Modelling A.I. in Economics

LON:JADE JADE ROAD INVESTMENTS LIMITED

Outlook: JADE ROAD INVESTMENTS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 22 Feb 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

JADE ROAD INVESTMENTS LIMITED prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the LON:JADE stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What are main components of Markov decision process?
  2. What are the most successful trading algorithms?
  3. What is prediction model?

LON:JADE Target Price Prediction Modeling Methodology

We consider JADE ROAD INVESTMENTS LIMITED Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of LON:JADE 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(Statistical Hypothesis Testing)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 News Sentiment Analysis)) X S(n):→ (n+8 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LON:JADE 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?

LON:JADE Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:JADE JADE ROAD INVESTMENTS LIMITED
Time series to forecast n: 22 Feb 2023 for (n+8 weeks)

According to price forecasts for (n+8 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 JADE ROAD INVESTMENTS LIMITED

  1. The accounting for the time value of options in accordance with paragraph 6.5.15 applies only to the extent that the time value relates to the hedged item (aligned time value). The time value of an option relates to the hedged item if the critical terms of the option (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the option and the hedged item are not fully aligned, an entity shall determine the aligned time value, ie how much of the time value included in the premium (actual time value) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.15). An entity determines the aligned time value using the valuation of the option that would have critical terms that perfectly match the hedged item.
  2. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.
  3. An entity shall assess separately whether each subgroup meets the requirements in paragraph 6.6.1 to be an eligible hedged item. If any subgroup fails to meet the requirements in paragraph 6.6.1, the entity shall discontinue hedge accounting prospectively for the hedging relationship in its entirety. An entity also shall apply the requirements in paragraphs 6.5.8 and 6.5.11 to account for ineffectiveness related to the hedging relationship in its entirety.
  4. Rebalancing does not apply if the risk management objective for a hedging relationship has changed. Instead, hedge accounting for that hedging relationship shall be discontinued (despite that an entity might designate a new hedging relationship that involves the hedging instrument or hedged item of the previous hedging relationship as described in paragraph B6.5.28).

*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

JADE ROAD INVESTMENTS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. JADE ROAD INVESTMENTS LIMITED prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the LON:JADE stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

LON:JADE JADE ROAD INVESTMENTS LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBaa2
Balance SheetCaa2Baa2
Leverage RatiosBaa2Ba3
Cash FlowCBaa2
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: 77 out of 100 with 617 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Can stock prices be predicted?(SMI Index Stock Forecast). AC Investment Research Journal, 101(3).
  2. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., GXO Options & Futures Prediction. AC Investment Research Journal, 101(3).
  4. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
  5. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
  6. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  7. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:JADE stock?
A: LON:JADE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Statistical Hypothesis Testing
Q: Is LON:JADE stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:JADE Stock.
Q: Is JADE ROAD INVESTMENTS LIMITED stock a good investment?
A: The consensus rating for JADE ROAD INVESTMENTS LIMITED is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:JADE stock?
A: The consensus rating for LON:JADE is Hold.
Q: What is the prediction period for LON:JADE stock?
A: The prediction period for LON:JADE is (n+8 weeks)

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