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 : Wait until speculative trend diminishes
Time series to forecast n: 27 Feb 2023 for (n+6 month)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

AcuityAds Holdings Inc. Common Shares prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Paired T-Test1,2,3,4 and it is concluded that the ATY stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Is Target price a good indicator?
  2. How do you know when a stock will go up or down?
  3. How do you decide buy or sell a stock?

ATY Target Price Prediction Modeling Methodology

We consider AcuityAds Holdings Inc. Common Shares Decision Process with Modular Neural Network (Market Volatility 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(Paired 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+6 month) i = 1 n r i

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+6 month)

Sample Set: Neural Network
Stock/Index: ATY AcuityAds Holdings Inc. Common Shares
Time series to forecast n: 27 Feb 2023 for (n+6 month)

According to price forecasts for (n+6 month) 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 AcuityAds Holdings Inc. Common Shares

  1. For the purposes of applying the requirement in paragraph 5.7.7(a), credit risk is different from asset-specific performance risk. Asset-specific performance risk is not related to the risk that an entity will fail to discharge a particular obligation but instead it is related to the risk that a single asset or a group of assets will perform poorly (or not at all).
  2. When an entity designates a financial liability as at fair value through profit or loss, it must determine whether presenting in other comprehensive income the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in profit or loss. An accounting mismatch would be created or enlarged if presenting the effects of changes in the liability's credit risk in other comprehensive income would result in a greater mismatch in profit or loss than if those amounts were presented in profit or loss
  3. 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.
  4. If an entity measures a hybrid contract at fair value in accordance with paragraphs 4.1.2A, 4.1.4 or 4.1.5 but the fair value of the hybrid contract had not been measured in comparative reporting periods, the fair value of the hybrid contract in the comparative reporting periods shall be the sum of the fair values of the components (ie the non-derivative host and the embedded derivative) at the end of each comparative reporting period if the entity restates prior periods (see paragraph 7.2.15).

*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 Volatility Analysis) and Paired T-Test1,2,3,4 and it is concluded that the ATY stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

ATY AcuityAds Holdings Inc. Common Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB1Caa2
Balance SheetB1Ba3
Leverage RatiosCaa2Caa2
Cash FlowBa3C
Rates of Return and ProfitabilityB3Ba3

*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 676 signals.

References

  1. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  2. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  3. N. B ̈auerle and J. Ott. Markov decision processes with average-value-at-risk criteria. Mathematical Methods of Operations Research, 74(3):361–379, 2011
  4. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  5. 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.
  6. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  7. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
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 Volatility Analysis) and Paired T-Test
Q: Is ATY stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes ATY Stock.
Q: Is AcuityAds Holdings Inc. Common Shares stock a good investment?
A: The consensus rating for AcuityAds Holdings Inc. Common Shares is Wait until speculative trend diminishes 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 Wait until speculative trend diminishes.
Q: What is the prediction period for ATY stock?
A: The prediction period for ATY is (n+6 month)

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