Modelling A.I. in Economics

GSMG Glory Star New Media Group Holdings Limited Ordinary Share

Outlook: Glory Star New Media Group Holdings Limited Ordinary Share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 10 Apr 2023 for (n+3 month)
Methodology : Transfer Learning (ML)

Abstract

Glory Star New Media Group Holdings Limited Ordinary Share prediction model is evaluated with Transfer Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the GSMG 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. How do you decide buy or sell a stock?
  2. Fundemental Analysis with Algorithmic Trading
  3. Can we predict stock market using machine learning?

GSMG Target Price Prediction Modeling Methodology

We consider Glory Star New Media Group Holdings Limited Ordinary Share Decision Process with Transfer Learning (ML) where A is the set of discrete actions of GSMG 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(Transfer Learning (ML)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of GSMG 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?

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

Sample Set: Neural Network
Stock/Index: GSMG Glory Star New Media Group Holdings Limited Ordinary Share
Time series to forecast n: 10 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 Glory Star New Media Group Holdings Limited Ordinary Share

  1. A portfolio of financial assets that is managed and whose performance is evaluated on a fair value basis (as described in paragraph 4.2.2(b)) is neither held to collect contractual cash flows nor held both to collect contractual cash flows and to sell financial assets. The entity is primarily focused on fair value information and uses that information to assess the assets' performance and to make decisions. In addition, a portfolio of financial assets that meets the definition of held for trading is not held to collect contractual cash flows or held both to collect contractual cash flows and to sell financial assets. For such portfolios, the collection of contractual cash flows is only incidental to achieving the business model's objective. Consequently, such portfolios of financial assets must be measured at fair value through profit or loss.
  2. For a financial guarantee contract, the entity is required to make payments only in the event of a default by the debtor in accordance with the terms of the instrument that is guaranteed. Accordingly, cash shortfalls are the expected payments to reimburse the holder for a credit loss that it incurs less any amounts that the entity expects to receive from the holder, the debtor or any other party. If the asset is fully guaranteed, the estimation of cash shortfalls for a financial guarantee contract would be consistent with the estimations of cash shortfalls for the asset subject to the guarantee
  3. If the group of items does have offsetting risk positions (for example, a group of sales and expenses denominated in a foreign currency hedged together for foreign currency risk) then an entity shall present the hedging gains or losses in a separate line item in the statement of profit or loss and other comprehensive income. Consider, for example, a hedge of the foreign currency risk of a net position of foreign currency sales of FC100 and foreign currency expenses of FC80 using a forward exchange contract for FC20. The gain or loss on the forward exchange contract that is reclassified from the cash flow hedge reserve to profit or loss (when the net position affects profit or loss) shall be presented in a separate line item from the hedged sales and expenses. Moreover, if the sales occur in an earlier period than the expenses, the sales revenue is still measured at the spot exchange rate in accordance with IAS 21. The related hedging gain or loss is presented in a separate line item, so that profit or loss reflects the effect of hedging the net position, with a corresponding adjustment to the cash flow hedge reserve. When the hedged expenses affect profit or loss in a later period, the hedging gain or loss previously recognised in the cash flow hedge reserve on the sales is reclassified to profit or loss and presented as a separate line item from those that include the hedged expenses, which are measured at the spot exchange rate in accordance with IAS 21.
  4. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.

*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

Glory Star New Media Group Holdings Limited Ordinary Share is assigned short-term Ba1 & long-term Ba1 estimated rating. Glory Star New Media Group Holdings Limited Ordinary Share prediction model is evaluated with Transfer Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the GSMG 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

GSMG Glory Star New Media Group Holdings Limited Ordinary Share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCCaa2
Balance SheetBaa2Baa2
Leverage RatiosCaa2B1
Cash FlowCaa2Baa2
Rates of Return and ProfitabilityCBa3

*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 462 signals.

References

  1. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  2. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is FFBC Stock Buy or Sell?(Stock Forecast). AC Investment Research Journal, 101(3).
  4. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  5. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
  6. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  7. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
Frequently Asked QuestionsQ: What is the prediction methodology for GSMG stock?
A: GSMG stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Multiple Regression
Q: Is GSMG stock a buy or sell?
A: The dominant strategy among neural network is to Sell GSMG Stock.
Q: Is Glory Star New Media Group Holdings Limited Ordinary Share stock a good investment?
A: The consensus rating for Glory Star New Media Group Holdings Limited Ordinary Share is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GSMG stock?
A: The consensus rating for GSMG is Sell.
Q: What is the prediction period for GSMG stock?
A: The prediction period for GSMG is (n+3 month)

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