Modelling A.I. in Economics

LIFE aTyr Pharma Inc. Common Stock (Forecast)

Outlook: aTyr Pharma Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 06 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (DNN Layer)

Abstract

aTyr Pharma Inc. Common Stock prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the LIFE 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. Is it better to buy and sell or hold?
  3. Nash Equilibria

LIFE Target Price Prediction Modeling Methodology

We consider aTyr Pharma Inc. Common Stock Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of LIFE 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(Wilcoxon Rank-Sum 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 (DNN Layer)) X S(n):→ (n+3 month) e x rx

n:Time series to forecast

p:Price signals of LIFE 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?

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

Sample Set: Neural Network
Stock/Index: LIFE aTyr Pharma Inc. Common Stock
Time series to forecast n: 06 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 aTyr Pharma Inc. Common Stock

  1. The expected credit losses on a loan commitment shall be discounted using the effective interest rate, or an approximation thereof, that will be applied when recognising the financial asset resulting from the loan commitment. This is because for the purpose of applying the impairment requirements, a financial asset that is recognised following a draw down on a loan commitment shall be treated as a continuation of that commitment instead of as a new financial instrument. The expected credit losses on the financial asset shall therefore be measured considering the initial credit risk of the loan commitment from the date that the entity became a party to the irrevocable commitment.
  2. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  3. For some types of fair value hedges, the objective of the hedge is not primarily to offset the fair value change of the hedged item but instead to transform the cash flows of the hedged item. For example, an entity hedges the fair value interest rate risk of a fixed-rate debt instrument using an interest rate swap. The entity's hedge objective is to transform the fixed-interest cash flows into floating interest cash flows. This objective is reflected in the accounting for the hedging relationship by accruing the net interest accrual on the interest rate swap in profit or loss. In the case of a hedge of a net position (for example, a net position of a fixed-rate asset and a fixed-rate liability), this net interest accrual must be presented in a separate line item in the statement of profit or loss and other comprehensive income. This is to avoid the grossing up of a single instrument's net gains or losses into offsetting gross amounts and recognising them in different line items (for example, this avoids grossing up a net interest receipt on a single interest rate swap into gross interest revenue and gross interest expense).
  4. If a financial instrument that was previously recognised as a financial asset is measured at fair value through profit or loss and its fair value decreases below zero, it is a financial liability measured in accordance with paragraph 4.2.1. However, hybrid contracts with hosts that are assets within the scope of this Standard are always measured in accordance with paragraph 4.3.2.

*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

aTyr Pharma Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. aTyr Pharma Inc. Common Stock prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the LIFE 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

LIFE aTyr Pharma Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa2B2
Balance SheetBaa2B2
Leverage RatiosCCaa2
Cash FlowCaa2Baa2
Rates of Return and ProfitabilityBaa2C

*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: 78 out of 100 with 671 signals.

References

  1. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  2. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
  3. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you know when a stock will go up or down?(STJ Stock Forecast). AC Investment Research Journal, 101(3).
  5. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  6. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  7. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
Frequently Asked QuestionsQ: What is the prediction methodology for LIFE stock?
A: LIFE stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Wilcoxon Rank-Sum Test
Q: Is LIFE stock a buy or sell?
A: The dominant strategy among neural network is to Sell LIFE Stock.
Q: Is aTyr Pharma Inc. Common Stock stock a good investment?
A: The consensus rating for aTyr Pharma Inc. Common Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LIFE stock?
A: The consensus rating for LIFE is Sell.
Q: What is the prediction period for LIFE stock?
A: The prediction period for LIFE is (n+3 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.