Modelling A.I. in Economics

ACB:TSX Aurora Cannabis Inc. (Forecast)

Outlook: Aurora Cannabis Inc. is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 20 May 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Aurora Cannabis Inc. prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Paired T-Test1,2,3,4 and it is concluded that the ACB:TSX stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. How do you decide buy or sell a stock?
  2. How do you know when a stock will go up or down?
  3. What are the most successful trading algorithms?

ACB:TSX Target Price Prediction Modeling Methodology

We consider Aurora Cannabis Inc. Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of ACB:TSX 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(Paired T-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 (Social Media Sentiment Analysis)) X S(n):→ (n+4 weeks) r s rs

n:Time series to forecast

p:Price signals of ACB:TSX 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?

ACB:TSX Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: ACB:TSX Aurora Cannabis Inc.
Time series to forecast n: 20 May 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

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 Aurora Cannabis Inc.

  1. A hedge of a firm commitment (for example, a hedge of the change in fuel price relating to an unrecognised contractual commitment by an electric utility to purchase fuel at a fixed price) is a hedge of an exposure to a change in fair value. Accordingly, such a hedge is a fair value hedge. However, in accordance with paragraph 6.5.4, a hedge of the foreign currency risk of a firm commitment could alternatively be accounted for as a cash flow hedge.
  2. Rebalancing is accounted for as a continuation of the hedging relationship in accordance with paragraphs B6.5.9–B6.5.21. On rebalancing, the hedge ineffectiveness of the hedging relationship is determined and recognised immediately before adjusting the hedging relationship.
  3. For a financial guarantee contract, the entity is required to make payments only in the event of a default by the debtor in accordance with the terms of the instrument that is guaranteed. Accordingly, cash shortfalls are the expected payments to reimburse the holder for a credit loss that it incurs less any amounts that the entity expects to receive from the holder, the debtor or any other party. If the asset is fully guaranteed, the estimation of cash shortfalls for a financial guarantee contract would be consistent with the estimations of cash shortfalls for the asset subject to the guarantee
  4. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.

*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

Aurora Cannabis Inc. is assigned short-term Ba1 & long-term Ba1 estimated rating. Aurora Cannabis Inc. prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Paired T-Test1,2,3,4 and it is concluded that the ACB:TSX stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

ACB:TSX Aurora Cannabis Inc. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Ba3
Balance SheetCaa2C
Leverage RatiosB2Caa2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityBaa2B3

*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: 73 out of 100 with 578 signals.

References

  1. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  2. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  3. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  4. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  5. Gentzkow M, Kelly BT, Taddy M. 2017. Text as data. NBER Work. Pap. 23276
  6. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  7. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
Frequently Asked QuestionsQ: What is the prediction methodology for ACB:TSX stock?
A: ACB:TSX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Paired T-Test
Q: Is ACB:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold ACB:TSX Stock.
Q: Is Aurora Cannabis Inc. stock a good investment?
A: The consensus rating for Aurora Cannabis Inc. is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ACB:TSX stock?
A: The consensus rating for ACB:TSX is Hold.
Q: What is the prediction period for ACB:TSX stock?
A: The prediction period for ACB:TSX is (n+4 weeks)

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