Modelling A.I. in Economics

ARIZ Stock Price Prediction

Outlook: Arisz Acquisition Corp. Common Stock is assigned short-term B1 & long-term Ba2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Reinforcement Machine Learning (ML)
Hypothesis Testing : Linear 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

Arisz Acquisition Corp. Common Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Linear Regression1,2,3,4 and it is concluded that the ARIZ stock is predictable in the short/long term. Reinforcement machine learning (RL) is a type of machine learning where an agent learns to take actions in an environment in order to maximize a reward. The agent does this by trial and error, and is able to learn from its mistakes. RL is a powerful tool that can be used for a variety of tasks, including game playing, robotics, and finance. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Graph 7

Key Points

  1. Is now good time to invest?
  2. Trading Signals
  3. What is statistical models in machine learning?

ARIZ Target Price Prediction Modeling Methodology

We consider Arisz Acquisition Corp. Common Stock Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of ARIZ 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(Linear 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(Reinforcement Machine Learning (ML)) X S(n):→ 16 Weeks R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of ARIZ stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Reinforcement Machine Learning (ML)

Reinforcement machine learning (RL) is a type of machine learning where an agent learns to take actions in an environment in order to maximize a reward. The agent does this by trial and error, and is able to learn from its mistakes. RL is a powerful tool that can be used for a variety of tasks, including game playing, robotics, and finance.

Linear Regression

In statistics, linear regression is a method for estimating the relationship between a dependent variable and one or more independent variables. The dependent variable is the variable that is being predicted, and the independent variables are the variables that are used to predict the dependent variable. Linear regression assumes that the relationship between the dependent variable and the independent variables is linear. This means that the dependent variable can be represented as a straight line function of the independent variables.

 

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?

ARIZ Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: ARIZ Arisz Acquisition Corp. Common Stock
Time series to forecast: 16 Weeks

According to price forecasts, the dominant strategy among neural network is: Sell

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 Reinforcement Machine Learning (ML) based ARIZ Stock Prediction Model

  1. When rebalancing a hedging relationship, an entity shall update its analysis of the sources of hedge ineffectiveness that are expected to affect the hedging relationship during its (remaining) term (see paragraph B6.4.2). The documentation of the hedging relationship shall be updated accordingly.
  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. The following example describes a situation in which an accounting mismatch would be created in profit or loss if the effects of changes in the credit risk of the liability were presented in other comprehensive income. A mortgage bank provides loans to customers and funds those loans by selling bonds with matching characteristics (eg amount outstanding, repayment profile, term and currency) in the market. The contractual terms of the loan permit the mortgage customer to prepay its loan (ie satisfy its obligation to the bank) by buying the corresponding bond at fair value in the market and delivering that bond to the mortgage bank. As a result of that contractual prepayment right, if the credit quality of the bond worsens (and, thus, the fair value of the mortgage bank's liability decreases), the fair value of the mortgage bank's loan asset also decreases. The change in the fair value of the asset reflects the mortgage customer's contractual right to prepay the mortgage loan by buying the underlying bond at fair value (which, in this example, has decreased) and delivering the bond to the mortgage bank. Consequently, the effects of changes in the credit risk of the liability (the bond) will be offset in profit or loss by a corresponding change in the fair value of a financial asset (the loan). If the effects of changes in the liability's credit risk were presented in other comprehensive income there would be an accounting mismatch in profit or loss. Consequently, the mortgage bank is required to present all changes in fair value of the liability (including the effects of changes in the liability's credit risk) in profit or loss.
  4. An entity that first applies these amendments at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.31–7.2.34.

*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.

ARIZ Arisz Acquisition Corp. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Income StatementBa3Ba3
Balance SheetBaa2B1
Leverage RatiosBaa2Ba2
Cash FlowCBa3
Rates of Return and ProfitabilityB3Baa2

*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

Arisz Acquisition Corp. Common Stock is assigned short-term B1 & long-term Ba2 estimated rating. Arisz Acquisition Corp. Common Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Linear Regression1,2,3,4 and it is concluded that the ARIZ stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Prediction Confidence Score

Trust metric by Neural Network: 91 out of 100 with 795 signals.

References

  1. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
  2. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  3. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  4. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
  5. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  6. 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
  7. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
Frequently Asked QuestionsQ: What is the prediction methodology for ARIZ stock?
A: ARIZ stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Linear Regression
Q: Is ARIZ stock a buy or sell?
A: The dominant strategy among neural network is to Sell ARIZ Stock.
Q: Is Arisz Acquisition Corp. Common Stock stock a good investment?
A: The consensus rating for Arisz Acquisition Corp. Common Stock is Sell and is assigned short-term B1 & long-term Ba2 estimated rating.
Q: What is the consensus rating of ARIZ stock?
A: The consensus rating for ARIZ is Sell.
Q: What is the prediction period for ARIZ stock?
A: The prediction period for ARIZ is 16 Weeks

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