Modelling A.I. in Economics

DRT:TSX DIRTT Environmental Solutions Ltd. (Forecast)

Outlook: DIRTT Environmental Solutions Ltd. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 01 Apr 2023 for (n+3 month)
Methodology : Transfer Learning (ML)

Abstract

DIRTT Environmental Solutions Ltd. prediction model is evaluated with Transfer Learning (ML) and ElasticNet Regression1,2,3,4 and it is concluded that the DRT: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: Sell

Key Points

  1. What is the use of Markov decision process?
  2. What is prediction model?
  3. How do you pick a stock?

DRT:TSX Target Price Prediction Modeling Methodology

We consider DIRTT Environmental Solutions Ltd. Decision Process with Transfer Learning (ML) where A is the set of discrete actions of DRT: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(ElasticNet 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(Transfer Learning (ML)) X S(n):→ (n+3 month) i = 1 n s i

n:Time series to forecast

p:Price signals of DRT: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?

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

Sample Set: Neural Network
Stock/Index: DRT:TSX DIRTT Environmental Solutions Ltd.
Time series to forecast n: 01 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 DIRTT Environmental Solutions Ltd.

  1. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income subsequent changes in the fair value of particular investments in equity instruments. Such an investment is not a monetary item. Accordingly, the gain or loss that is presented in other comprehensive income in accordance with paragraph 5.7.5 includes any related foreign exchange component.
  2. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
  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. The methods used to determine whether credit risk has increased significantly on a financial instrument since initial recognition should consider the characteristics of the financial instrument (or group of financial instruments) and the default patterns in the past for comparable financial instruments. Despite the requirement in paragraph 5.5.9, for financial instruments for which default patterns are not concentrated at a specific point during the expected life of the financial instrument, changes in the risk of a default occurring over the next 12 months may be a reasonable approximation of the changes in the lifetime risk of a default occurring. In such cases, an entity may use changes in the risk of a default occurring over the next 12 months to determine whether credit risk has increased significantly since initial recognition, unless circumstances indicate that a lifetime assessment is necessary

*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

DIRTT Environmental Solutions Ltd. is assigned short-term Ba1 & long-term Ba1 estimated rating. DIRTT Environmental Solutions Ltd. prediction model is evaluated with Transfer Learning (ML) and ElasticNet Regression1,2,3,4 and it is concluded that the DRT: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: Sell

DRT:TSX DIRTT Environmental Solutions Ltd. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBaa2
Balance SheetBaa2Ba3
Leverage RatiosCaa2C
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityBa1B3

*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: 87 out of 100 with 809 signals.

References

  1. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  2. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  3. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
  4. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  5. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
  6. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
  7. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
Frequently Asked QuestionsQ: What is the prediction methodology for DRT:TSX stock?
A: DRT:TSX stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and ElasticNet Regression
Q: Is DRT:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Sell DRT:TSX Stock.
Q: Is DIRTT Environmental Solutions Ltd. stock a good investment?
A: The consensus rating for DIRTT Environmental Solutions Ltd. is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of DRT:TSX stock?
A: The consensus rating for DRT:TSX is Sell.
Q: What is the prediction period for DRT:TSX stock?
A: The prediction period for DRT:TSX is (n+3 month)

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