Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: ACST:TSXV Acasti Pharma Inc.
Time series to forecast n: 03 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 Acasti Pharma Inc.

  1. Unless paragraph 6.8.8 applies, for a hedge of a non-contractually specified benchmark component of interest rate risk, an entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component shall be separately identifiable—only at the inception of the hedging relationship.
  2. For the purpose of applying the requirements in paragraphs 6.4.1(c)(i) and B6.4.4–B6.4.6, an entity shall assume that the interest rate benchmark on which the hedged cash flows and/or the hedged risk (contractually or noncontractually specified) are based, or the interest rate benchmark on which the cash flows of the hedging instrument are based, is not altered as a result of interest rate benchmark reform.
  3. Fluctuation around a constant hedge ratio (and hence the related hedge ineffectiveness) cannot be reduced by adjusting the hedge ratio in response to each particular outcome. Hence, in such circumstances, the change in the extent of offset is a matter of measuring and recognising hedge ineffectiveness but does not require rebalancing.
  4. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.

*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

Acasti Pharma Inc. assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Transductive Learning (ML) with Stepwise Regression1,2,3,4 and conclude that the ACST:TSXV 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

ACST:TSXV Acasti Pharma Inc. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2B2
Balance SheetBaa2Caa2
Leverage RatiosCaa2Caa2
Cash FlowCCaa2
Rates of Return and ProfitabilityB2B1

*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: 74 out of 100 with 684 signals.

References

  1. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  2. S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., GXO Options & Futures Prediction. AC Investment Research Journal, 101(3).
  4. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  5. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  6. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  7. Harris ZS. 1954. Distributional structure. Word 10:146–62
Frequently Asked QuestionsQ: What is the prediction methodology for ACST:TSXV stock?
A: ACST:TSXV stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Stepwise Regression
Q: Is ACST:TSXV stock a buy or sell?
A: The dominant strategy among neural network is to Sell ACST:TSXV Stock.
Q: Is Acasti Pharma Inc. stock a good investment?
A: The consensus rating for Acasti Pharma Inc. is Sell and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ACST:TSXV stock?
A: The consensus rating for ACST:TSXV is Sell.
Q: What is the prediction period for ACST:TSXV stock?
A: The prediction period for ACST:TSXV is (n+3 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.