Modelling A.I. in Economics

BRSHW Stock: A Sinking Ship?

Outlook: Bruush Oral Care Inc. Warrant is assigned short-term Ba3 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Ensemble Learning (ML)
Hypothesis Testing : Wilcoxon Rank-Sum 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.

Summary

Bruush Oral Care Inc. Warrant prediction model is evaluated with Ensemble Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the BRSHW stock is predictable in the short/long term. Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average. According to price forecasts for 6 Month period, the dominant strategy among neural network is: Sell

Graph 7

Key Points

  1. What is a prediction confidence?
  2. Stock Rating
  3. Reaction Function

BRSHW Target Price Prediction Modeling Methodology

We consider Bruush Oral Care Inc. Warrant Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of BRSHW 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 Rank-Sum 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(Ensemble Learning (ML)) X S(n):→ 6 Month R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of BRSHW stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Ensemble Learning (ML)

Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.

Wilcoxon Rank-Sum 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?

BRSHW Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: BRSHW Bruush Oral Care Inc. Warrant
Time series to forecast: 6 Month

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

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 Ensemble Learning (ML) based BRSHW Stock Prediction Model

  1. If a variable-rate financial liability bears interest of (for example) three-month LIBOR minus 20 basis points (with a floor at zero basis points), an entity can designate as the hedged item the change in the cash flows of that entire liability (ie three-month LIBOR minus 20 basis points—including the floor) that is attributable to changes in LIBOR. Hence, as long as the three-month LIBOR forward curve for the remaining life of that liability does not fall below 20 basis points, the hedged item has the same cash flow variability as a liability that bears interest at three-month LIBOR with a zero or positive spread. However, if the three-month LIBOR forward curve for the remaining life of that liability (or a part of it) falls below 20 basis points, the hedged item has a lower cash flow variability than a liability that bears interest at threemonth LIBOR with a zero or positive spread.
  2. In accordance with the hedge effectiveness requirements, the hedge ratio of the hedging relationship must be the same as that resulting from the quantity of the hedged item that the entity actually hedges and the quantity of the hedging instrument that the entity actually uses to hedge that quantity of hedged item. Hence, if an entity hedges less than 100 per cent of the exposure on an item, such as 85 per cent, it shall designate the hedging relationship using a hedge ratio that is the same as that resulting from 85 per cent of the exposure and the quantity of the hedging instrument that the entity actually uses to hedge those 85 per cent. Similarly, if, for example, an entity hedges an exposure using a nominal amount of 40 units of a financial instrument, it shall designate the hedging relationship using a hedge ratio that is the same as that resulting from that quantity of 40 units (ie the entity must not use a hedge ratio based on a higher quantity of units that it might hold in total or a lower quantity of units) and the quantity of the hedged item that it actually hedges with those 40 units.
  3. In accordance with paragraph 4.1.3(a), principal is the fair value of the financial asset at initial recognition. However that principal amount may change over the life of the financial asset (for example, if there are repayments of principal).
  4. When an entity first applies this Standard, it may choose as its accounting policy to continue to apply the hedge accounting requirements of IAS 39 instead of the requirements in Chapter 6 of this Standard. An entity shall apply that policy to all of its hedging relationships. An entity that chooses that policy shall also apply IFRIC 16 Hedges of a Net Investment in a Foreign Operation without the amendments that conform that Interpretation to the requirements in Chapter 6 of this Standard.

*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.

BRSHW Bruush Oral Care Inc. Warrant Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3B2
Income StatementBaa2Caa2
Balance SheetB3Caa2
Leverage RatiosBaa2Baa2
Cash FlowB2Ba3
Rates of Return and ProfitabilityB3C

*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

Bruush Oral Care Inc. Warrant is assigned short-term Ba3 & long-term B2 estimated rating. Bruush Oral Care Inc. Warrant prediction model is evaluated with Ensemble Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the BRSHW stock is predictable in the short/long term. According to price forecasts for 6 Month period, the dominant strategy among neural network is: Sell

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 755 signals.

References

  1. Hornik K, Stinchcombe M, White H. 1989. Multilayer feedforward networks are universal approximators. Neural Netw. 2:359–66
  2. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
  3. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
  4. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  5. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  6. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  7. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
Frequently Asked QuestionsQ: What is the prediction methodology for BRSHW stock?
A: BRSHW stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is BRSHW stock a buy or sell?
A: The dominant strategy among neural network is to Sell BRSHW Stock.
Q: Is Bruush Oral Care Inc. Warrant stock a good investment?
A: The consensus rating for Bruush Oral Care Inc. Warrant is Sell and is assigned short-term Ba3 & long-term B2 estimated rating.
Q: What is the consensus rating of BRSHW stock?
A: The consensus rating for BRSHW is Sell.
Q: What is the prediction period for BRSHW stock?
A: The prediction period for BRSHW is 6 Month

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