Modelling A.I. in Economics

LON:TRMR TREMOR INTERNATIONAL LTD (Forecast)

Outlook: TREMOR INTERNATIONAL LTD is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 24 May 2023 for (n+4 weeks)
Methodology : Active Learning (ML)

Abstract

TREMOR INTERNATIONAL LTD prediction model is evaluated with Active Learning (ML) and Chi-Square1,2,3,4 and it is concluded that the LON:TRMR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Can machine learning predict?
  2. What is Markov decision process in reinforcement learning?
  3. Is it better to buy and sell or hold?

LON:TRMR Target Price Prediction Modeling Methodology

We consider TREMOR INTERNATIONAL LTD Decision Process with Active Learning (ML) where A is the set of discrete actions of LON:TRMR 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(Chi-Square)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(Active Learning (ML)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LON:TRMR 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?

LON:TRMR Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:TRMR TREMOR INTERNATIONAL LTD
Time series to forecast n: 24 May 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) 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 TREMOR INTERNATIONAL LTD

  1. Paragraph 4.1.1(b) requires an entity to classify a financial asset on the basis of its contractual cash flow characteristics if the financial asset is held within a business model whose objective is to hold assets to collect contractual cash flows or within a business model whose objective is achieved by both collecting contractual cash flows and selling financial assets, unless paragraph 4.1.5 applies. To do so, the condition in paragraphs 4.1.2(b) and 4.1.2A(b) requires an entity to determine whether the asset's contractual cash flows are solely payments of principal and interest on the principal amount outstanding.
  2. When an entity designates a financial liability as at fair value through profit or loss, it must determine whether presenting in other comprehensive income the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in profit or loss. An accounting mismatch would be created or enlarged if presenting the effects of changes in the liability's credit risk in other comprehensive income would result in a greater mismatch in profit or loss than if those amounts were presented in profit or loss
  3. The expected credit losses on a loan commitment shall be discounted using the effective interest rate, or an approximation thereof, that will be applied when recognising the financial asset resulting from the loan commitment. This is because for the purpose of applying the impairment requirements, a financial asset that is recognised following a draw down on a loan commitment shall be treated as a continuation of that commitment instead of as a new financial instrument. The expected credit losses on the financial asset shall therefore be measured considering the initial credit risk of the loan commitment from the date that the entity became a party to the irrevocable commitment.
  4. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.

*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

TREMOR INTERNATIONAL LTD is assigned short-term Ba1 & long-term Ba1 estimated rating. TREMOR INTERNATIONAL LTD prediction model is evaluated with Active Learning (ML) and Chi-Square1,2,3,4 and it is concluded that the LON:TRMR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

LON:TRMR TREMOR INTERNATIONAL LTD Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Caa2
Balance SheetB3B2
Leverage RatiosCC
Cash FlowCaa2B2
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: 81 out of 100 with 803 signals.

References

  1. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  2. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  3. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  4. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  5. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  6. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  7. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:TRMR stock?
A: LON:TRMR stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Chi-Square
Q: Is LON:TRMR stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes LON:TRMR Stock.
Q: Is TREMOR INTERNATIONAL LTD stock a good investment?
A: The consensus rating for TREMOR INTERNATIONAL LTD is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:TRMR stock?
A: The consensus rating for LON:TRMR is Wait until speculative trend diminishes.
Q: What is the prediction period for LON:TRMR stock?
A: The prediction period for LON:TRMR is (n+4 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.