Modelling A.I. in Economics

SVM:TSX Silvercorp Metals Inc. (Forecast)

Outlook: Silvercorp Metals Inc. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 13 Mar 2023 for (n+3 month)
Methodology : Supervised Machine Learning (ML)

Abstract

Silvercorp Metals Inc. prediction model is evaluated with Supervised Machine Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the SVM:TSX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is statistical models in machine learning?
  2. What are the most successful trading algorithms?
  3. Operational Risk

SVM:TSX Target Price Prediction Modeling Methodology

We consider Silvercorp Metals Inc. Decision Process with Supervised Machine Learning (ML) where A is the set of discrete actions of SVM: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(Multiple Regression)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(Supervised Machine Learning (ML)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of SVM: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?

SVM:TSX Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: SVM:TSX Silvercorp Metals Inc.
Time series to forecast n: 13 Mar 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 Silvercorp Metals Inc.

  1. For the purpose of recognising foreign exchange gains and losses under IAS 21, a financial asset measured at fair value through other comprehensive income in accordance with paragraph 4.1.2A is treated as a monetary item. Accordingly, such a financial asset is treated as an asset measured at amortised cost in the foreign currency. Exchange differences on the amortised cost are recognised in profit or loss and other changes in the carrying amount are recognised in accordance with paragraph 5.7.10.
  2. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  3. For the purpose of applying paragraph 6.5.11, at the point when an entity amends the description of a hedged item as required in paragraph 6.9.1(b), the amount accumulated in the cash flow hedge reserve shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows are determined.
  4. When an entity discontinues measuring the financial instrument that gives rise to the credit risk, or a proportion of that financial instrument, at fair value through profit or loss, that financial instrument's fair value at the date of discontinuation becomes its new carrying amount. Subsequently, the same measurement that was used before designating the financial instrument at fair value through profit or loss shall be applied (including amortisation that results from the new carrying amount). For example, a financial asset that had originally been classified as measured at amortised cost would revert to that measurement and its effective interest rate would be recalculated based on its new gross carrying amount on the date of discontinuing measurement at fair value through profit or loss.

*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

Silvercorp Metals Inc. is assigned short-term Ba1 & long-term Ba1 estimated rating. Silvercorp Metals Inc. prediction model is evaluated with Supervised Machine Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the SVM:TSX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

SVM:TSX Silvercorp Metals Inc. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCB2
Balance SheetBa2Caa2
Leverage RatiosCBaa2
Cash FlowCB3
Rates of Return and ProfitabilityCB2

*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: 85 out of 100 with 739 signals.

References

  1. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
  2. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Can stock prices be predicted?(SMI Index Stock Forecast). AC Investment Research Journal, 101(3).
  3. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  4. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
  5. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  6. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  7. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
Frequently Asked QuestionsQ: What is the prediction methodology for SVM:TSX stock?
A: SVM:TSX stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Multiple Regression
Q: Is SVM:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold SVM:TSX Stock.
Q: Is Silvercorp Metals Inc. stock a good investment?
A: The consensus rating for Silvercorp Metals Inc. is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SVM:TSX stock?
A: The consensus rating for SVM:TSX is Hold.
Q: What is the prediction period for SVM:TSX stock?
A: The prediction period for SVM:TSX is (n+3 month)

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