AUC Score :
Short-Term Revised :
Dominant Strategy : Speculative Trend
Time series to forecast n:
Methodology : Multi-Task Learning (ML)
Hypothesis Testing : Independent T-Test
Surveillance : Major exchange and OTC
Summary
Weyco Group Inc. Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the WEYS stock is predictable in the short/long term. Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Speculative Trend
Key Points
- Technical Analysis with Algorithmic Trading
- What is prediction model?
- What is Markov decision process in reinforcement learning?
WEYS Target Price Prediction Modeling Methodology
We consider Weyco Group Inc. Common Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of WEYS 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(Independent T-Test)5,6,7= X R(Multi-Task Learning (ML)) X S(n):→ 3 Month
n:Time series to forecast
p:Price signals of WEYS stock
j:Nash equilibria (Neural Network)
k:Dominated move
a:Best response for target price
Multi-Task Learning (ML)
Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently.Independent T-Test
An independent t-test is a statistical test that compares the means of two independent samples. In an independent t-test, the data points in each sample are not related to each other. The independent t-test is a parametric test, which means that it assumes that the data is normally distributed. The independent t-test is also a two-sample test, which means that it compares the means of two independent samples.
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?
WEYS Stock Forecast (Buy or Sell) for 3 Month
Sample Set: Neural NetworkStock/Index: WEYS Weyco Group Inc. Common Stock
Time series to forecast: 3 Month
According to price forecasts for 3 Month period, the dominant strategy among neural network is: Speculative Trend
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 Weyco Group Inc. Common Stock
- An embedded prepayment option in an interest-only or principal-only strip is closely related to the host contract provided the host contract (i) initially resulted from separating the right to receive contractual cash flows of a financial instrument that, in and of itself, did not contain an embedded derivative, and (ii) does not contain any terms not present in the original host debt contract.
- Paragraphs 6.9.7–6.9.13 provide exceptions to the requirements specified in those paragraphs only. An entity shall apply all other hedge accounting requirements in this Standard, including the qualifying criteria in paragraph 6.4.1, to hedging relationships that were directly affected by interest rate benchmark reform.
- The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
- One of the defining characteristics of a derivative is that it has an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors. An option contract meets that definition because the premium is less than the investment that would be required to obtain the underlying financial instrument to which the option is linked. A currency swap that requires an initial exchange of different currencies of equal fair values meets the definition because it has a zero initial net investment.
*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
Weyco Group Inc. Common Stock is assigned short-term B2 & long-term B1 estimated rating. Weyco Group Inc. Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Independent T-Test1,2,3,4 and it is concluded that the WEYS stock is predictable in the short/long term. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Speculative Trend
WEYS Weyco Group Inc. Common Stock Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B2 | B1 |
Income Statement | B1 | B2 |
Balance Sheet | B2 | Baa2 |
Leverage Ratios | Baa2 | B2 |
Cash Flow | C | Caa2 |
Rates of Return and Profitability | Caa2 | Ba3 |
*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
References
- Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
- Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
- E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
- Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
- 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.
- N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
- ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market? (No. Stock Analysis). AC Investment Research.
Frequently Asked Questions
Q: What is the prediction methodology for WEYS stock?A: WEYS stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Independent T-Test
Q: Is WEYS stock a buy or sell?
A: The dominant strategy among neural network is to Speculative Trend WEYS Stock.
Q: Is Weyco Group Inc. Common Stock stock a good investment?
A: The consensus rating for Weyco Group Inc. Common Stock is Speculative Trend and is assigned short-term B2 & long-term B1 estimated rating.
Q: What is the consensus rating of WEYS stock?
A: The consensus rating for WEYS is Speculative Trend.
Q: What is the prediction period for WEYS stock?
A: The prediction period for WEYS is 3 Month
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