Modelling A.I. in Economics

MWA MUELLER WATER PRODUCTS Common Stock

Outlook: MUELLER WATER PRODUCTS Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 11 Mar 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

MUELLER WATER PRODUCTS Common Stock prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the MWA 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. What is the best way to predict stock prices?
  2. Prediction Modeling
  3. Technical Analysis with Algorithmic Trading

MWA Target Price Prediction Modeling Methodology

We consider MUELLER WATER PRODUCTS Common Stock Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of MWA 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+4 weeks) e x rx

n:Time series to forecast

p:Price signals of MWA 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?

MWA Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: MWA MUELLER WATER PRODUCTS Common Stock
Time series to forecast n: 11 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 MUELLER WATER PRODUCTS Common Stock

  1. Rebalancing refers to the adjustments made to the designated quantities of the hedged item or the hedging instrument of an already existing hedging relationship for the purpose of maintaining a hedge ratio that complies with the hedge effectiveness requirements. Changes to designated quantities of a hedged item or of a hedging instrument for a different purpose do not constitute rebalancing for the purpose of this Standard
  2. Annual Improvements to IFRS Standards 2018–2020, issued in May 2020, added paragraphs 7.2.35 and B3.3.6A and amended paragraph B3.3.6. An entity shall apply that amendment for annual reporting periods beginning on or after 1 January 2022. Earlier application is permitted. If an entity applies the amendment for an earlier period, it shall disclose that fact.
  3. An entity's risk management is the main source of information to perform the assessment of whether a hedging relationship meets the hedge effectiveness requirements. This means that the management information (or analysis) used for decision-making purposes can be used as a basis for assessing whether a hedging relationship meets the hedge effectiveness requirements.
  4. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.

*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

MUELLER WATER PRODUCTS Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. MUELLER WATER PRODUCTS Common Stock prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the MWA 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

MWA MUELLER WATER PRODUCTS Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa2B2
Balance SheetBa2C
Leverage RatiosBaa2Caa2
Cash FlowBaa2Ba1
Rates of Return and ProfitabilityBaa2Caa2

*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: 72 out of 100 with 745 signals.

References

  1. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  2. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  3. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  4. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  5. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  6. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  7. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
Frequently Asked QuestionsQ: What is the prediction methodology for MWA stock?
A: MWA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test
Q: Is MWA stock a buy or sell?
A: The dominant strategy among neural network is to Buy MWA Stock.
Q: Is MUELLER WATER PRODUCTS Common Stock stock a good investment?
A: The consensus rating for MUELLER WATER PRODUCTS Common Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MWA stock?
A: The consensus rating for MWA is Buy.
Q: What is the prediction period for MWA stock?
A: The prediction period for MWA is (n+4 weeks)

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