Modelling A.I. in Economics

IDCC Stock: A Solid Investment

Outlook: InterDigital Inc. Common Stock is assigned short-term Baa2 & long-term Ba1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Reinforcement Machine Learning (ML)
Hypothesis Testing : Polynomial 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.

Abstract

InterDigital Inc. Common Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the IDCC 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 1 Year period, the dominant strategy among neural network is: Buy

Graph 10

Key Points

  1. Short/Long Term Stocks
  2. Buy, Sell and Hold Signals
  3. What is prediction in deep learning?

IDCC Target Price Prediction Modeling Methodology

We consider InterDigital Inc. Common Stock Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of IDCC 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(Polynomial 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):→ 1 Year R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of IDCC 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.

Polynomial Regression

Polynomial regression is a type of regression analysis that uses a polynomial function to model the relationship between a dependent variable and one or more independent variables. Polynomial functions are mathematical functions that have a polynomial term, which is a term that is raised to a power greater than 1. In polynomial regression, the dependent variable is modeled as a polynomial function of the independent variables. The degree of the polynomial function is determined by the researcher. The higher the degree of the polynomial function, the more complex the model will be.

 

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?

IDCC Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: IDCC InterDigital Inc. Common Stock
Time series to forecast: 1 Year

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 Reinforcement Machine Learning (ML) based IDCC Stock Prediction Model

  1. At the date of initial application, an entity shall determine whether the treatment in paragraph 5.7.7 would create or enlarge an accounting mismatch in profit or loss on the basis of the facts and circumstances that exist at the date of initial application. This Standard shall be applied retrospectively on the basis of that determination.
  2. For example, Entity A, whose functional currency is its local currency, has a firm commitment to pay FC150,000 for advertising expenses in nine months' time and a firm commitment to sell finished goods for FC150,000 in 15 months' time. Entity A enters into a foreign currency derivative that settles in nine months' time under which it receives FC100 and pays CU70. Entity A has no other exposures to FC. Entity A does not manage foreign currency risk on a net basis. Hence, Entity A cannot apply hedge accounting for a hedging relationship between the foreign currency derivative and a net position of FC100 (consisting of FC150,000 of the firm purchase commitment—ie advertising services—and FC149,900 (of the FC150,000) of the firm sale commitment) for a nine-month period.
  3. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
  4. Changes in market conditions that give rise to market risk include changes in a benchmark interest rate, the price of another entity's financial instrument, a commodity price, a foreign exchange rate or an index of prices or rates.

*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.

IDCC InterDigital Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba1
Income StatementBaa2Baa2
Balance SheetBaa2Baa2
Leverage RatiosBaa2Baa2
Cash FlowCaa2B3
Rates of Return and ProfitabilityBaa2B2

*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

InterDigital Inc. Common Stock is assigned short-term Baa2 & long-term Ba1 estimated rating. InterDigital Inc. Common Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the IDCC stock is predictable in the short/long term. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Buy

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 854 signals.

References

  1. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  2. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  3. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  4. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
  5. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  6. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  7. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
Frequently Asked QuestionsQ: What is the prediction methodology for IDCC stock?
A: IDCC stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Polynomial Regression
Q: Is IDCC stock a buy or sell?
A: The dominant strategy among neural network is to Buy IDCC Stock.
Q: Is InterDigital Inc. Common Stock stock a good investment?
A: The consensus rating for InterDigital Inc. Common Stock is Buy and is assigned short-term Baa2 & long-term Ba1 estimated rating.
Q: What is the consensus rating of IDCC stock?
A: The consensus rating for IDCC is Buy.
Q: What is the prediction period for IDCC stock?
A: The prediction period for IDCC is 1 Year

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.