Modelling A.I. in Economics

DML:TSX Denison Mines Corp.

Outlook: Denison Mines Corp. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 22 Mar 2023 for (n+4 weeks)
Methodology : Multi-Task Learning (ML)

Abstract

Denison Mines Corp. prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the DML:TSX stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is prediction model?
  2. Can machine learning predict?
  3. Can stock prices be predicted?

DML:TSX Target Price Prediction Modeling Methodology

We consider Denison Mines Corp. Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of DML:TSX 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(Multi-Task Learning (ML)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of DML:TSX 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?

DML:TSX Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: DML:TSX Denison Mines Corp.
Time series to forecast n: 22 Mar 2023 for (n+4 weeks)

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

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 Denison Mines Corp.

  1. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.
  2. An entity shall apply Prepayment Features with Negative Compensation (Amendments to IFRS 9) retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.30–7.2.34
  3. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
  4. For lifetime expected credit losses, an entity shall estimate the risk of a default occurring on the financial instrument during its expected life. 12-month expected credit losses are a portion of the lifetime expected credit losses and represent the lifetime cash shortfalls that will result if a default occurs in the 12 months after the reporting date (or a shorter period if the expected life of a financial instrument is less than 12 months), weighted by the probability of that default occurring. Thus, 12-month expected credit losses are neither the lifetime expected credit losses that an entity will incur on financial instruments that it predicts will default in the next 12 months nor the cash shortfalls that are predicted over the next 12 months.

*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

Denison Mines Corp. is assigned short-term Ba1 & long-term Ba1 estimated rating. Denison Mines Corp. prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the DML:TSX stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

DML:TSX Denison Mines Corp. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa3
Balance SheetCaa2Ba1
Leverage RatiosB2Caa2
Cash FlowBa2B3
Rates of Return and ProfitabilityB2Baa2

*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: 73 out of 100 with 595 signals.

References

  1. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  2. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  3. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  4. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  5. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  6. Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]
  7. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
Frequently Asked QuestionsQ: What is the prediction methodology for DML:TSX stock?
A: DML:TSX stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is DML:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Sell DML:TSX Stock.
Q: Is Denison Mines Corp. stock a good investment?
A: The consensus rating for Denison Mines Corp. is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of DML:TSX stock?
A: The consensus rating for DML:TSX is Sell.
Q: What is the prediction period for DML:TSX stock?
A: The prediction period for DML:TSX is (n+4 weeks)

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