Modelling A.I. in Economics

SHG SINGULAR HEALTH GROUP LTD

Outlook: SINGULAR HEALTH GROUP LTD assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 01 Jan 2023 for (n+4 weeks)
Methodology : Reinforcement Machine Learning (ML)

Abstract

Stock market prediction is a crucial and challenging task due to its nonlinear, evolutionary, complex, and dynamic nature. Research on the stock market has been an important issue for researchers in recent years. Companies invest in trading the stock market. Predicting the stock market trend accurately will minimize the risk and bring a maximum amount of profit for all the stakeholders. During the last several years, a lot of studies have been done to predict stock market trends using Traditional, Machine learning and deep learning techniques. (Mehtab, S. and Sen, J., 2019. A robust predictive model for stock price prediction using deep learning and natural language processing. arXiv preprint arXiv:1912.07700.) We evaluate SINGULAR HEALTH GROUP LTD prediction models with Reinforcement Machine Learning (ML) and Multiple Regression1,2,3,4 and conclude that the SHG stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What are main components of Markov decision process?
  2. Can neural networks predict stock market?
  3. Reaction Function

SHG Target Price Prediction Modeling Methodology

We consider SINGULAR HEALTH GROUP LTD Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of SHG 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(Reinforcement Machine Learning (ML)) X S(n):→ (n+4 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of SHG 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?

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

Sample Set: Neural Network
Stock/Index: SHG SINGULAR HEALTH GROUP LTD
Time series to forecast n: 01 Jan 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

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 SINGULAR HEALTH GROUP LTD

  1. When rebalancing a hedging relationship, an entity shall update its analysis of the sources of hedge ineffectiveness that are expected to affect the hedging relationship during its (remaining) term (see paragraph B6.4.2). The documentation of the hedging relationship shall be updated accordingly.
  2. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.
  3. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).
  4. An entity shall apply this Standard retrospectively, in accordance with IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors, except as specified in paragraphs 7.2.4–7.2.26 and 7.2.28. This Standard shall not be applied to items that have already been derecognised at the date of initial application.

*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

SINGULAR HEALTH GROUP LTD assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Multiple Regression1,2,3,4 and conclude that the SHG stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

SHG SINGULAR HEALTH GROUP LTD Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Baa2
Balance SheetB3Baa2
Leverage RatiosCaa2C
Cash FlowB2B2
Rates of Return and ProfitabilityB3B2

*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: 89 out of 100 with 794 signals.

References

  1. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  2. D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
  3. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  4. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  5. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
  6. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  7. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
Frequently Asked QuestionsQ: What is the prediction methodology for SHG stock?
A: SHG stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Multiple Regression
Q: Is SHG stock a buy or sell?
A: The dominant strategy among neural network is to Hold SHG Stock.
Q: Is SINGULAR HEALTH GROUP LTD stock a good investment?
A: The consensus rating for SINGULAR HEALTH GROUP LTD is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SHG stock?
A: The consensus rating for SHG is Hold.
Q: What is the prediction period for SHG stock?
A: The prediction period for SHG is (n+4 weeks)

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