Modelling A.I. in Economics

Is TNX:TSX Stock Expected to Go Up?

Outlook: TRX Gold Corporation is assigned short-term Ba2 & 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 : Multi-Instance Learning (ML)
Hypothesis Testing : Factor
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

TRX Gold Corporation prediction model is evaluated with Multi-Instance Learning (ML) and Factor1,2,3,4 and it is concluded that the TNX:TSX 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 1 Year period, the dominant strategy among neural network is: Hold

Graph 27

Key Points

  1. What are the most successful trading algorithms?
  2. What is prediction in deep learning?
  3. Trading Signals

TNX:TSX Target Price Prediction Modeling Methodology

We consider TRX Gold Corporation Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of TNX:TSX 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(Factor)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):→ 1 Year S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of TNX:TSX stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Multi-Instance Learning (ML)

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.

Factor

In statistics, a factor is a variable that can influence the value of another variable. Factors can be categorical or continuous. Categorical factors have a limited number of possible values, such as gender (male or female) or blood type (A, B, AB, or O). Continuous factors can have an infinite number of possible values, such as height or weight. Factors can be used to explain the variation in a dependent variable. For example, a study might find that there is a relationship between gender and height. In this case, gender would be the independent variable, height would be the dependent variable, and the factor would be gender.

 

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?

TNX:TSX Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: TNX:TSX TRX Gold Corporation
Time series to forecast: 1 Year

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 Multi-Instance Learning (ML) based TNX:TSX Stock Prediction Model

  1. An entity may retain the right to a part of the interest payments on transferred assets as compensation for servicing those assets. The part of the interest payments that the entity would give up upon termination or transfer of the servicing contract is allocated to the servicing asset or servicing liability. The part of the interest payments that the entity would not give up is an interest-only strip receivable. For example, if the entity would not give up any interest upon termination or transfer of the servicing contract, the entire interest spread is an interest-only strip receivable. For the purposes of applying paragraph 3.2.13, the fair values of the servicing asset and interest-only strip receivable are used to allocate the carrying amount of the receivable between the part of the asset that is derecognised and the part that continues to be recognised. If there is no servicing fee specified or the fee to be received is not expected to compensate the entity adequately for performing the servicing, a liability for the servicing obligation is recognised at fair value.
  2. In some circumstances, the renegotiation or modification of the contractual cash flows of a financial asset can lead to the derecognition of the existing financial asset in accordance with this Standard. When the modification of a financial asset results in the derecognition of the existing financial asset and the subsequent recognition of the modified financial asset, the modified asset is considered a 'new' financial asset for the purposes of this Standard.
  3. IFRS 7 defines credit risk as 'the risk that one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation'. The requirement in paragraph 5.7.7(a) relates to the risk that the issuer will fail to perform on that particular liability. It does not necessarily relate to the creditworthiness of the issuer. For example, if an entity issues a collateralised liability and a non-collateralised liability that are otherwise identical, the credit risk of those two liabilities will be different, even though they are issued by the same entity. The credit risk on the collateralised liability will be less than the credit risk of the non-collateralised liability. The credit risk for a collateralised liability may be close to zero.
  4. If, in applying paragraph 7.2.44, an entity reinstates a discontinued hedging relationship, the entity shall read references in paragraphs 6.9.11 and 6.9.12 to the date the alternative benchmark rate is designated as a noncontractually specified risk component for the first time as referring to the date of initial application of these amendments (ie the 24-month period for that alternative benchmark rate designated as a non-contractually specified risk component begins from the date of initial application of these amendments).

*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.

TNX:TSX TRX Gold Corporation Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba2B1
Income StatementBaa2B2
Balance SheetCCaa2
Leverage RatiosBaa2Ba3
Cash FlowBaa2B2
Rates of Return and ProfitabilityCaa2Baa2

*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

TRX Gold Corporation is assigned short-term Ba2 & long-term B1 estimated rating. TRX Gold Corporation prediction model is evaluated with Multi-Instance Learning (ML) and Factor1,2,3,4 and it is concluded that the TNX:TSX stock is predictable in the short/long term. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Hold

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 739 signals.

References

  1. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  2. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  3. Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
  4. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  5. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  6. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  7. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
Frequently Asked QuestionsQ: What is the prediction methodology for TNX:TSX stock?
A: TNX:TSX stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Factor
Q: Is TNX:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold TNX:TSX Stock.
Q: Is TRX Gold Corporation stock a good investment?
A: The consensus rating for TRX Gold Corporation is Hold and is assigned short-term Ba2 & long-term B1 estimated rating.
Q: What is the consensus rating of TNX:TSX stock?
A: The consensus rating for TNX:TSX is Hold.
Q: What is the prediction period for TNX:TSX stock?
A: The prediction period for TNX:TSX is 1 Year

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