Modelling A.I. in Economics

GDA GOOD DRINKS AUSTRALIA LTD

Outlook: GOOD DRINKS AUSTRALIA LTD is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 24 Apr 2023 for (n+3 month)
Methodology : Deductive Inference (ML)

Abstract

GOOD DRINKS AUSTRALIA LTD prediction model is evaluated with Deductive Inference (ML) and Logistic Regression1,2,3,4 and it is concluded that the GDA 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. Can statistics predict the future?
  2. What is the use of Markov decision process?
  3. How do you know when a stock will go up or down?

GDA Target Price Prediction Modeling Methodology

We consider GOOD DRINKS AUSTRALIA LTD Decision Process with Deductive Inference (ML) where A is the set of discrete actions of GDA 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(Logistic 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(Deductive Inference (ML)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of GDA 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?

GDA Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: GDA GOOD DRINKS AUSTRALIA LTD
Time series to forecast n: 24 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 GOOD DRINKS AUSTRALIA LTD

  1. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
  2. IFRS 7 defines credit risk as 'the risk that one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation'. The requirement in paragraph 5.7.7(a) relates to the risk that the issuer will fail to perform on that particular liability. It does not necessarily relate to the creditworthiness of the issuer. For example, if an entity issues a collateralised liability and a non-collateralised liability that are otherwise identical, the credit risk of those two liabilities will be different, even though they are issued by the same entity. The credit risk on the collateralised liability will be less than the credit risk of the non-collateralised liability. The credit risk for a collateralised liability may be close to zero.
  3. All investments in equity instruments and contracts on those instruments must be measured at fair value. However, in limited circumstances, cost may be an appropriate estimate of fair value. That may be the case if insufficient more recent information is available to measure fair value, or if there is a wide range of possible fair value measurements and cost represents the best estimate of fair value within that range.
  4. As with all fair value measurements, an entity's measurement method for determining the portion of the change in the liability's fair value that is attributable to changes in its credit risk must make maximum use of relevant observable inputs and minimum use of unobservable inputs.

*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

GOOD DRINKS AUSTRALIA LTD is assigned short-term Ba1 & long-term Ba1 estimated rating. GOOD DRINKS AUSTRALIA LTD prediction model is evaluated with Deductive Inference (ML) and Logistic Regression1,2,3,4 and it is concluded that the GDA 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

GDA GOOD DRINKS AUSTRALIA LTD Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3C
Balance SheetCCaa2
Leverage RatiosCC
Cash FlowB1C
Rates of Return and ProfitabilityCBaa2

*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: 88 out of 100 with 675 signals.

References

  1. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  2. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  3. 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
  4. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  5. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
  6. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
  7. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
Frequently Asked QuestionsQ: What is the prediction methodology for GDA stock?
A: GDA stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Logistic Regression
Q: Is GDA stock a buy or sell?
A: The dominant strategy among neural network is to Sell GDA Stock.
Q: Is GOOD DRINKS AUSTRALIA LTD stock a good investment?
A: The consensus rating for GOOD DRINKS AUSTRALIA LTD is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GDA stock?
A: The consensus rating for GDA is Sell.
Q: What is the prediction period for GDA stock?
A: The prediction period for GDA is (n+3 month)

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