Modelling A.I. in Economics

GCX METALS LIMITED is assigned short-term B2 & long-term B2 estimated rating.

Outlook: GCX METALS LIMITED is assigned short-term B2 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Dominant Strategy : Hold
Time series to forecast n: for 16 Weeks
Methodology : Modular Neural Network (DNN Layer)

Summary

GCX METALS LIMITED prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the GCX stock is predictable in the short/long term. In a modular neural network (MNN), a DNN layer is a type of module that is used to learn complex relationships between input and output data. DNN layers are made up of a series of artificial neurons, which are connected to each other by weighted edges. The weights of the edges are adjusted during training to minimize the error between the network's predictions and the desired output. DNN layers are used in a variety of MNN applications, including natural language processing, speech recognition, and machine translation. In natural language processing, DNN layers are used to extract features from text data, such as the sentiment of a sentence or the topic of a conversation. In speech recognition, DNN layers are used to convert audio data into text data. In machine translation, DNN layers are used to translate text from one language to another. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Hold

Graph 49

Key Points

  1. Game Theory
  2. Which neural network is best for prediction?
  3. How useful are statistical predictions?

GCX Target Price Prediction Modeling Methodology

We consider GCX METALS LIMITED Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of GCX 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(Wilcoxon Sign-Rank 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(Modular Neural Network (DNN Layer)) X S(n):→ 16 Weeks e x rx

n:Time series to forecast

p:Price signals of GCX stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (DNN Layer)

In a modular neural network (MNN), a DNN layer is a type of module that is used to learn complex relationships between input and output data. DNN layers are made up of a series of artificial neurons, which are connected to each other by weighted edges. The weights of the edges are adjusted during training to minimize the error between the network's predictions and the desired output. DNN layers are used in a variety of MNN applications, including natural language processing, speech recognition, and machine translation. In natural language processing, DNN layers are used to extract features from text data, such as the sentiment of a sentence or the topic of a conversation. In speech recognition, DNN layers are used to convert audio data into text data. In machine translation, DNN layers are used to translate text from one language to another.

Wilcoxon Sign-Rank Test

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.

 

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?

GCX Stock Forecast (Buy or Sell) for 16 Weeks

Sample Set: Neural Network
Stock/Index: GCX GCX METALS LIMITED
Time series to forecast n: 16 Weeks

According to price forecasts for 16 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 GCX METALS LIMITED

  1. At the date of initial application, an entity is permitted to make the designation in paragraph 2.5 for contracts that already exist on the date but only if it designates all similar contracts. The change in the net assets resulting from such designations shall be recognised in retained earnings at the date of initial application.
  2. Financial assets that are held within a business model whose objective is to hold assets in order to collect contractual cash flows are managed to realise cash flows by collecting contractual payments over the life of the instrument. That is, the entity manages the assets held within the portfolio to collect those particular contractual cash flows (instead of managing the overall return on the portfolio by both holding and selling assets). In determining whether cash flows are going to be realised by collecting the financial assets' contractual cash flows, it is necessary to consider the frequency, value and timing of sales in prior periods, the reasons for those sales and expectations about future sales activity. However sales in themselves do not determine the business model and therefore cannot be considered in isolation. Instead, information about past sales and expectations about future sales provide evidence related to how the entity's stated objective for managing the financial assets is achieved and, specifically, how cash flows are realised. An entity must consider information about past sales within the context of the reasons for those sales and the conditions that existed at that time as compared to current conditions.
  3. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.
  4. An entity can rebut this presumption. However, it can do so only when it has reasonable and supportable information available that demonstrates that even if contractual payments become more than 30 days past due, this does not represent a significant increase in the credit risk of a financial instrument. For example when non-payment was an administrative oversight, instead of resulting from financial difficulty of the borrower, or the entity has access to historical evidence that demonstrates that there is no correlation between significant increases in the risk of a default occurring and financial assets on which payments are more than 30 days past due, but that evidence does identify such a correlation when payments are more than 60 days past due.

*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

GCX METALS LIMITED is assigned short-term B2 & long-term B2 estimated rating. GCX METALS LIMITED prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the GCX stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Hold

GCX GCX METALS LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B2
Income StatementB3Baa2
Balance SheetB3C
Leverage RatiosBa3C
Cash FlowCB3
Rates of Return and ProfitabilityBaa2B1

*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 550 signals.

References

  1. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  3. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  4. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  5. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
  6. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  7. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
Frequently Asked QuestionsQ: What is the prediction methodology for GCX stock?
A: GCX stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test
Q: Is GCX stock a buy or sell?
A: The dominant strategy among neural network is to Hold GCX Stock.
Q: Is GCX METALS LIMITED stock a good investment?
A: The consensus rating for GCX METALS LIMITED is Hold and is assigned short-term B2 & long-term B2 estimated rating.
Q: What is the consensus rating of GCX stock?
A: The consensus rating for GCX is Hold.
Q: What is the prediction period for GCX stock?
A: The prediction period for GCX is 16 Weeks

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