Modelling A.I. in Economics

ATCOL Stock Price Prediction

Outlook: Atlas Corp. 7.125% Notes due 2027 is assigned short-term B2 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (News Feed Sentiment Analysis)
Hypothesis Testing : Paired T-Test
Surveillance : Major exchange and OTC

1The accuracy of the model is being monitored on a regular basis.(15-minute period)

2Time series is updated based on short-term trends.

Abstract

Atlas Corp. 7.125% Notes due 2027 prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Paired T-Test1,2,3,4 and it is concluded that the ATCOL 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 3 Month period, the dominant strategy among neural network is: Hold

Graph 37

Key Points

  1. How do predictive algorithms actually work?
  2. What is the use of Markov decision process?
  3. Operational Risk

ATCOL Target Price Prediction Modeling Methodology

We consider Atlas Corp. 7.125% Notes due 2027 Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of ATCOL 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(Paired T-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):→ 3 Month e x rx

n:Time series to forecast

p:Price signals of ATCOL 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.

Paired T-Test

A paired t-test is a statistical test that compares the means of two paired samples. In a paired t-test, each data point in one sample is paired with a data point in the other sample. The pairs are typically related in some way, such as before and after measurements, or measurements from the same subject under different conditions. The paired t-test is a parametric test, which means that it assumes that the data is normally distributed. The paired t-test is also a dependent samples test, which means that the data points in each pair are correlated.

 

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?

ATCOL Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: ATCOL Atlas Corp. 7.125% Notes due 2027
Time series to forecast: 3 Month

According to price forecasts, the dominant strategy among neural network is: Hold

Strategic Interaction Table Legend:

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%

Financial Data Adjustments for Modular Neural Network (News Feed Sentiment Analysis) based ATCOL Stock Prediction Model

  1. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, 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.
  2. In some cases, the qualitative and non-statistical quantitative information available may be sufficient to determine that a financial instrument has met the criterion for the recognition of a loss allowance at an amount equal to lifetime expected credit losses. That is, the information does not need to flow through a statistical model or credit ratings process in order to determine whether there has been a significant increase in the credit risk of the financial instrument. In other cases, an entity may need to consider other information, including information from its statistical models or credit ratings processes.
  3. An entity may manage and evaluate the performance of a group of financial liabilities or financial assets and financial liabilities in such a way that measuring that group at fair value through profit or loss results in more relevant information. The focus in this instance is on the way the entity manages and evaluates performance, instead of on the nature of its financial instruments.
  4. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.

*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.

ATCOL Atlas Corp. 7.125% Notes due 2027 Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B1
Income StatementB1C
Balance SheetCaa2Ba1
Leverage RatiosCBaa2
Cash FlowB1B1
Rates of Return and ProfitabilityBa1B3

*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?

Conclusions

Atlas Corp. 7.125% Notes due 2027 is assigned short-term B2 & long-term B1 estimated rating. Atlas Corp. 7.125% Notes due 2027 prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Paired T-Test1,2,3,4 and it is concluded that the ATCOL stock is predictable in the short/long term. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Hold

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 534 signals.

References

  1. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  2. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  3. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
  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. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  6. Van der Vaart AW. 2000. Asymptotic Statistics. Cambridge, UK: Cambridge Univ. Press
  7. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
Frequently Asked QuestionsQ: What is the prediction methodology for ATCOL stock?
A: ATCOL stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Paired T-Test
Q: Is ATCOL stock a buy or sell?
A: The dominant strategy among neural network is to Hold ATCOL Stock.
Q: Is Atlas Corp. 7.125% Notes due 2027 stock a good investment?
A: The consensus rating for Atlas Corp. 7.125% Notes due 2027 is Hold and is assigned short-term B2 & long-term B1 estimated rating.
Q: What is the consensus rating of ATCOL stock?
A: The consensus rating for ATCOL is Hold.
Q: What is the prediction period for ATCOL stock?
A: The prediction period for ATCOL is 3 Month

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