Modelling A.I. in Economics

SAIC SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock (Forecast)

Outlook: SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 25 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Pearson Correlation1,2,3,4 and it is concluded that the SAIC stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

Key Points

  1. Game Theory
  2. Trading Signals
  3. Which neural network is best for prediction?

SAIC Target Price Prediction Modeling Methodology

We consider SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of SAIC 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(Pearson Correlation)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 (Market News Sentiment Analysis)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of SAIC 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?

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

Sample Set: Neural Network
Stock/Index: SAIC SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock
Time series to forecast n: 25 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

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 SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock

  1. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
  2. If such a mismatch would be created or enlarged, the entity is required to present all changes in fair value (including the effects of changes in the credit risk of the liability) in profit or loss. If such a mismatch would not be created or enlarged, the entity is required to present the effects of changes in the liability's credit risk in other comprehensive income.
  3. 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.
  4. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.

*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

SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Pearson Correlation1,2,3,4 and it is concluded that the SAIC stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

SAIC SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Baa2
Balance SheetCaa2B1
Leverage RatiosB3C
Cash FlowCBaa2
Rates of Return and ProfitabilityCB3

*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: 82 out of 100 with 606 signals.

References

  1. 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).
  2. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  3. Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
  4. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. The Dow Jones Industrial Average (No. Stock Analysis). AC Investment Research.
  5. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  6. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  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 SAIC stock?
A: SAIC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Pearson Correlation
Q: Is SAIC stock a buy or sell?
A: The dominant strategy among neural network is to Buy SAIC Stock.
Q: Is SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock stock a good investment?
A: The consensus rating for SCIENCE APPLICATIONS INTERNATIONAL CORPORATION Common Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SAIC stock?
A: The consensus rating for SAIC is Buy.
Q: What is the prediction period for SAIC stock?
A: The prediction period for SAIC 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.