Modelling A.I. in Economics

NTR:TSX Nutrien Ltd.

Outlook: Nutrien Ltd. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 13 Mar 2023 for (n+1 year)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Nutrien Ltd. prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the NTR:TSX stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Can neural networks predict stock market?
  2. Trading Signals
  3. Technical Analysis with Algorithmic Trading

NTR:TSX Target Price Prediction Modeling Methodology

We consider Nutrien Ltd. Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of NTR: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(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 (Social Media Sentiment Analysis)) X S(n):→ (n+1 year) i = 1 n s i

n:Time series to forecast

p:Price signals of NTR: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?

NTR:TSX Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: NTR:TSX Nutrien Ltd.
Time series to forecast n: 13 Mar 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 Nutrien Ltd.

  1. In addition to those hedging relationships specified in paragraph 6.9.1, an entity shall apply the requirements in paragraphs 6.9.11 and 6.9.12 to new hedging relationships in which an alternative benchmark rate is designated as a non-contractually specified risk component (see paragraphs 6.3.7(a) and B6.3.8) when, because of interest rate benchmark reform, that risk component is not separately identifiable at the date it is designated.
  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. Annual Improvements to IFRSs 2010–2012 Cycle, issued in December 2013, amended paragraphs 4.2.1 and 5.7.5 as a consequential amendment derived from the amendment to IFRS 3. An entity shall apply that amendment prospectively to business combinations to which the amendment to IFRS 3 applies.
  4. An entity that first applies IFRS 17 as amended in June 2020 at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.38–7.2.42.

*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

Nutrien Ltd. is assigned short-term Ba1 & long-term Ba1 estimated rating. Nutrien Ltd. prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the NTR:TSX stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

NTR:TSX Nutrien Ltd. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2B2
Balance SheetCCaa2
Leverage RatiosCBaa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityB1Ba3

*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: 80 out of 100 with 562 signals.

References

  1. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  2. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
  3. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  4. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
  5. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
  6. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  7. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
Frequently Asked QuestionsQ: What is the prediction methodology for NTR:TSX stock?
A: NTR:TSX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Independent T-Test
Q: Is NTR:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes NTR:TSX Stock.
Q: Is Nutrien Ltd. stock a good investment?
A: The consensus rating for Nutrien Ltd. is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NTR:TSX stock?
A: The consensus rating for NTR:TSX is Wait until speculative trend diminishes.
Q: What is the prediction period for NTR:TSX stock?
A: The prediction period for NTR:TSX is (n+1 year)



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