Modelling A.I. in Economics

AMX AEROMETREX LIMITED (Forecast)

Outlook: AEROMETREX LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 12 Jan 2023 for (n+3 month)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

AEROMETREX LIMITED prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Spearman Correlation1,2,3,4 and it is concluded that the AMX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. How do you decide buy or sell a stock?
  2. Nash Equilibria
  3. Trading Signals

AMX Target Price Prediction Modeling Methodology

We consider AEROMETREX LIMITED Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of AMX 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(Spearman Correlation)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 (Market Direction Analysis)) X S(n):→ (n+3 month) i = 1 n s i

n:Time series to forecast

p:Price signals of AMX 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?

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

Sample Set: Neural Network
Stock/Index: AMX AEROMETREX LIMITED
Time series to forecast n: 12 Jan 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 AEROMETREX LIMITED

  1. One of the defining characteristics of a derivative is that it has an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors. An option contract meets that definition because the premium is less than the investment that would be required to obtain the underlying financial instrument to which the option is linked. A currency swap that requires an initial exchange of different currencies of equal fair values meets the definition because it has a zero initial net investment.
  2. If such a mismatch would be created or enlarged, the entity is required to present all changes in fair value (including the effects of changes in the credit risk of the liability) in profit or loss. If such a mismatch would not be created or enlarged, the entity is required to present the effects of changes in the liability's credit risk in other comprehensive income.
  3. For the purposes of the transition provisions in paragraphs 7.2.1, 7.2.3–7.2.28 and 7.3.2, the date of initial application is the date when an entity first applies those requirements of this Standard and must be the beginning of a reporting period after the issue of this Standard. Depending on the entity's chosen approach to applying IFRS 9, the transition can involve one or more than one date of initial application for different requirements.
  4. IFRS 7 defines credit risk as 'the risk that one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation'. The requirement in paragraph 5.7.7(a) relates to the risk that the issuer will fail to perform on that particular liability. It does not necessarily relate to the creditworthiness of the issuer. For example, if an entity issues a collateralised liability and a non-collateralised liability that are otherwise identical, the credit risk of those two liabilities will be different, even though they are issued by the same entity. The credit risk on the collateralised liability will be less than the credit risk of the non-collateralised liability. The credit risk for a collateralised liability may be close to zero.

*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

AEROMETREX LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. AEROMETREX LIMITED prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Spearman Correlation1,2,3,4 and it is concluded that the AMX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

AMX AEROMETREX LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetB2Baa2
Leverage RatiosCCaa2
Cash FlowBa3Ba3
Rates of Return and ProfitabilityB1Baa2

*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: 80 out of 100 with 566 signals.

References

  1. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  2. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  3. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  4. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  5. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  6. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  7. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
Frequently Asked QuestionsQ: What is the prediction methodology for AMX stock?
A: AMX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Spearman Correlation
Q: Is AMX stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes AMX Stock.
Q: Is AEROMETREX LIMITED stock a good investment?
A: The consensus rating for AEROMETREX LIMITED is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AMX stock?
A: The consensus rating for AMX is Wait until speculative trend diminishes.
Q: What is the prediction period for AMX stock?
A: The prediction period for AMX is (n+3 month)

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