Modelling A.I. in Economics

MRG MURRAY RIVER ORGANICS GROUP LIMITED

Outlook: MURRAY RIVER ORGANICS GROUP LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 15 Jan 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

MURRAY RIVER ORGANICS GROUP LIMITED prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Independent T-Test1,2,3,4 and it is concluded that the MRG stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Market Risk
  2. Is it better to buy and sell or hold?
  3. What is neural prediction?

MRG Target Price Prediction Modeling Methodology

We consider MURRAY RIVER ORGANICS GROUP LIMITED Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of MRG 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(Independent T-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(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

p:Price signals of MRG 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?

MRG Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: MRG MURRAY RIVER ORGANICS GROUP LIMITED
Time series to forecast n: 15 Jan 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) 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 MURRAY RIVER ORGANICS GROUP LIMITED

  1. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  2. An entity applies IAS 21 to financial assets and financial liabilities that are monetary items in accordance with IAS 21 and denominated in a foreign currency. IAS 21 requires any foreign exchange gains and losses on monetary assets and monetary liabilities to be recognised in profit or loss. An exception is a monetary item that is designated as a hedging instrument in a cash flow hedge (see paragraph 6.5.11), a hedge of a net investment (see paragraph 6.5.13) or a fair value hedge of an equity instrument for which an entity has elected to present changes in fair value in other comprehensive income in accordance with paragraph 5.7.5 (see paragraph 6.5.8).
  3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  4. For example, when the critical terms (such as the nominal amount, maturity and underlying) of the hedging instrument and the hedged item match or are closely aligned, it might be possible for an entity to conclude on the basis of a qualitative assessment of those critical terms that the hedging instrument and the hedged item have values that will generally move in the opposite direction because of the same risk and hence that an economic relationship exists between the hedged item and the hedging instrument (see paragraphs B6.4.4–B6.4.6).

*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

MURRAY RIVER ORGANICS GROUP LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. MURRAY RIVER ORGANICS GROUP LIMITED prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Independent T-Test1,2,3,4 and it is concluded that the MRG stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

MRG MURRAY RIVER ORGANICS GROUP LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3B2
Balance SheetBaa2Caa2
Leverage RatiosCB3
Cash FlowBa2Ba3
Rates of Return and ProfitabilityBaa2Caa2

*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 452 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. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., MO Stock Price Prediction. AC Investment Research Journal, 101(3).
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  6. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  7. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
Frequently Asked QuestionsQ: What is the prediction methodology for MRG stock?
A: MRG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Independent T-Test
Q: Is MRG stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes MRG Stock.
Q: Is MURRAY RIVER ORGANICS GROUP LIMITED stock a good investment?
A: The consensus rating for MURRAY RIVER ORGANICS GROUP 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 MRG stock?
A: The consensus rating for MRG is Wait until speculative trend diminishes.
Q: What is the prediction period for MRG stock?
A: The prediction period for MRG is (n+8 weeks)

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