Modelling A.I. in Economics

FFT FUTURE FIRST TECHNOLOGIES LTD

Outlook: FUTURE FIRST TECHNOLOGIES LTD is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 10 Mar 2023 for (n+1 year)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

FUTURE FIRST TECHNOLOGIES LTD prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the FFT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. Market Risk
  3. How useful are statistical predictions?

FFT Target Price Prediction Modeling Methodology

We consider FUTURE FIRST TECHNOLOGIES LTD Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of FFT 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 (News Feed Sentiment Analysis)) X S(n):→ (n+1 year) i = 1 n r i

n:Time series to forecast

p:Price signals of FFT 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?

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

Sample Set: Neural Network
Stock/Index: FFT FUTURE FIRST TECHNOLOGIES LTD
Time series to forecast n: 10 Mar 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 FUTURE FIRST TECHNOLOGIES LTD

  1. Accordingly the date of the modification shall be treated as the date of initial recognition of that financial asset when applying the impairment requirements to the modified financial asset. This typically means measuring the loss allowance at an amount equal to 12-month expected credit losses until the requirements for the recognition of lifetime expected credit losses in paragraph 5.5.3 are met. However, in some unusual circumstances following a modification that results in derecognition of the original financial asset, there may be evidence that the modified financial asset is credit-impaired at initial recognition, and thus, the financial asset should be recognised as an originated credit-impaired financial asset. This might occur, for example, in a situation in which there was a substantial modification of a distressed asset that resulted in the derecognition of the original financial asset. In such a case, it may be possible for the modification to result in a new financial asset which is credit-impaired at initial recognition.
  2. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.
  3. 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.
  4. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).

*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

FUTURE FIRST TECHNOLOGIES LTD is assigned short-term Ba1 & long-term Ba1 estimated rating. FUTURE FIRST TECHNOLOGIES LTD prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the FFT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

FFT FUTURE FIRST TECHNOLOGIES LTD Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa3
Balance SheetCB3
Leverage RatiosBaa2Baa2
Cash FlowBa2Caa2
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: 75 out of 100 with 464 signals.

References

  1. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  2. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  3. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  4. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  5. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
  6. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  7. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for FFT stock?
A: FFT stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Independent T-Test
Q: Is FFT stock a buy or sell?
A: The dominant strategy among neural network is to Hold FFT Stock.
Q: Is FUTURE FIRST TECHNOLOGIES LTD stock a good investment?
A: The consensus rating for FUTURE FIRST TECHNOLOGIES LTD is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of FFT stock?
A: The consensus rating for FFT is Hold.
Q: What is the prediction period for FFT stock?
A: The prediction period for FFT is (n+1 year)

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