Modelling A.I. in Economics

Tremor International Ltd. American Depository Shares is assigned short-term B2 & long-term B1 estimated rating.

Outlook: Tremor International Ltd. American Depository Shares is assigned short-term B2 & long-term B1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 25 Jun 2023 for 16 Weeks
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Tremor International Ltd. American Depository Shares prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the TRMR stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Graph 29

Key Points

  1. Prediction Modeling
  2. Probability Distribution
  3. How do predictive algorithms actually work?

TRMR Target Price Prediction Modeling Methodology

We consider Tremor International Ltd. American Depository Shares Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of 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(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 (News Feed Sentiment Analysis)) X S(n):→ 16 Weeks S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of TRMR stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (News Feed Sentiment Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.

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?

TRMR Stock Forecast (Buy or Sell) for 16 Weeks

Sample Set: Neural Network
Stock/Index: TRMR Tremor International Ltd. American Depository Shares
Time series to forecast n: 25 Jun 2023 for 16 Weeks

According to price forecasts for 16 Weeks 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 Tremor International Ltd. American Depository Shares

  1. Rebalancing does not apply if the risk management objective for a hedging relationship has changed. Instead, hedge accounting for that hedging relationship shall be discontinued (despite that an entity might designate a new hedging relationship that involves the hedging instrument or hedged item of the previous hedging relationship as described in paragraph B6.5.28).
  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. An entity shall apply this Standard retrospectively, in accordance with IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors, except as specified in paragraphs 7.2.4–7.2.26 and 7.2.28. This Standard shall not be applied to items that have already been derecognised at the date of initial application.
  4. To the extent that a transfer of a financial asset does not qualify for derecognition, the transferor's contractual rights or obligations related to the transfer are not accounted for separately as derivatives if recognising both the derivative and either the transferred asset or the liability arising from the transfer would result in recognising the same rights or obligations twice. For example, a call option retained by the transferor may prevent a transfer of financial assets from being accounted for as a sale. In that case, the call option is not separately recognised as a derivative asset.

*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. American Depository Shares is assigned short-term B2 & long-term B1 estimated rating. Tremor International Ltd. American Depository Shares prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the TRMR stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

TRMR Tremor International Ltd. American Depository Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B1
Income StatementCaa2Caa2
Balance SheetCC
Leverage RatiosBaa2Baa2
Cash FlowCaa2B1
Rates of Return and ProfitabilityB1B2

*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: 73 out of 100 with 648 signals.

References

  1. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  2. Imai K, Ratkovic M. 2013. Estimating treatment effect heterogeneity in randomized program evaluation. Ann. Appl. Stat. 7:443–70
  3. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  4. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
  5. 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
  6. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  7. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
Frequently Asked QuestionsQ: What is the prediction methodology for TRMR stock?
A: TRMR stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is TRMR stock a buy or sell?
A: The dominant strategy among neural network is to Sell TRMR Stock.
Q: Is Tremor International Ltd. American Depository Shares stock a good investment?
A: The consensus rating for Tremor International Ltd. American Depository Shares is Sell and is assigned short-term B2 & long-term B1 estimated rating.
Q: What is the consensus rating of TRMR stock?
A: The consensus rating for TRMR is Sell.
Q: What is the prediction period for TRMR stock?
A: The prediction period for TRMR is 16 Weeks

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.