Modelling A.I. in Economics

JMS JUPITER MINES LIMITED.

Outlook: JUPITER MINES LIMITED. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 23 Jan 2023 for (n+1 year)
Methodology : Multi-Instance Learning (ML)

Abstract

JUPITER MINES LIMITED. prediction model is evaluated with Multi-Instance Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the JMS stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. Reaction Function
  2. How do you decide buy or sell a stock?
  3. Trust metric by Neural Network

JMS Target Price Prediction Modeling Methodology

We consider JUPITER MINES LIMITED. Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of JMS 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(Multi-Instance Learning (ML)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

p:Price signals of JMS 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?

JMS Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: JMS JUPITER MINES LIMITED.
Time series to forecast n: 23 Jan 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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 JUPITER MINES LIMITED.

  1. When an entity, consistent with its hedge documentation, frequently resets (ie discontinues and restarts) a hedging relationship because both the hedging instrument and the hedged item frequently change (ie the entity uses a dynamic process in which both the hedged items and the hedging instruments used to manage that exposure do not remain the same for long), the entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component is separately identifiable—only when it initially designates a hedged item in that hedging relationship. A hedged item that has been assessed at the time of its initial designation in the hedging relationship, whether it was at the time of the hedge inception or subsequently, is not reassessed at any subsequent redesignation in the same hedging relationship.
  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. When measuring a loss allowance for a lease receivable, the cash flows used for determining the expected credit losses should be consistent with the cash flows used in measuring the lease receivable in accordance with IFRS 16 Leases.
  4. Expected credit losses reflect an entity's own expectations of credit losses. However, when considering all reasonable and supportable information that is available without undue cost or effort in estimating expected credit losses, an entity should also consider observable market information about the credit risk of the particular financial instrument or similar financial instruments.

*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

JUPITER MINES LIMITED. is assigned short-term Ba1 & long-term Ba1 estimated rating. JUPITER MINES LIMITED. prediction model is evaluated with Multi-Instance Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the JMS stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

JMS JUPITER MINES LIMITED. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B1
Balance SheetCB1
Leverage RatiosCBaa2
Cash FlowB3C
Rates of Return and ProfitabilityBa1B2

*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 751 signals.

References

  1. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  2. 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
  3. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  4. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  5. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
  6. Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
  7. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
Frequently Asked QuestionsQ: What is the prediction methodology for JMS stock?
A: JMS stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Multiple Regression
Q: Is JMS stock a buy or sell?
A: The dominant strategy among neural network is to Buy JMS Stock.
Q: Is JUPITER MINES LIMITED. stock a good investment?
A: The consensus rating for JUPITER MINES LIMITED. is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of JMS stock?
A: The consensus rating for JMS is Buy.
Q: What is the prediction period for JMS stock?
A: The prediction period for JMS is (n+1 year)

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