Modelling A.I. in Economics

TPIC TPI Composites Inc. Common Stock (Forecast)

Outlook: TPI Composites Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 09 May 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

TPI Composites Inc. Common Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Multiple Regression1,2,3,4 and it is concluded that the TPIC stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. Stock Rating
  2. How do you pick a stock?
  3. Trust metric by Neural Network

TPIC Target Price Prediction Modeling Methodology

We consider TPI Composites Inc. Common Stock Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of TPIC 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(Multiple Regression)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 Volatility Analysis)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of TPIC 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?

TPIC Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: TPIC TPI Composites Inc. Common Stock
Time series to forecast n: 09 May 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) 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 TPI Composites Inc. Common Stock

  1. When using historical credit loss experience in estimating expected credit losses, it is important that information about historical credit loss rates is applied to groups that are defined in a manner that is consistent with the groups for which the historical credit loss rates were observed. Consequently, the method used shall enable each group of financial assets to be associated with information about past credit loss experience in groups of financial assets with similar risk characteristics and with relevant observable data that reflects current conditions.
  2. An entity shall apply the amendments to IFRS 9 made by IFRS 17 as amended in June 2020 retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.37–7.2.42.
  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. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income subsequent changes in the fair value of particular investments in equity instruments. Such an investment is not a monetary item. Accordingly, the gain or loss that is presented in other comprehensive income in accordance with paragraph 5.7.5 includes any related foreign exchange component.

*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

TPI Composites Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. TPI Composites Inc. Common Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Multiple Regression1,2,3,4 and it is concluded that the TPIC stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

TPIC TPI Composites Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Ba2
Balance SheetCB3
Leverage RatiosB3Baa2
Cash FlowBa1C
Rates of Return and ProfitabilityCCaa2

*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: 83 out of 100 with 558 signals.

References

  1. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  2. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  3. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  4. 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.
  5. 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).
  6. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  7. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
Frequently Asked QuestionsQ: What is the prediction methodology for TPIC stock?
A: TPIC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Multiple Regression
Q: Is TPIC stock a buy or sell?
A: The dominant strategy among neural network is to Hold TPIC Stock.
Q: Is TPI Composites Inc. Common Stock stock a good investment?
A: The consensus rating for TPI Composites Inc. Common Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of TPIC stock?
A: The consensus rating for TPIC is Hold.
Q: What is the prediction period for TPIC stock?
A: The prediction period for TPIC is (n+8 weeks)

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