Modelling A.I. in Economics

ANALYZING SPH STOCK: A COMPREHENSIVE EVALUATION OF GROWTH POTENTIAL AND INVESTMENT OPPORTUNITIES

Outlook: Suburban Propane Partners L.P. Common Stock is assigned short-term B1 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Active Learning (ML)
Hypothesis Testing : Pearson Correlation
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

Suburban Propane Partners L.P. Common Stock prediction model is evaluated with Active Learning (ML) and Pearson Correlation1,2,3,4 and it is concluded that the SPH stock is predictable in the short/long term. Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative. According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Buy

Graph 47

Key Points

  1. Reaction Function
  2. Technical Analysis with Algorithmic Trading
  3. Why do we need predictive models?

SPH Target Price Prediction Modeling Methodology

We consider Suburban Propane Partners L.P. Common Stock Decision Process with Active Learning (ML) where A is the set of discrete actions of SPH 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(Pearson Correlation)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(Active Learning (ML)) X S(n):→ 4 Weeks R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of SPH stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Active Learning (ML)

Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative.

Pearson Correlation

Pearson correlation, also known as Pearson's product-moment correlation, is a measure of the linear relationship between two variables. It is a statistical measure that assesses the strength and direction of a linear relationship between two variables. The sign of the correlation coefficient indicates the direction of the relationship, while the magnitude of the correlation coefficient indicates the strength of the relationship. A correlation coefficient of 0.9 indicates a strong positive correlation, while a correlation coefficient of 0.2 indicates a weak positive correlation.

 

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?

SPH Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: SPH Suburban Propane Partners L.P. Common Stock
Time series to forecast: 4 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 Active Learning (ML) based SPH Stock Prediction Model

  1. An entity shall apply the amendments to IFRS 9 made by IFRS 17 as amended in June 2020 retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.37–7.2.42.
  2. 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.
  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 decision of an entity to designate a financial asset or financial liability as at fair value through profit or loss is similar to an accounting policy choice (although, unlike an accounting policy choice, it is not required to be applied consistently to all similar transactions). When an entity has such a choice, paragraph 14(b) of IAS 8 requires the chosen policy to result in the financial statements providing reliable and more relevant information about the effects of transactions, other events and conditions on the entity's financial position, financial performance or cash flows. For example, in the case of designation of a financial liability as at fair value through profit or loss, paragraph 4.2.2 sets out the two circumstances when the requirement for more relevant information will be met. Accordingly, to choose such designation in accordance with paragraph 4.2.2, the entity needs to demonstrate that it falls within one (or both) of these two circumstances.

*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.

SPH Suburban Propane Partners L.P. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1B2
Income StatementB1B3
Balance SheetB2C
Leverage RatiosB3C
Cash FlowB3Ba1
Rates of Return and ProfitabilityBaa2B1

*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

Suburban Propane Partners L.P. Common Stock is assigned short-term B1 & long-term B2 estimated rating. Suburban Propane Partners L.P. Common Stock prediction model is evaluated with Active Learning (ML) and Pearson Correlation1,2,3,4 and it is concluded that the SPH stock is predictable in the short/long term. According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Buy

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 472 signals.

References

  1. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  2. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
  3. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  4. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
  5. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
  6. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  7. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
Frequently Asked QuestionsQ: What is the prediction methodology for SPH stock?
A: SPH stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Pearson Correlation
Q: Is SPH stock a buy or sell?
A: The dominant strategy among neural network is to Buy SPH Stock.
Q: Is Suburban Propane Partners L.P. Common Stock stock a good investment?
A: The consensus rating for Suburban Propane Partners L.P. Common Stock is Buy and is assigned short-term B1 & long-term B2 estimated rating.
Q: What is the consensus rating of SPH stock?
A: The consensus rating for SPH is Buy.
Q: What is the prediction period for SPH stock?
A: The prediction period for SPH is 4 Weeks

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