Modelling A.I. in Economics

Medicenna Therapeutics Corp. is assigned short-term B1 & long-term Ba2 estimated rating.

Outlook: Medicenna Therapeutics Corp. is assigned short-term B1 & 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 : Wilcoxon Rank-Sum 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

Medicenna Therapeutics Corp. prediction model is evaluated with Transductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the MDNA:TSX 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 37

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. What statistical methods are used to analyze data?
  3. How accurate is machine learning in stock market?

MDNA:TSX Target Price Prediction Modeling Methodology

We consider Medicenna Therapeutics Corp. Decision Process with Transductive Learning (ML) where A is the set of discrete actions of MDNA: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(Wilcoxon Rank-Sum 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 r i

n:Time series to forecast

p:Price signals of MDNA:TSX 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.

Wilcoxon Rank-Sum 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?

MDNA:TSX Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: MDNA:TSX Medicenna Therapeutics Corp.
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 MDNA:TSX Stock Prediction Model

  1. The accounting for the time value of options in accordance with paragraph 6.5.15 applies only to the extent that the time value relates to the hedged item (aligned time value). The time value of an option relates to the hedged item if the critical terms of the option (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the option and the hedged item are not fully aligned, an entity shall determine the aligned time value, ie how much of the time value included in the premium (actual time value) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.15). An entity determines the aligned time value using the valuation of the option that would have critical terms that perfectly match the hedged item.
  2. Interest Rate Benchmark Reform—Phase 2, which amended IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16, issued in August 2020, added paragraphs 5.4.5–5.4.9, 6.8.13, Section 6.9 and paragraphs 7.2.43–7.2.46. An entity shall apply these amendments for annual periods beginning on or after 1 January 2021. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
  3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods only if it is possible to do so without the use of hindsight. If an entity restates prior periods, the restated financial statements must reflect all the requirements in this Standard for the affected financial instruments. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  4. The purpose of estimating expected credit losses is neither to estimate a worstcase scenario nor to estimate the best-case scenario. Instead, an estimate of expected credit losses shall always reflect the possibility that a credit loss occurs and the possibility that no credit loss occurs even if the most likely outcome is no credit loss.

*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.

MDNA:TSX Medicenna Therapeutics Corp. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Income StatementCBaa2
Balance SheetBaa2Baa2
Leverage RatiosCBaa2
Cash FlowBaa2Ba3
Rates of Return and ProfitabilityB1Caa2

*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

Medicenna Therapeutics Corp. is assigned short-term B1 & long-term Ba2 estimated rating. Medicenna Therapeutics Corp. prediction model is evaluated with Transductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the MDNA: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: 72 out of 100 with 575 signals.

References

  1. E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
  2. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  3. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  4. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  5. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
  6. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  7. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
Frequently Asked QuestionsQ: What is the prediction methodology for MDNA:TSX stock?
A: MDNA:TSX stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is MDNA:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Buy MDNA:TSX Stock.
Q: Is Medicenna Therapeutics Corp. stock a good investment?
A: The consensus rating for Medicenna Therapeutics Corp. is Buy and is assigned short-term B1 & long-term Ba2 estimated rating.
Q: What is the consensus rating of MDNA:TSX stock?
A: The consensus rating for MDNA:TSX is Buy.
Q: What is the prediction period for MDNA:TSX stock?
A: The prediction period for MDNA:TSX is 16 Weeks

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