Modelling A.I. in Economics

SAIC SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock

Outlook: SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 31 Jan 2023 for (n+16 weeks)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Independent T-Test1,2,3,4 and it is concluded that the SAIC stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Trust metric by Neural Network
  2. What are the most successful trading algorithms?
  3. Investment Risk

SAIC Target Price Prediction Modeling Methodology

We consider SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of SAIC 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 Volatility Analysis)) X S(n):→ (n+16 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of SAIC 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?

SAIC Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: SAIC SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock
Time series to forecast n: 31 Jan 2023 for (n+16 weeks)

According to price forecasts for (n+16 weeks) 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 SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock

  1. If a put option obligation written by an entity or call option right held by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at amortised cost, the associated liability is measured at its cost (ie the consideration received) adjusted for the amortisation of any difference between that cost and the gross carrying amount of the transferred asset at the expiration date of the option. For example, assume that the gross carrying amount of the asset on the date of the transfer is CU98 and that the consideration received is CU95. The gross carrying amount of the asset on the option exercise date will be CU100. The initial carrying amount of the associated liability is CU95 and the difference between CU95 and CU100 is recognised in profit or loss using the effective interest method. If the option is exercised, any difference between the carrying amount of the associated liability and the exercise price is recognised in profit or loss.
  2. Adjusting the hedge ratio by decreasing the volume of the hedging instrument does not affect how the changes in the value of the hedged item are measured. The measurement of the changes in the fair value of the hedging instrument related to the volume that continues to be designated also remains unaffected. However, from the date of rebalancing, the volume by which the hedging instrument was decreased is no longer part of the hedging relationship. For example, if an entity originally hedged the price risk of a commodity using a derivative volume of 100 tonnes as the hedging instrument and reduces that volume by 10 tonnes on rebalancing, a nominal amount of 90 tonnes of the hedging instrument volume would remain (see paragraph B6.5.16 for the consequences for the derivative volume (ie the 10 tonnes) that is no longer a part of the hedging relationship).
  3. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.
  4. Adjusting the hedge ratio by decreasing the volume of the hedging instrument does not affect how the changes in the value of the hedged item are measured. The measurement of the changes in the fair value of the hedging instrument related to the volume that continues to be designated also remains unaffected. However, from the date of rebalancing, the volume by which the hedging instrument was decreased is no longer part of the hedging relationship. For example, if an entity originally hedged the price risk of a commodity using a derivative volume of 100 tonnes as the hedging instrument and reduces that volume by 10 tonnes on rebalancing, a nominal amount of 90 tonnes of the hedging instrument volume would remain (see paragraph B6.5.16 for the consequences for the derivative volume (ie the 10 tonnes) that is no longer a part of the hedging relationship).

*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

SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Independent T-Test1,2,3,4 and it is concluded that the SAIC stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

SAIC SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Baa2
Balance SheetB3Baa2
Leverage RatiosBaa2Baa2
Cash FlowBa1Caa2
Rates of Return and ProfitabilityBaa2Baa2

*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 535 signals.

References

  1. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
  2. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  3. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  4. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
  5. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  6. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  7. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
Frequently Asked QuestionsQ: What is the prediction methodology for SAIC stock?
A: SAIC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Independent T-Test
Q: Is SAIC stock a buy or sell?
A: The dominant strategy among neural network is to Buy SAIC Stock.
Q: Is SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock stock a good investment?
A: The consensus rating for SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SAIC stock?
A: The consensus rating for SAIC is Buy.
Q: What is the prediction period for SAIC stock?
A: The prediction period for SAIC is (n+16 weeks)

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