Modelling A.I. in Economics

VIPS Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares (Forecast)

Outlook: Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares 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

Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Beta1,2,3,4 and it is concluded that the VIPS 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. Stock Forecast Based On a Predictive Algorithm
  2. What is Markov decision process in reinforcement learning?
  3. Game Theory

VIPS Target Price Prediction Modeling Methodology

We consider Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of VIPS 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(Beta)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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of VIPS 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?

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

Sample Set: Neural Network
Stock/Index: VIPS Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares
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 Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares

  1. Rebalancing refers to the adjustments made to the designated quantities of the hedged item or the hedging instrument of an already existing hedging relationship for the purpose of maintaining a hedge ratio that complies with the hedge effectiveness requirements. Changes to designated quantities of a hedged item or of a hedging instrument for a different purpose do not constitute rebalancing for the purpose of this Standard
  2. The purpose of estimating expected credit losses is neither to estimate a worstcase scenario nor to estimate the best-case scenario. Instead, an estimate of expected credit losses shall always reflect the possibility that a credit loss occurs and the possibility that no credit loss occurs even if the most likely outcome is no credit loss.
  3. Unless paragraph 6.8.8 applies, for a hedge of a non-contractually specified benchmark component of interest rate risk, an entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component shall be separately identifiable—only at the inception of the hedging relationship.
  4. Rebalancing does not apply if the risk management objective for a hedging relationship has changed. Instead, hedge accounting for that hedging relationship shall be discontinued (despite that an entity might designate a new hedging relationship that involves the hedging instrument or hedged item of the previous hedging relationship as described in paragraph B6.5.28).

*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

Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Beta1,2,3,4 and it is concluded that the VIPS 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

VIPS Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa1B2
Balance SheetCBaa2
Leverage RatiosCaa2Baa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityB3Baa2

*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 735 signals.

References

  1. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  2. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  3. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  4. T. Morimura, M. Sugiyama, M. Kashima, H. Hachiya, and T. Tanaka. Nonparametric return distribution ap- proximation for reinforcement learning. In Proceedings of the 27th International Conference on Machine Learning, pages 799–806, 2010
  5. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
  6. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
  7. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
Frequently Asked QuestionsQ: What is the prediction methodology for VIPS stock?
A: VIPS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Beta
Q: Is VIPS stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes VIPS Stock.
Q: Is Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares stock a good investment?
A: The consensus rating for Vipshop Holdings Limited American Depositary Shares each representing two ordinary shares is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of VIPS stock?
A: The consensus rating for VIPS is Wait until speculative trend diminishes.
Q: What is the prediction period for VIPS stock?
A: The prediction period for VIPS is (n+3 month)

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