Modelling A.I. in Economics

LON:WPHO Stock: The Stock Market Is a Time Bomb

Outlook: WINDAR PHOTONICS PLC is assigned short-term Ba3 & long-term Ba3 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 : Wilcoxon Sign-Rank 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.

Summary

WINDAR PHOTONICS PLC prediction model is evaluated with Multi-Instance Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the LON:WPHO 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 3

Key Points

  1. What is prediction in deep learning?
  2. How can neural networks improve predictions?
  3. Stock Forecast Based On a Predictive Algorithm

LON:WPHO Target Price Prediction Modeling Methodology

We consider WINDAR PHOTONICS PLC Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of LON:WPHO 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(Wilcoxon Sign-Rank 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(Multi-Instance Learning (ML)) X S(n):→ 1 Year e x rx

n:Time series to forecast

p:Price signals of LON:WPHO 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.

Wilcoxon Sign-Rank Test

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that 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?

LON:WPHO Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: LON:WPHO WINDAR PHOTONICS PLC
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 LON:WPHO Stock Prediction Model

  1. If an entity has applied paragraph 7.2.6 then at the date of initial application the entity shall recognise any difference between the fair value of the entire hybrid contract at the date of initial application and the sum of the fair values of the components of the hybrid contract at the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.
  2. Paragraph 6.3.4 permits an entity to designate as hedged items aggregated exposures that are a combination of an exposure and a derivative. When designating such a hedged item, an entity assesses whether the aggregated exposure combines an exposure with a derivative so that it creates a different aggregated exposure that is managed as one exposure for a particular risk (or risks). In that case, the entity may designate the hedged item on the basis of the aggregated exposure
  3. If there is a hedging relationship between a non-derivative monetary asset and a non-derivative monetary liability, changes in the foreign currency component of those financial instruments are presented in profit or loss.
  4. An entity need not undertake an exhaustive search for information but shall consider all reasonable and supportable information that is available without undue cost or effort and that is relevant to the estimate of expected credit losses, including the effect of expected prepayments. The information used shall include factors that are specific to the borrower, general economic conditions and an assessment of both the current as well as the forecast direction of conditions at the reporting date. An entity may use various sources of data, that may be both internal (entity-specific) and external. Possible data sources include internal historical credit loss experience, internal ratings, credit loss experience of other entities and external ratings, reports and statistics. Entities that have no, or insufficient, sources of entityspecific data may use peer group experience for the comparable financial instrument (or groups of financial instruments).

*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.

LON:WPHO WINDAR PHOTONICS PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Income StatementCCaa2
Balance SheetB3Baa2
Leverage RatiosBaa2Baa2
Cash FlowBaa2Ba3
Rates of Return and ProfitabilityBa1Caa2

*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

WINDAR PHOTONICS PLC is assigned short-term Ba3 & long-term Ba3 estimated rating. WINDAR PHOTONICS PLC prediction model is evaluated with Multi-Instance Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the LON:WPHO 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: 80 out of 100 with 560 signals.

References

  1. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]
  2. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  3. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  4. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  5. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  6. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  7. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
Frequently Asked QuestionsQ: What is the prediction methodology for LON:WPHO stock?
A: LON:WPHO stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is LON:WPHO stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:WPHO Stock.
Q: Is WINDAR PHOTONICS PLC stock a good investment?
A: The consensus rating for WINDAR PHOTONICS PLC is Hold and is assigned short-term Ba3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of LON:WPHO stock?
A: The consensus rating for LON:WPHO is Hold.
Q: What is the prediction period for LON:WPHO stock?
A: The prediction period for LON:WPHO is 1 Year

People also ask

⚐ What are the top stocks to invest in right now?
☵ What happens to stocks when they're delisted?
This project is licensed under the license; additional terms may apply.