Modelling A.I. in Economics

AUS Austerlitz Acquisition Corporation I Class A Ordinary Shares (Forecast)

Outlook: Austerlitz Acquisition Corporation I Class A Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 23 May 2023 for (n+3 month)
Methodology : Modular Neural Network (Emotional Trigger/Responses Analysis)

Abstract

Austerlitz Acquisition Corporation I Class A Ordinary Shares prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the AUS stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. Probability Distribution
  3. Can machine learning predict?

AUS Target Price Prediction Modeling Methodology

We consider Austerlitz Acquisition Corporation I Class A Ordinary Shares Decision Process with Modular Neural Network (Emotional Trigger/Responses Analysis) where A is the set of discrete actions of AUS 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(Wilcoxon Rank-Sum 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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of AUS 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?

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

Sample Set: Neural Network
Stock/Index: AUS Austerlitz Acquisition Corporation I Class A Ordinary Shares
Time series to forecast n: 23 May 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 Austerlitz Acquisition Corporation I Class A Ordinary Shares

  1. 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.
  2. If a financial instrument is designated in accordance with paragraph 6.7.1 as measured at fair value through profit or loss after its initial recognition, or was previously not recognised, the difference at the time of designation between the carrying amount, if any, and the fair value shall immediately be recognised in profit or loss. For financial assets measured at fair value through other comprehensive income in accordance with paragraph 4.1.2A, the cumulative gain or loss previously recognised in other comprehensive income shall immediately be reclassified from equity to profit or loss as a reclassification adjustment.
  3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  4. An entity shall apply Annual Improvements to IFRS Standards 2018–2020 to financial liabilities that are modified or exchanged on or after the beginning of the annual reporting period in which the entity first applies the amendment.

*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

Austerlitz Acquisition Corporation I Class A Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Austerlitz Acquisition Corporation I Class A Ordinary Shares prediction model is evaluated with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the AUS stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

AUS Austerlitz Acquisition Corporation I Class A Ordinary Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa1
Balance SheetCaa2Baa2
Leverage RatiosBa3B3
Cash FlowBaa2C
Rates of Return and ProfitabilityB1Caa2

*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: 91 out of 100 with 477 signals.

References

  1. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  2. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  3. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
  5. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
  6. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  7. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
Frequently Asked QuestionsQ: What is the prediction methodology for AUS stock?
A: AUS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test
Q: Is AUS stock a buy or sell?
A: The dominant strategy among neural network is to Hold AUS Stock.
Q: Is Austerlitz Acquisition Corporation I Class A Ordinary Shares stock a good investment?
A: The consensus rating for Austerlitz Acquisition Corporation I Class A Ordinary Shares is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AUS stock?
A: The consensus rating for AUS is Hold.
Q: What is the prediction period for AUS stock?
A: The prediction period for AUS is (n+3 month)

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