Modelling A.I. in Economics

YTRA Yatra Online Inc. Ordinary Shares (Forecast)

Outlook: Yatra Online Inc. Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 02 Apr 2023 for (n+1 year)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Yatra Online Inc. Ordinary Shares prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Logistic Regression1,2,3,4 and it is concluded that the YTRA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. How do predictive algorithms actually work?
  2. How accurate is machine learning in stock market?
  3. How do you decide buy or sell a stock?

YTRA Target Price Prediction Modeling Methodology

We consider Yatra Online Inc. Ordinary Shares Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of YTRA 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(Logistic 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(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of YTRA 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?

YTRA Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: YTRA Yatra Online Inc. Ordinary Shares
Time series to forecast n: 02 Apr 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 Yatra Online Inc. Ordinary Shares

  1. When measuring a loss allowance for a lease receivable, the cash flows used for determining the expected credit losses should be consistent with the cash flows used in measuring the lease receivable in accordance with IFRS 16 Leases.
  2. IFRS 15, issued in May 2014, amended paragraphs 3.1.1, 4.2.1, 5.1.1, 5.2.1, 5.7.6, B3.2.13, B5.7.1, C5 and C42 and deleted paragraph C16 and its related heading. Paragraphs 5.1.3 and 5.7.1A, and a definition to Appendix A, were added. An entity shall apply those amendments when it applies IFRS 15.
  3. This Standard does not specify a method for assessing whether a hedging relationship meets the hedge effectiveness requirements. However, an entity shall use a method that captures the relevant characteristics of the hedging relationship including the sources of hedge ineffectiveness. Depending on those factors, the method can be a qualitative or a quantitative assessment.
  4. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.

*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

Yatra Online Inc. Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Yatra Online Inc. Ordinary Shares prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Logistic Regression1,2,3,4 and it is concluded that the YTRA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

YTRA Yatra Online Inc. Ordinary Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Caa2
Balance SheetB2B3
Leverage RatiosB3B3
Cash FlowCaa2Baa2
Rates of Return and ProfitabilityBaa2B1

*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: 75 out of 100 with 486 signals.

References

  1. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
  2. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
  3. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  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. Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
  6. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  7. Ruiz FJ, Athey S, Blei DM. 2017. SHOPPER: a probabilistic model of consumer choice with substitutes and complements. arXiv:1711.03560 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for YTRA stock?
A: YTRA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Logistic Regression
Q: Is YTRA stock a buy or sell?
A: The dominant strategy among neural network is to Buy YTRA Stock.
Q: Is Yatra Online Inc. Ordinary Shares stock a good investment?
A: The consensus rating for Yatra Online Inc. Ordinary Shares is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of YTRA stock?
A: The consensus rating for YTRA is Buy.
Q: What is the prediction period for YTRA stock?
A: The prediction period for YTRA is (n+1 year)

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