Modelling A.I. in Economics

ALOR ALSP Orchid Acquisition Corporation I Class A Ordinary Share

Outlook: ALSP Orchid Acquisition Corporation I Class A Ordinary Share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 05 May 2023 for (n+4 weeks)
Methodology : Statistical Inference (ML)

Abstract

ALSP Orchid Acquisition Corporation I Class A Ordinary Share prediction model is evaluated with Statistical Inference (ML) and Spearman Correlation1,2,3,4 and it is concluded that the ALOR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Can neural networks predict stock market?
  2. What are the most successful trading algorithms?
  3. Should I buy stocks now or wait amid such uncertainty?

ALOR Target Price Prediction Modeling Methodology

We consider ALSP Orchid Acquisition Corporation I Class A Ordinary Share Decision Process with Statistical Inference (ML) where A is the set of discrete actions of ALOR 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(Spearman 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(Statistical Inference (ML)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of ALOR 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?

ALOR Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: ALOR ALSP Orchid Acquisition Corporation I Class A Ordinary Share
Time series to forecast n: 05 May 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) 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 ALSP Orchid Acquisition Corporation I Class A Ordinary Share

  1. For loan commitments, an entity considers changes in the risk of a default occurring on the loan to which a loan commitment relates. For financial guarantee contracts, an entity considers the changes in the risk that the specified debtor will default on the contract.
  2. An entity that first applies IFRS 17 as amended in June 2020 after it first applies this Standard shall apply paragraphs 7.2.39–7.2.42. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  3. When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
  4. There is a rebuttable presumption that unless inflation risk is contractually specified, it is not separately identifiable and reliably measurable and hence cannot be designated as a risk component of a financial instrument. However, in limited cases, it is possible to identify a risk component for inflation risk that is separately identifiable and reliably measurable because of the particular circumstances of the inflation environment and the relevant debt market

*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

ALSP Orchid Acquisition Corporation I Class A Ordinary Share is assigned short-term Ba1 & long-term Ba1 estimated rating. ALSP Orchid Acquisition Corporation I Class A Ordinary Share prediction model is evaluated with Statistical Inference (ML) and Spearman Correlation1,2,3,4 and it is concluded that the ALOR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

ALOR ALSP Orchid Acquisition Corporation I Class A Ordinary Share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Ba3
Balance SheetB2Caa2
Leverage RatiosBaa2B1
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBaa2Caa2

*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: 79 out of 100 with 611 signals.

References

  1. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  2. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  3. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  4. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  5. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  6. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
  7. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
Frequently Asked QuestionsQ: What is the prediction methodology for ALOR stock?
A: ALOR stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Spearman Correlation
Q: Is ALOR stock a buy or sell?
A: The dominant strategy among neural network is to Buy ALOR Stock.
Q: Is ALSP Orchid Acquisition Corporation I Class A Ordinary Share stock a good investment?
A: The consensus rating for ALSP Orchid Acquisition Corporation I Class A Ordinary Share is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ALOR stock?
A: The consensus rating for ALOR is Buy.
Q: What is the prediction period for ALOR stock?
A: The prediction period for ALOR is (n+4 weeks)

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