Modelling A.I. in Economics

SPTKW Stock Forecast: A Hold For The Next 1 Year

Outlook: SportsTek Acquisition Corp. Warrant is assigned short-term B2 & 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 : Paired T-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.

Abstract

SportsTek Acquisition Corp. Warrant prediction model is evaluated with Multi-Instance Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the SPTKW 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 9

Key Points

  1. Probability Distribution
  2. What are buy sell or hold recommendations?
  3. Understanding Buy, Sell, and Hold Ratings

SPTKW Target Price Prediction Modeling Methodology

We consider SportsTek Acquisition Corp. Warrant Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of SPTKW 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(Paired T-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 i = 1 n s i

n:Time series to forecast

p:Price signals of SPTKW 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.

Paired T-Test

A paired t-test is a statistical test that compares the means of two paired samples. In a paired t-test, each data point in one sample is paired with a data point in the other sample. The pairs are typically related in some way, such as before and after measurements, or measurements from the same subject under different conditions. The paired t-test is a parametric test, which means that it assumes that the data is normally distributed. The paired t-test is also a dependent samples test, which means that the data points in each pair are correlated.

 

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?

SPTKW Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: SPTKW SportsTek Acquisition Corp. Warrant
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 SPTKW Stock Prediction Model

  1. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.
  2. For lifetime expected credit losses, an entity shall estimate the risk of a default occurring on the financial instrument during its expected life. 12-month expected credit losses are a portion of the lifetime expected credit losses and represent the lifetime cash shortfalls that will result if a default occurs in the 12 months after the reporting date (or a shorter period if the expected life of a financial instrument is less than 12 months), weighted by the probability of that default occurring. Thus, 12-month expected credit losses are neither the lifetime expected credit losses that an entity will incur on financial instruments that it predicts will default in the next 12 months nor the cash shortfalls that are predicted over the next 12 months.
  3. If a component of the cash flows of a financial or a non-financial item is designated as the hedged item, that component must be less than or equal to the total cash flows of the entire item. However, all of the cash flows of the entire item may be designated as the hedged item and hedged for only one particular risk (for example, only for those changes that are attributable to changes in LIBOR or a benchmark commodity price).
  4. The risk of a default occurring on financial instruments that have comparable credit risk is higher the longer the expected life of the instrument; for example, the risk of a default occurring on an AAA-rated bond with an expected life of 10 years is higher than that on an AAA-rated bond with an expected life of five years.

*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.

SPTKW SportsTek Acquisition Corp. Warrant Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Income StatementCaa2B3
Balance SheetCBa3
Leverage RatiosB1Baa2
Cash FlowBaa2Ba1
Rates of Return and ProfitabilityB3Caa2

*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. Warrant is assigned short-term B2 & long-term Ba3 estimated rating. SportsTek Acquisition Corp. Warrant prediction model is evaluated with Multi-Instance Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the SPTKW 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: 83 out of 100 with 803 signals.

References

  1. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  2. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
  3. V. Mnih, K. Kavukcuoglu, D. Silver, A. Rusu, J. Veness, M. Bellemare, A. Graves, M. Riedmiller, A. Fidjeland, G. Ostrovski, S. Petersen, C. Beattie, A. Sadik, I. Antonoglou, H. King, D. Kumaran, D. Wierstra, S. Legg, and D. Hassabis. Human-level control through deep reinforcement learning. Nature, 518(7540):529–533, 02 2015.
  4. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  5. Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
  6. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  7. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
Frequently Asked QuestionsQ: What is the prediction methodology for SPTKW stock?
A: SPTKW stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Paired T-Test
Q: Is SPTKW stock a buy or sell?
A: The dominant strategy among neural network is to Hold SPTKW Stock.
Q: Is SportsTek Acquisition Corp. Warrant stock a good investment?
A: The consensus rating for SportsTek Acquisition Corp. Warrant is Hold and is assigned short-term B2 & long-term Ba3 estimated rating.
Q: What is the consensus rating of SPTKW stock?
A: The consensus rating for SPTKW is Hold.
Q: What is the prediction period for SPTKW stock?
A: The prediction period for SPTKW is 1 Year

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