Modelling A.I. in Economics

AGRO Adecoagro S.A. Common Shares

Outlook: Adecoagro S.A. Common Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 05 Jun 2023 for (n+1 year)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Adecoagro S.A. Common Shares prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square1,2,3,4 and it is concluded that the AGRO stock is predictable in the short/long term. According to price forecasts for (n+1 year) 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. How accurate is machine learning in stock market?
  3. Prediction Modeling

AGRO Target Price Prediction Modeling Methodology

We consider Adecoagro S.A. Common Shares Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of AGRO 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(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

p:Price signals of AGRO 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?

AGRO Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: AGRO Adecoagro S.A. Common Shares
Time series to forecast n: 05 Jun 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 Adecoagro S.A. Common Shares

  1. The business model may be to hold assets to collect contractual cash flows even if the entity sells financial assets when there is an increase in the assets' credit risk. To determine whether there has been an increase in the assets' credit risk, the entity considers reasonable and supportable information, including forward looking information. Irrespective of their frequency and value, sales due to an increase in the assets' credit risk are not inconsistent with a business model whose objective is to hold financial assets to collect contractual cash flows because the credit quality of financial assets is relevant to the entity's ability to collect contractual cash flows. Credit risk management activities that are aimed at minimising potential credit losses due to credit deterioration are integral to such a business model. Selling a financial asset because it no longer meets the credit criteria specified in the entity's documented investment policy is an example of a sale that has occurred due to an increase in credit risk. However, in the absence of such a policy, the entity may demonstrate in other ways that the sale occurred due to an increase in credit risk.
  2. If an entity prepares interim financial reports in accordance with IAS 34 Interim Financial Reporting the entity need not apply the requirements in this Standard to interim periods prior to the date of initial application if it is impracticable (as defined in IAS 8).
  3. Time value of money is the element of interest that provides consideration for only the passage of time. That is, the time value of money element does not provide consideration for other risks or costs associated with holding the financial asset. In order to assess whether the element provides consideration for only the passage of time, an entity applies judgement and considers relevant factors such as the currency in which the financial asset is denominated and the period for which the interest rate is set.
  4. 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 and the restated financial statements reflect all the requirements in this Standard. 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.

*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

Adecoagro S.A. Common Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Adecoagro S.A. Common Shares prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square1,2,3,4 and it is concluded that the AGRO stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

AGRO Adecoagro S.A. Common Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2C
Balance SheetBa3Caa2
Leverage RatiosCB3
Cash FlowCaa2C
Rates of Return and ProfitabilityCaa2Ba2

*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 644 signals.

References

  1. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  2. Mnih A, Teh YW. 2012. A fast and simple algorithm for training neural probabilistic language models. In Proceedings of the 29th International Conference on Machine Learning, pp. 419–26. La Jolla, CA: Int. Mach. Learn. Soc.
  3. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  4. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  5. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  6. J. Filar, L. Kallenberg, and H. Lee. Variance-penalized Markov decision processes. Mathematics of Opera- tions Research, 14(1):147–161, 1989
  7. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
Frequently Asked QuestionsQ: What is the prediction methodology for AGRO stock?
A: AGRO stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square
Q: Is AGRO stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes AGRO Stock.
Q: Is Adecoagro S.A. Common Shares stock a good investment?
A: The consensus rating for Adecoagro S.A. Common Shares is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AGRO stock?
A: The consensus rating for AGRO is Wait until speculative trend diminishes.
Q: What is the prediction period for AGRO stock?
A: The prediction period for AGRO is (n+1 year)

People also ask

⚐ What are the top stocks to invest in right now?
☵ What happens to stocks when they're delisted?
This project is licensed under the license; additional terms may apply.