TAH TABCORP HOLDINGS LIMITED

Outlook: TABCORP HOLDINGS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 05 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (Emotional Trigger/Responses Analysis)

Abstract

TABCORP HOLDINGS LIMITED prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Pearson Correlation^1,2,3,4 and it is concluded that the TAH stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

1. Fundemental Analysis with Algorithmic Trading
2. What is a prediction confidence?
3. Can machine learning predict?

TAH Target Price Prediction Modeling Methodology

We consider TABCORP HOLDINGS LIMITED Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of TAH 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Emotional Trigger/Responses Analysis)) X S(n):→ (n+3 month) $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

p:Price signals of TAH 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?

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

Sample Set: Neural Network
Stock/Index: TAH TABCORP HOLDINGS LIMITED
Time series to forecast n: 05 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 TABCORP HOLDINGS LIMITED

1. Fluctuation around a constant hedge ratio (and hence the related hedge ineffectiveness) cannot be reduced by adjusting the hedge ratio in response to each particular outcome. Hence, in such circumstances, the change in the extent of offset is a matter of measuring and recognising hedge ineffectiveness but does not require rebalancing.
2. An entity's risk management is the main source of information to perform the assessment of whether a hedging relationship meets the hedge effectiveness requirements. This means that the management information (or analysis) used for decision-making purposes can be used as a basis for assessing whether a hedging relationship meets the hedge effectiveness requirements.
3. For example, an entity may use this condition to designate financial liabilities as at fair value through profit or loss if it meets the principle in paragraph 4.2.2(b) and the entity has financial assets and financial liabilities that share one or more risks and those risks are managed and evaluated on a fair value basis in accordance with a documented policy of asset and liability management. An example could be an entity that has issued 'structured products' containing multiple embedded derivatives and manages the resulting risks on a fair value basis using a mix of derivative and non-derivative financial instruments
4. Sales that occur for other reasons, such as sales made to manage credit concentration risk (without an increase in the assets' credit risk), may also be consistent with a business model whose objective is to hold financial assets in order to collect contractual cash flows. In particular, such sales may be consistent with a business model whose objective is to hold financial assets in order to collect contractual cash flows if those sales are infrequent (even if significant in value) or insignificant in value both individually and in aggregate (even if frequent). If more than an infrequent number of such sales are made out of a portfolio and those sales are more than insignificant in value (either individually or in aggregate), the entity needs to assess whether and how such sales are consistent with an objective of collecting contractual cash flows. Whether a third party imposes the requirement to sell the financial assets, or that activity is at the entity's discretion, is not relevant to this assessment. An increase in the frequency or value of sales in a particular period is not necessarily inconsistent with an objective to hold financial assets in order to collect contractual cash flows, if an entity can explain the reasons for those sales and demonstrate why those sales do not reflect a change in the entity's business model. In addition, sales may be consistent with the objective of holding financial assets in order to collect contractual cash flows if the sales are made close to the maturity of the financial assets and the proceeds from the sales approximate the collection of the remaining contractual cash flows.

*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

TABCORP HOLDINGS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. TABCORP HOLDINGS LIMITED prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Pearson Correlation^1,2,3,4 and it is concluded that the TAH stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

TAH TABCORP HOLDINGS LIMITED Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	B1	Ba3
Balance Sheet	B3	C
Leverage Ratios	B1	B2
Cash Flow	Caa2	Ba2
Rates of Return and Profitability	B3	Caa2

*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 594 signals.

References

1. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
2. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
3. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
4. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
5. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
6. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
7. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.

Frequently Asked Questions

Q: What is the prediction methodology for TAH stock?
A: TAH stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Pearson Correlation
Q: Is TAH stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes TAH Stock.
Q: Is TABCORP HOLDINGS LIMITED stock a good investment?
A: The consensus rating for TABCORP HOLDINGS LIMITED is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of TAH stock?
A: The consensus rating for TAH is Wait until speculative trend diminishes.
Q: What is the prediction period for TAH stock?
A: The prediction period for TAH is (n+3 month)

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