Modelling A.I. in Economics

IMAX Imax Corporation Common Stock

Outlook: Imax Corporation Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 18 May 2023 for (n+3 month)
Methodology : Ensemble Learning (ML)

Abstract

Imax Corporation Common Stock prediction model is evaluated with Ensemble Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the IMAX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. How do you know when a stock will go up or down?
  2. Why do we need predictive models?
  3. Which neural network is best for prediction?

IMAX Target Price Prediction Modeling Methodology

We consider Imax Corporation Common Stock Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of IMAX 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(Ensemble Learning (ML)) X S(n):→ (n+3 month) i = 1 n s i

n:Time series to forecast

p:Price signals of IMAX 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?

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

Sample Set: Neural Network
Stock/Index: IMAX Imax Corporation Common Stock
Time series to forecast n: 18 May 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 Imax Corporation Common Stock

  1. As with all fair value measurements, an entity's measurement method for determining the portion of the change in the liability's fair value that is attributable to changes in its credit risk must make maximum use of relevant observable inputs and minimum use of unobservable inputs.
  2. If, at the date of initial application, it is impracticable (as defined in IAS 8) for an entity to assess a modified time value of money element in accordance with paragraphs B4.1.9B–B4.1.9D on the basis of the facts and circumstances that existed at the initial recognition of the financial asset, an entity shall assess the contractual cash flow characteristics of that financial asset on the basis of the facts and circumstances that existed at the initial recognition of the financial asset without taking into account the requirements related to the modification of the time value of money element in paragraphs B4.1.9B–B4.1.9D. (See also paragraph 42R of IFRS 7.)
  3. However, an entity is not required to separately recognise interest revenue or impairment gains or losses for a financial asset measured at fair value through profit or loss. Consequently, when an entity reclassifies a financial asset out of the fair value through profit or loss measurement category, the effective interest rate is determined on the basis of the fair value of the asset at the reclassification date. In addition, for the purposes of applying Section 5.5 to the financial asset from the reclassification date, the date of the reclassification is treated as the date of initial recognition.
  4. If, in applying paragraph 7.2.44, an entity reinstates a discontinued hedging relationship, the entity shall read references in paragraphs 6.9.11 and 6.9.12 to the date the alternative benchmark rate is designated as a noncontractually specified risk component for the first time as referring to the date of initial application of these amendments (ie the 24-month period for that alternative benchmark rate designated as a non-contractually specified risk component begins from the date of initial application of these amendments).

*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

Imax Corporation Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Imax Corporation Common Stock prediction model is evaluated with Ensemble Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the IMAX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

IMAX Imax Corporation Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Ba2
Balance SheetCCaa2
Leverage RatiosBaa2Baa2
Cash FlowCCaa2
Rates of Return and ProfitabilityB3Baa2

*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 828 signals.

References

  1. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  2. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  3. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  4. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  5. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  6. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  7. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
Frequently Asked QuestionsQ: What is the prediction methodology for IMAX stock?
A: IMAX stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Independent T-Test
Q: Is IMAX stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes IMAX Stock.
Q: Is Imax Corporation Common Stock stock a good investment?
A: The consensus rating for Imax Corporation Common Stock is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of IMAX stock?
A: The consensus rating for IMAX is Wait until speculative trend diminishes.
Q: What is the prediction period for IMAX stock?
A: The prediction period for IMAX is (n+3 month)

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