Modelling A.I. in Economics

SLNAW Stock: Maximize your return

Outlook: Selina Hospitality PLC Warrant is assigned short-term Ba3 & long-term Ba2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Transductive Learning (ML)
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

Selina Hospitality PLC Warrant prediction model is evaluated with Transductive Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the SLNAW stock is predictable in the short/long term. Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Buy

Graph 8

Key Points

  1. What is the use of Markov decision process?
  2. How accurate is machine learning in stock market?
  3. Trading Interaction

SLNAW Target Price Prediction Modeling Methodology

We consider Selina Hospitality PLC Warrant Decision Process with Transductive Learning (ML) where A is the set of discrete actions of SLNAW 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(Transductive Learning (ML)) X S(n):→ 16 Weeks i = 1 n s i

n:Time series to forecast

p:Price signals of SLNAW stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Transductive Learning (ML)

Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels.

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?

SLNAW Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: SLNAW Selina Hospitality PLC Warrant
Time series to forecast: 16 Weeks

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

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 Transductive Learning (ML) based SLNAW Stock Prediction Model

  1. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.
  2. An entity that first applies IFRS 17 as amended in June 2020 after it first applies this Standard shall apply paragraphs 7.2.39–7.2.42. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  3. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
  4. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.

*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.

SLNAW Selina Hospitality PLC Warrant Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba2
Income StatementB3Ba2
Balance SheetBa3B1
Leverage RatiosBa3Baa2
Cash FlowBa1Baa2
Rates of Return and ProfitabilityBaa2B3

*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

Selina Hospitality PLC Warrant is assigned short-term Ba3 & long-term Ba2 estimated rating. Selina Hospitality PLC Warrant prediction model is evaluated with Transductive Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the SLNAW stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Buy

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 508 signals.

References

  1. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  2. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
  3. 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
  4. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  5. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  6. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  7. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
Frequently Asked QuestionsQ: What is the prediction methodology for SLNAW stock?
A: SLNAW stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Paired T-Test
Q: Is SLNAW stock a buy or sell?
A: The dominant strategy among neural network is to Buy SLNAW Stock.
Q: Is Selina Hospitality PLC Warrant stock a good investment?
A: The consensus rating for Selina Hospitality PLC Warrant is Buy and is assigned short-term Ba3 & long-term Ba2 estimated rating.
Q: What is the consensus rating of SLNAW stock?
A: The consensus rating for SLNAW is Buy.
Q: What is the prediction period for SLNAW stock?
A: The prediction period for SLNAW is 16 Weeks

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