AUY Yamana Gold Inc. Ordinary Shares (Canada)

Outlook: Yamana Gold Inc. Ordinary Shares (Canada) is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 03 Feb 2023 for (n+16 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Yamana Gold Inc. Ordinary Shares (Canada) prediction model is evaluated with Modular Neural Network (CNN Layer) and Multiple Regression^1,2,3,4 and it is concluded that the AUY stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

1. Can neural networks predict stock market?
2. Nash Equilibria
3. Can we predict stock market using machine learning?

AUY Target Price Prediction Modeling Methodology

We consider Yamana Gold Inc. Ordinary Shares (Canada) Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of AUY 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (CNN Layer)) X S(n):→ (n+16 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of AUY 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?

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

Sample Set: Neural Network
Stock/Index: AUY Yamana Gold Inc. Ordinary Shares (Canada)
Time series to forecast n: 03 Feb 2023 for (n+16 weeks)

According to price forecasts for (n+16 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 Yamana Gold Inc. Ordinary Shares (Canada)

1. The credit risk on a financial instrument is considered low for the purposes of paragraph 5.5.10, if the financial instrument has a low risk of default, the borrower has a strong capacity to meet its contractual cash flow obligations in the near term and adverse changes in economic and business conditions in the longer term may, but will not necessarily, reduce the ability of the borrower to fulfil its contractual cash flow obligations. Financial instruments are not considered to have low credit risk when they are regarded as having a low risk of loss simply because of the value of collateral and the financial instrument without that collateral would not be considered low credit risk. Financial instruments are also not considered to have low credit risk simply because they have a lower risk of default than the entity's other financial instruments or relative to the credit risk of the jurisdiction within which an entity operates.
2. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
3. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).
4. Alternatively, the entity may base the assessment on both types of information, ie qualitative factors that are not captured through the internal ratings process and a specific internal rating category at the reporting date, taking into consideration the credit risk characteristics at initial recognition, if both types of information are relevant.

*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

Yamana Gold Inc. Ordinary Shares (Canada) is assigned short-term Ba1 & long-term Ba1 estimated rating. Yamana Gold Inc. Ordinary Shares (Canada) prediction model is evaluated with Modular Neural Network (CNN Layer) and Multiple Regression^1,2,3,4 and it is concluded that the AUY stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

AUY Yamana Gold Inc. Ordinary Shares (Canada) Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	B3	Baa2
Balance Sheet	Ba3	Baa2
Leverage Ratios	B2	Baa2
Cash Flow	B2	B1
Rates of Return and Profitability	Baa2	Baa2

*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: 86 out of 100 with 838 signals.

References

1. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
2. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
3. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
4. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
5. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Trading Signals (WTS Stock Forecast). AC Investment Research Journal, 101(3).
6. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
7. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40

Frequently Asked Questions

Q: What is the prediction methodology for AUY stock?
A: AUY stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Multiple Regression
Q: Is AUY stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes AUY Stock.
Q: Is Yamana Gold Inc. Ordinary Shares (Canada) stock a good investment?
A: The consensus rating for Yamana Gold Inc. Ordinary Shares (Canada) is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AUY stock?
A: The consensus rating for AUY is Wait until speculative trend diminishes.
Q: What is the prediction period for AUY stock?
A: The prediction period for AUY is (n+16 weeks)

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