Modelling A.I. in Economics

AGLD:TSXV Austral Gold Limited

Outlook: Austral Gold Limited is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 21 Mar 2023 for (n+4 weeks)
Methodology : Deductive Inference (ML)

Abstract

Austral Gold Limited prediction model is evaluated with Deductive Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the AGLD:TSXV stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. How do you pick a stock?
  2. Can statistics predict the future?
  3. Can statistics predict the future?

AGLD:TSXV Target Price Prediction Modeling Methodology

We consider Austral Gold Limited Decision Process with Deductive Inference (ML) where A is the set of discrete actions of AGLD:TSXV 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(Wilcoxon Sign-Rank 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(Deductive Inference (ML)) X S(n):→ (n+4 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of AGLD:TSXV 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?

AGLD:TSXV Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: AGLD:TSXV Austral Gold Limited
Time series to forecast n: 21 Mar 2023 for (n+4 weeks)

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

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 Austral Gold Limited

  1. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
  2. When designating a risk component as a hedged item, the hedge accounting requirements apply to that risk component in the same way as they apply to other hedged items that are not risk components. For example, the qualifying criteria apply, including that the hedging relationship must meet the hedge effectiveness requirements, and any hedge ineffectiveness must be measured and recognised.
  3. In some cases, the qualitative and non-statistical quantitative information available may be sufficient to determine that a financial instrument has met the criterion for the recognition of a loss allowance at an amount equal to lifetime expected credit losses. That is, the information does not need to flow through a statistical model or credit ratings process in order to determine whether there has been a significant increase in the credit risk of the financial instrument. In other cases, an entity may need to consider other information, including information from its statistical models or credit ratings processes.
  4. When a group of items that constitute a net position is designated as a hedged item, an entity shall designate the overall group of items that includes the items that can make up the net position. An entity is not permitted to designate a non-specific abstract amount of a net position. For example, an entity has a group of firm sale commitments in nine months' time for FC100 and a group of firm purchase commitments in 18 months' time for FC120. The entity cannot designate an abstract amount of a net position up to FC20. Instead, it must designate a gross amount of purchases and a gross amount of sales that together give rise to the hedged net position. An entity shall designate gross positions that give rise to the net position so that the entity is able to comply with the requirements for the accounting for qualifying hedging relationships.

*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

Austral Gold Limited is assigned short-term Ba1 & long-term Ba1 estimated rating. Austral Gold Limited prediction model is evaluated with Deductive Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the AGLD:TSXV stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

AGLD:TSXV Austral Gold Limited Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B2
Balance SheetBaa2B3
Leverage RatiosCaa2Baa2
Cash FlowB1B2
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: 84 out of 100 with 743 signals.

References

  1. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
  2. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
  4. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  5. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  6. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  7. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
Frequently Asked QuestionsQ: What is the prediction methodology for AGLD:TSXV stock?
A: AGLD:TSXV stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Wilcoxon Sign-Rank Test
Q: Is AGLD:TSXV stock a buy or sell?
A: The dominant strategy among neural network is to Buy AGLD:TSXV Stock.
Q: Is Austral Gold Limited stock a good investment?
A: The consensus rating for Austral Gold Limited is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AGLD:TSXV stock?
A: The consensus rating for AGLD:TSXV is Buy.
Q: What is the prediction period for AGLD:TSXV stock?
A: The prediction period for AGLD:TSXV is (n+4 weeks)



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