Modelling A.I. in Economics

BRAG:TSX Stock: Future is Bright, But the Stock May Be Overvalued

Outlook: Bragg Gaming Group Inc. is assigned short-term Ba3 & 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 : Modular Neural Network (Speculative Sentiment Analysis)
Hypothesis Testing : Stepwise 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

Bragg Gaming Group Inc. prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression1,2,3,4 and it is concluded that the BRAG:TSX stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for speculative sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Buy

Graph 8

Key Points

  1. Prediction Modeling
  2. Understanding Buy, Sell, and Hold Ratings
  3. Technical Analysis with Algorithmic Trading

BRAG:TSX Target Price Prediction Modeling Methodology

We consider Bragg Gaming Group Inc. Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of BRAG: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(Stepwise 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(Modular Neural Network (Speculative Sentiment Analysis)) X S(n):→ 16 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of BRAG:TSX stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (Speculative Sentiment Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for speculative sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising.

Stepwise Regression

Stepwise regression is a method of variable selection in which variables are added or removed from a model one at a time, based on their statistical significance. There are two main types of stepwise regression: forward selection and backward elimination. In forward selection, variables are added to the model one at a time, starting with the variable with the highest F-statistic. The F-statistic is a measure of how much improvement in the model is gained by adding the variable. Variables are added to the model until no variable adds a statistically significant improvement to 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?

BRAG:TSX Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: BRAG:TSX Bragg Gaming Group Inc.
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 Modular Neural Network (Speculative Sentiment Analysis) based BRAG:TSX Stock Prediction Model

  1. IFRS 17, issued in May 2017, amended paragraphs 2.1, B2.1, B2.4, B2.5 and B4.1.30, and added paragraph 3.3.5. Amendments to IFRS 17, issued in June 2020, further amended paragraph 2.1 and added paragraphs 7.2.36‒7.2.42. An entity shall apply those amendments when it applies IFRS 17.
  2. 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.
  3. If, at the date of initial application, it is impracticable (as defined in IAS 8) for an entity to assess whether the fair value of a prepayment feature was insignificant in accordance with paragraph B4.1.12(c) on the basis of the facts and circumstances that existed at the initial recognition of the financial asset, an entity shall assess the contractual cash flow characteristics of that financial asset on the basis of the facts and circumstances that existed at the initial recognition of the financial asset without taking into account the exception for prepayment features in paragraph B4.1.12. (See also paragraph 42S of IFRS 7.)
  4. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.

*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.

BRAG:TSX Bragg Gaming Group Inc. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Income StatementBaa2Caa2
Balance SheetCaa2Baa2
Leverage RatiosB3C
Cash FlowB1Ba3
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

Bragg Gaming Group Inc. is assigned short-term Ba3 & long-term B1 estimated rating. Bragg Gaming Group Inc. prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression1,2,3,4 and it is concluded that the BRAG:TSX 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: 86 out of 100 with 608 signals.

References

  1. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  2. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
  3. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  4. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  5. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
  6. 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.
  7. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
Frequently Asked QuestionsQ: What is the prediction methodology for BRAG:TSX stock?
A: BRAG:TSX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression
Q: Is BRAG:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Buy BRAG:TSX Stock.
Q: Is Bragg Gaming Group Inc. stock a good investment?
A: The consensus rating for Bragg Gaming Group Inc. is Buy and is assigned short-term Ba3 & long-term B1 estimated rating.
Q: What is the consensus rating of BRAG:TSX stock?
A: The consensus rating for BRAG:TSX is Buy.
Q: What is the prediction period for BRAG:TSX stock?
A: The prediction period for BRAG:TSX is 16 Weeks

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