Modelling A.I. in Economics

DUG DUG TECHNOLOGY LTD (Forecast)

Outlook: DUG TECHNOLOGY LTD is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 24 Mar 2023 for (n+1 year)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

DUG TECHNOLOGY LTD prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the DUG stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is a prediction confidence?
  2. Is it better to buy and sell or hold?
  3. Market Signals

DUG Target Price Prediction Modeling Methodology

We consider DUG TECHNOLOGY LTD Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of DUG 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(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+1 year) e x rx

n:Time series to forecast

p:Price signals of DUG 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?

DUG Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: DUG DUG TECHNOLOGY LTD
Time series to forecast n: 24 Mar 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 DUG TECHNOLOGY LTD

  1. Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.
  2. 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.
  3. A portfolio of financial assets that is managed and whose performance is evaluated on a fair value basis (as described in paragraph 4.2.2(b)) is neither held to collect contractual cash flows nor held both to collect contractual cash flows and to sell financial assets. The entity is primarily focused on fair value information and uses that information to assess the assets' performance and to make decisions. In addition, a portfolio of financial assets that meets the definition of held for trading is not held to collect contractual cash flows or held both to collect contractual cash flows and to sell financial assets. For such portfolios, the collection of contractual cash flows is only incidental to achieving the business model's objective. Consequently, such portfolios of financial assets must be measured at fair value through profit or loss.
  4. Paragraph 6.3.4 permits an entity to designate as hedged items aggregated exposures that are a combination of an exposure and a derivative. When designating such a hedged item, an entity assesses whether the aggregated exposure combines an exposure with a derivative so that it creates a different aggregated exposure that is managed as one exposure for a particular risk (or risks). In that case, the entity may designate the hedged item on the basis of the aggregated exposure

*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

DUG TECHNOLOGY LTD is assigned short-term Ba1 & long-term Ba1 estimated rating. DUG TECHNOLOGY LTD prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the DUG stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

DUG DUG TECHNOLOGY LTD Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Caa2
Balance SheetCBaa2
Leverage RatiosB3Ba2
Cash FlowB1Ba2
Rates of Return and ProfitabilityB3Caa2

*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: 93 out of 100 with 752 signals.

References

  1. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
  2. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  3. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is DOW Stock Expected to Go Up?(Stock Forecast). AC Investment Research Journal, 101(3).
  5. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
  6. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  7. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
Frequently Asked QuestionsQ: What is the prediction methodology for DUG stock?
A: DUG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is DUG stock a buy or sell?
A: The dominant strategy among neural network is to Sell DUG Stock.
Q: Is DUG TECHNOLOGY LTD stock a good investment?
A: The consensus rating for DUG TECHNOLOGY LTD is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of DUG stock?
A: The consensus rating for DUG is Sell.
Q: What is the prediction period for DUG stock?
A: The prediction period for DUG is (n+1 year)

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