Modelling A.I. in Economics

ATY AcuityAds Holdings Inc. Common Shares

Outlook: AcuityAds Holdings Inc. Common Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 05 Jan 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

AcuityAds Holdings Inc. Common Shares prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the ATY stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. How do you know when a stock will go up or down?
  2. What statistical methods are used to analyze data?
  3. Which neural network is best for prediction?

ATY Target Price Prediction Modeling Methodology

We consider AcuityAds Holdings Inc. Common Shares Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of ATY 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(Multiple 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 (Market News Sentiment Analysis)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of ATY 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?

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

Sample Set: Neural Network
Stock/Index: ATY AcuityAds Holdings Inc. Common Shares
Time series to forecast n: 05 Jan 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) 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 AcuityAds Holdings Inc. Common Shares

  1. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.
  2. For the purpose of recognising foreign exchange gains and losses under IAS 21, a financial asset measured at fair value through other comprehensive income in accordance with paragraph 4.1.2A is treated as a monetary item. Accordingly, such a financial asset is treated as an asset measured at amortised cost in the foreign currency. Exchange differences on the amortised cost are recognised in profit or loss and other changes in the carrying amount are recognised in accordance with paragraph 5.7.10.
  3. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.
  4. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.

*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

AcuityAds Holdings Inc. Common Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. AcuityAds Holdings Inc. Common Shares prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the ATY stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

ATY AcuityAds Holdings Inc. Common Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBaa2
Balance SheetBaa2Caa2
Leverage RatiosCBa1
Cash FlowB2Ba3
Rates of Return and ProfitabilityBa1C

*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: 91 out of 100 with 596 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you know when a stock will go up or down?(STJ Stock Forecast). AC Investment Research Journal, 101(3).
  2. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
  3. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  4. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
  5. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
  6. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  7. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
Frequently Asked QuestionsQ: What is the prediction methodology for ATY stock?
A: ATY stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression
Q: Is ATY stock a buy or sell?
A: The dominant strategy among neural network is to Sell ATY Stock.
Q: Is AcuityAds Holdings Inc. Common Shares stock a good investment?
A: The consensus rating for AcuityAds Holdings Inc. Common Shares is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ATY stock?
A: The consensus rating for ATY is Sell.
Q: What is the prediction period for ATY stock?
A: The prediction period for ATY is (n+4 weeks)

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