Modelling A.I. in Economics

Where Will SRAX Stock Be in 4 Weeks?

Outlook: SRAX Inc. Class A Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 07 Jun 2023 for 4 Weeks
Methodology : Multi-Instance Learning (ML)

Abstract

SRAX Inc. Class A Common Stock prediction model is evaluated with Multi-Instance Learning (ML) and Stepwise Regression1,2,3,4 and it is concluded that the SRAX stock is predictable in the short/long term. Multi-instance learning (MIL) is a machine learning (ML) problem where a dataset consists of multiple instances, and each instance is associated with a single label. The goal of MIL is to learn a model that can predict the label of a new instance based on the labels of the instances that it is similar to. MIL is a challenging problem because the instances in a dataset are not labeled individually. This means that the model cannot simply learn a mapping from the features of an instance to its label. Instead, the model must learn a way to combine the features of multiple instances to predict the label of a new instance. According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Hold

Key Points

  1. Prediction Modeling
  2. How do you decide buy or sell a stock?
  3. How can neural networks improve predictions?

SRAX Target Price Prediction Modeling Methodology

We consider SRAX Inc. Class A Common Stock Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of SRAX 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(Stepwise 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(Multi-Instance Learning (ML)) X S(n):→ 4 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SRAX stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price



Multi-instance learning (MIL) is a machine learning (ML) problem where a dataset consists of multiple instances, and each instance is associated with a single label. The goal of MIL is to learn a model that can predict the label of a new instance based on the labels of the instances that it is similar to. MIL is a challenging problem because the instances in a dataset are not labeled individually. This means that the model cannot simply learn a mapping from the features of an instance to its label. Instead, the model must learn a way to combine the features of multiple instances to predict the label of a new instance.

Stepwise regression is a method of variable selection in which variables are added or removed from a model one at a time, based on their statistical significance. There are two main types of stepwise regression: forward selection and backward elimination. In forward selection, variables are added to the model one at a time, starting with the variable with the highest F-statistic. The F-statistic is a measure of how much improvement in the model is gained by adding the variable. Variables are added to the model until no variable adds a statistically significant improvement to the model.

 

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?

SRAX Stock Forecast (Buy or Sell) for 4 Weeks

Sample Set: Neural Network
Stock/Index: SRAX SRAX Inc. Class A Common Stock
Time series to forecast n: 07 Jun 2023 for 4 Weeks

According to price forecasts for 4 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 SRAX Inc. Class A Common Stock

  1. If, at the date of initial application, determining whether there has been a significant increase in credit risk since initial recognition would require undue cost or effort, an entity shall recognise a loss allowance at an amount equal to lifetime expected credit losses at each reporting date until that financial instrument is derecognised (unless that financial instrument is low credit risk at a reporting date, in which case paragraph 7.2.19(a) applies).
  2. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).
  3. IFRS 16, issued in January 2016, amended paragraphs 2.1, 5.5.15, B4.3.8, B5.5.34 and B5.5.46. An entity shall apply those amendments when it applies IFRS 16.
  4. For the purpose of determining whether a forecast transaction (or a component thereof) is highly probable as required by paragraph 6.3.3, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.

*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

SRAX Inc. Class A Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. SRAX Inc. Class A Common Stock prediction model is evaluated with Multi-Instance Learning (ML) and Stepwise Regression1,2,3,4 and it is concluded that the SRAX stock is predictable in the short/long term. According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Hold

SRAX SRAX Inc. Class A Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Caa2
Balance SheetCaa2Baa2
Leverage RatiosB2Ba3
Cash FlowCBa3
Rates of Return and ProfitabilityBaa2C

*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 494 signals.

References

  1. 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.
  2. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  3. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  4. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  5. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
  6. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  7. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
Frequently Asked QuestionsQ: What is the prediction methodology for SRAX stock?
A: SRAX stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Stepwise Regression
Q: Is SRAX stock a buy or sell?
A: The dominant strategy among neural network is to Hold SRAX Stock.
Q: Is SRAX Inc. Class A Common Stock stock a good investment?
A: The consensus rating for SRAX Inc. Class A Common Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SRAX stock?
A: The consensus rating for SRAX is Hold.
Q: What is the prediction period for SRAX stock?
A: The prediction period for SRAX is 4 Weeks

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