Modelling A.I. in Economics

AMT ALLEGRA ORTHOPAEDICS LIMITED (Forecast)

Outlook: ALLEGRA ORTHOPAEDICS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 10 May 2023 for (n+3 month)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

ALLEGRA ORTHOPAEDICS LIMITED prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the AMT stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

Key Points

  1. How do you pick a stock?
  2. Decision Making
  3. Why do we need predictive models?

AMT Target Price Prediction Modeling Methodology

We consider ALLEGRA ORTHOPAEDICS LIMITED Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of AMT 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(Independent 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 (Market News Sentiment Analysis)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of AMT 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?

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

Sample Set: Neural Network
Stock/Index: AMT ALLEGRA ORTHOPAEDICS LIMITED
Time series to forecast n: 10 May 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

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 ALLEGRA ORTHOPAEDICS LIMITED

  1. For the purpose of determining whether a forecast transaction (or a component thereof) is highly probable as required by paragraph 6.3.3, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  2. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
  3. An entity is not required to incorporate forecasts of future conditions over the entire expected life of a financial instrument. The degree of judgement that is required to estimate expected credit losses depends on the availability of detailed information. As the forecast horizon increases, the availability of detailed information decreases and the degree of judgement required to estimate expected credit losses increases. The estimate of expected credit losses does not require a detailed estimate for periods that are far in the future—for such periods, an entity may extrapolate projections from available, detailed information.
  4. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.

*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

ALLEGRA ORTHOPAEDICS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. ALLEGRA ORTHOPAEDICS LIMITED prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the AMT stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

AMT ALLEGRA ORTHOPAEDICS LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Caa2
Balance SheetBaa2C
Leverage RatiosBaa2Baa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBaa2Baa2

*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: 76 out of 100 with 648 signals.

References

  1. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  2. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  3. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  4. S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
  5. Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
  6. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
Frequently Asked QuestionsQ: What is the prediction methodology for AMT stock?
A: AMT stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Independent T-Test
Q: Is AMT stock a buy or sell?
A: The dominant strategy among neural network is to Sell AMT Stock.
Q: Is ALLEGRA ORTHOPAEDICS LIMITED stock a good investment?
A: The consensus rating for ALLEGRA ORTHOPAEDICS LIMITED is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AMT stock?
A: The consensus rating for AMT is Sell.
Q: What is the prediction period for AMT stock?
A: The prediction period for AMT is (n+3 month)

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