Modelling A.I. in Economics

MGH MAAS GROUP HOLDINGS LIMITED

Outlook: MAAS GROUP HOLDINGS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 10 Feb 2023 for (n+3 month)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

MAAS GROUP HOLDINGS LIMITED prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the MGH stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. How accurate is machine learning in stock market?
  2. Probability Distribution
  3. Trust metric by Neural Network

MGH Target Price Prediction Modeling Methodology

We consider MAAS GROUP HOLDINGS LIMITED Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of MGH 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 (Speculative Sentiment Analysis)) X S(n):→ (n+3 month) e x rx

n:Time series to forecast

p:Price signals of MGH 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?

MGH Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: MGH MAAS GROUP HOLDINGS LIMITED
Time series to forecast n: 10 Feb 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 MAAS GROUP HOLDINGS LIMITED

  1. In applying the effective interest method, an entity identifies fees that are an integral part of the effective interest rate of a financial instrument. The description of fees for financial services may not be indicative of the nature and substance of the services provided. Fees that are an integral part of the effective interest rate of a financial instrument are treated as an adjustment to the effective interest rate, unless the financial instrument is measured at fair value, with the change in fair value being recognised in profit or loss. In those cases, the fees are recognised as revenue or expense when the instrument is initially recognised.
  2. Annual Improvements to IFRSs 2010–2012 Cycle, issued in December 2013, amended paragraphs 4.2.1 and 5.7.5 as a consequential amendment derived from the amendment to IFRS 3. An entity shall apply that amendment prospectively to business combinations to which the amendment to IFRS 3 applies.
  3. At the date of initial application, an entity shall assess whether a financial asset meets the condition in paragraphs 4.1.2(a) or 4.1.2A(a) on the basis of the facts and circumstances that exist at that date. The resulting classification shall be applied retrospectively irrespective of the entity's business model in prior reporting periods.
  4. At the date of initial application, an entity shall determine whether the treatment in paragraph 5.7.7 would create or enlarge an accounting mismatch in profit or loss on the basis of the facts and circumstances that exist at the date of initial application. This Standard shall be applied retrospectively on the basis of that determination.

*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

MAAS GROUP HOLDINGS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. MAAS GROUP HOLDINGS LIMITED prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the MGH stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

MGH MAAS GROUP HOLDINGS LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3B3
Balance SheetBa1Baa2
Leverage RatiosCBaa2
Cash FlowBaa2Ba2
Rates of Return and ProfitabilityBaa2B3

*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: 88 out of 100 with 797 signals.

References

  1. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  2. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  3. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  4. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  5. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  6. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  7. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
Frequently Asked QuestionsQ: What is the prediction methodology for MGH stock?
A: MGH stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test
Q: Is MGH stock a buy or sell?
A: The dominant strategy among neural network is to Hold MGH Stock.
Q: Is MAAS GROUP HOLDINGS LIMITED stock a good investment?
A: The consensus rating for MAAS GROUP HOLDINGS LIMITED is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MGH stock?
A: The consensus rating for MGH is Hold.
Q: What is the prediction period for MGH stock?
A: The prediction period for MGH is (n+3 month)

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