Modelling A.I. in Economics

ZEST Ecoark Holdings Inc. Common Stock (Forecast)

Outlook: Ecoark Holdings Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 04 May 2023 for (n+3 month)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

Ecoark Holdings Inc. Common Stock prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Lasso Regression1,2,3,4 and it is concluded that the ZEST 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. Stock Rating
  2. Buy, Sell and Hold Signals
  3. Trust metric by Neural Network

ZEST Target Price Prediction Modeling Methodology

We consider Ecoark Holdings Inc. Common Stock Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of ZEST 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(Lasso 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 (Financial Sentiment Analysis)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of ZEST 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?

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

Sample Set: Neural Network
Stock/Index: ZEST Ecoark Holdings Inc. Common Stock
Time series to forecast n: 04 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 Ecoark Holdings Inc. Common Stock

  1. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).
  2. Historical information is an important anchor or base from which to measure expected credit losses. However, an entity shall adjust historical data, such as credit loss experience, on the basis of current observable data to reflect the effects of the current conditions and its forecasts of future conditions that did not affect the period on which the historical data is based, and to remove the effects of the conditions in the historical period that are not relevant to the future contractual cash flows. In some cases, the best reasonable and supportable information could be the unadjusted historical information, depending on the nature of the historical information and when it was calculated, compared to circumstances at the reporting date and the characteristics of the financial instrument being considered. Estimates of changes in expected credit losses should reflect, and be directionally consistent with, changes in related observable data from period to period
  3. Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.
  4. Adjusting the hedge ratio allows an entity to respond to changes in the relationship between the hedging instrument and the hedged item that arise from their underlyings or risk variables. For example, a hedging relationship in which the hedging instrument and the hedged item have different but related underlyings changes in response to a change in the relationship between those two underlyings (for example, different but related reference indices, rates or prices). Hence, rebalancing allows the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item chang

*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

Ecoark Holdings Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Ecoark Holdings Inc. Common Stock prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Lasso Regression1,2,3,4 and it is concluded that the ZEST 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

ZEST Ecoark Holdings Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBaa2
Balance SheetBaa2B3
Leverage RatiosCBaa2
Cash FlowCBaa2
Rates of Return and ProfitabilityCaa2Baa2

*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: 87 out of 100 with 791 signals.

References

  1. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  2. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  3. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  4. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  5. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  6. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., GXO Options & Futures Prediction. AC Investment Research Journal, 101(3).
  7. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
Frequently Asked QuestionsQ: What is the prediction methodology for ZEST stock?
A: ZEST stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Lasso Regression
Q: Is ZEST stock a buy or sell?
A: The dominant strategy among neural network is to Sell ZEST Stock.
Q: Is Ecoark Holdings Inc. Common Stock stock a good investment?
A: The consensus rating for Ecoark Holdings Inc. Common Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ZEST stock?
A: The consensus rating for ZEST is Sell.
Q: What is the prediction period for ZEST stock?
A: The prediction period for ZEST is (n+3 month)

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