AUC Score :
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n:
Methodology : Multi-Instance Learning (ML)
Hypothesis Testing : Statistical Hypothesis Testing
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
AcuityAds Holdings Inc. prediction model is evaluated with Multi-Instance Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the AT: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 16 Weeks period, the dominant strategy among neural network is: Sell
Key Points
- How useful are statistical predictions?
- Should I buy stocks now or wait amid such uncertainty?
- Decision Making
AT:TSX Target Price Prediction Modeling Methodology
We consider AcuityAds Holdings Inc. Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of AT: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(Statistical Hypothesis Testing)5,6,7= X R(Multi-Instance Learning (ML)) X S(n):→ 16 Weeks
n:Time series to forecast
p:Price signals of AT: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.Statistical Hypothesis Testing
Statistical hypothesis testing is a process used to determine whether there is enough evidence to support a claim about a population based on a sample. The process involves making two hypotheses, a null hypothesis and an alternative hypothesis, and then collecting data and using statistical tests to determine which hypothesis is more likely to be true. The null hypothesis is the statement that there is no difference between the population and the sample. The alternative hypothesis is the statement that there is a difference between the population and the sample. The statistical test is used to calculate a p-value, which is the probability of obtaining the observed data or more extreme data if the null hypothesis is true. A p-value of less than 0.05 is typically considered to be statistically significant, which means that there is less than a 5% chance of obtaining the observed data or more extreme data if 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?
AT:TSX Stock Forecast (Buy or Sell)
Sample Set: Neural NetworkStock/Index: AT:TSX AcuityAds Holdings Inc.
Time series to forecast: 16 Weeks
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 Multi-Instance Learning (ML) based AT:TSX Stock Prediction Model
- Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
- If an entity previously accounted for a derivative liability that is linked to, and must be settled by, delivery of an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) at cost in accordance with IAS 39, it shall measure that derivative liability at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings of the reporting period that includes the date of initial application.
- Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.
- When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
*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.
AT:TSX AcuityAds Holdings Inc. Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | Caa2 | Ba3 |
Income Statement | C | Ba3 |
Balance Sheet | C | Ba3 |
Leverage Ratios | B2 | B3 |
Cash Flow | B1 | Baa2 |
Rates of Return and Profitability | C | B1 |
*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
AcuityAds Holdings Inc. is assigned short-term Caa2 & long-term Ba3 estimated rating. AcuityAds Holdings Inc. prediction model is evaluated with Multi-Instance Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the AT:TSX stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell
Prediction Confidence Score
References
- V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
- A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
- Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
- Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
- J. Filar, L. Kallenberg, and H. Lee. Variance-penalized Markov decision processes. Mathematics of Opera- tions Research, 14(1):147–161, 1989
- Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
- Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
Frequently Asked Questions
Q: What is the prediction methodology for AT:TSX stock?A: AT:TSX stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Statistical Hypothesis Testing
Q: Is AT:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Sell AT:TSX Stock.
Q: Is AcuityAds Holdings Inc. stock a good investment?
A: The consensus rating for AcuityAds Holdings Inc. is Sell and is assigned short-term Caa2 & long-term Ba3 estimated rating.
Q: What is the consensus rating of AT:TSX stock?
A: The consensus rating for AT:TSX is Sell.
Q: What is the prediction period for AT:TSX stock?
A: The prediction period for AT:TSX is 16 Weeks
People also ask
⚐ What are the top stocks to invest in right now?☵ What happens to stocks when they're delisted?