Modelling A.I. in Economics

Where Will SPTKU Stock Be in 16 Weeks?

Outlook: SportsTek Acquisition Corp. Unit is assigned short-term B2 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Active Learning (ML)
Hypothesis Testing : Multiple Regression
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

SportsTek Acquisition Corp. Unit prediction model is evaluated with Active Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the SPTKU stock is predictable in the short/long term. Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Buy

Graph 46

Key Points

  1. What is a prediction confidence?
  2. Which neural network is best for prediction?
  3. Understanding Buy, Sell, and Hold Ratings

SPTKU Target Price Prediction Modeling Methodology

We consider SportsTek Acquisition Corp. Unit Decision Process with Active Learning (ML) where A is the set of discrete actions of SPTKU 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(Multiple Regression)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(Active Learning (ML)) X S(n):→ 16 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of SPTKU stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Active Learning (ML)

Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative.

Multiple Regression

Multiple regression is a statistical method that analyzes the relationship between a dependent variable and multiple independent variables. The dependent variable is the variable that is being predicted, and the independent variables are the variables that are used to predict the dependent variable. Multiple regression is a more complex statistical method than simple linear regression, which only analyzes the relationship between a dependent variable and one independent variable. Multiple regression can be used to analyze more complex relationships between variables, and it can also be used to control for confounding variables. A confounding variable is a variable that is correlated with both the dependent variable and one or more of the independent variables. Confounding variables can distort the relationship between the dependent variable and the independent variables. Multiple regression can be used to control for confounding variables by including them in the model.

 

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?

SPTKU Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: SPTKU SportsTek Acquisition Corp. Unit
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 Active Learning (ML) based SPTKU Stock Prediction Model

  1. The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
  2. 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.
  3. Paragraph 5.5.4 requires that lifetime expected credit losses are recognised on all financial instruments for which there has been significant increases in credit risk since initial recognition. In order to meet this objective, if an entity is not able to group financial instruments for which the credit risk is considered to have increased significantly since initial recognition based on shared credit risk characteristics, the entity should recognise lifetime expected credit losses on a portion of the financial assets for which credit risk is deemed to have increased significantly. The aggregation of financial instruments to assess whether there are changes in credit risk on a collective basis may change over time as new information becomes available on groups of, or individual, financial instruments.
  4. An entity shall assess at the inception of the hedging relationship, and on an ongoing basis, whether a hedging relationship meets the hedge effectiveness requirements. At a minimum, an entity shall perform the ongoing assessment at each reporting date or upon a significant change in the circumstances affecting the hedge effectiveness requirements, whichever comes first. The assessment relates to expectations about hedge effectiveness and is therefore only forward-looking.

*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.

SPTKU SportsTek Acquisition Corp. Unit Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B1
Income StatementBaa2C
Balance SheetB3Baa2
Leverage RatiosB3Baa2
Cash FlowB3B1
Rates of Return and ProfitabilityCaa2C

*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

SportsTek Acquisition Corp. Unit is assigned short-term B2 & long-term B1 estimated rating. SportsTek Acquisition Corp. Unit prediction model is evaluated with Active Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the SPTKU 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 784 signals.

References

  1. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  2. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  3. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  4. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  5. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
  6. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  7. 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.
Frequently Asked QuestionsQ: What is the prediction methodology for SPTKU stock?
A: SPTKU stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Multiple Regression
Q: Is SPTKU stock a buy or sell?
A: The dominant strategy among neural network is to Buy SPTKU Stock.
Q: Is SportsTek Acquisition Corp. Unit stock a good investment?
A: The consensus rating for SportsTek Acquisition Corp. Unit is Buy and is assigned short-term B2 & long-term B1 estimated rating.
Q: What is the consensus rating of SPTKU stock?
A: The consensus rating for SPTKU is Buy.
Q: What is the prediction period for SPTKU stock?
A: The prediction period for SPTKU is 16 Weeks

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