AUC Score :
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n:
Methodology : Multi-Task Learning (ML)
Hypothesis Testing : Wilcoxon Sign-Rank 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
ANEMOI INTERNATIONAL LTD prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the LON:AMOI stock is predictable in the short/long term. Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Buy
Key Points
- Trading Signals
- How do predictive algorithms actually work?
- Is it better to buy and sell or hold?
LON:AMOI Target Price Prediction Modeling Methodology
We consider ANEMOI INTERNATIONAL LTD Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of LON:AMOI 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 Sign-Rank Test)5,6,7= X R(Multi-Task Learning (ML)) X S(n):→ 16 Weeks
n:Time series to forecast
p:Price signals of LON:AMOI stock
j:Nash equilibria (Neural Network)
k:Dominated move
a:Best response for target price
Multi-Task Learning (ML)
Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently.Wilcoxon Sign-Rank 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?
LON:AMOI Stock Forecast (Buy or Sell)
Sample Set: Neural NetworkStock/Index: LON:AMOI ANEMOI INTERNATIONAL LTD
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 Multi-Task Learning (ML) based LON:AMOI Stock Prediction Model
- If a put option written by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the associated liability is measured at the option exercise price plus the time value of the option. The measurement of the asset at fair value is limited to the lower of the fair value and the option exercise price because the entity has no right to increases in the fair value of the transferred asset above the exercise price of the option. This ensures that the net carrying amount of the asset and the associated liability is the fair value of the put option obligation. For example, if the fair value of the underlying asset is CU120, the option exercise price is CU100 and the time value of the option is CU5, the carrying amount of the associated liability is CU105 (CU100 + CU5) and the carrying amount of the asset is CU100 (in this case the option exercise price).
- When defining default for the purposes of determining the risk of a default occurring, an entity shall apply a default definition that is consistent with the definition used for internal credit risk management purposes for the relevant financial instrument and consider qualitative indicators (for example, financial covenants) when appropriate. However, there is a rebuttable presumption that default does not occur later than when a financial asset is 90 days past due unless an entity has reasonable and supportable information to demonstrate that a more lagging default criterion is more appropriate. The definition of default used for these purposes shall be applied consistently to all financial instruments unless information becomes available that demonstrates that another default definition is more appropriate for a particular financial instrument.
- Such designation may be used whether paragraph 4.3.3 requires the embedded derivatives to be separated from the host contract or prohibits such separation. However, paragraph 4.3.5 would not justify designating the hybrid contract as at fair value through profit or loss in the cases set out in paragraph 4.3.5(a) and (b) because doing so would not reduce complexity or increase reliability.
- When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
*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.
LON:AMOI ANEMOI INTERNATIONAL LTD Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B1 | B2 |
Income Statement | Baa2 | B2 |
Balance Sheet | C | Caa2 |
Leverage Ratios | C | C |
Cash Flow | Baa2 | Baa2 |
Rates of Return and Profitability | Ba1 | C |
*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
ANEMOI INTERNATIONAL LTD is assigned short-term B1 & long-term B2 estimated rating. ANEMOI INTERNATIONAL LTD prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the LON:AMOI 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
References
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- Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
- Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
- Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
- Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
- Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
Frequently Asked Questions
Q: What is the prediction methodology for LON:AMOI stock?A: LON:AMOI stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is LON:AMOI stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:AMOI Stock.
Q: Is ANEMOI INTERNATIONAL LTD stock a good investment?
A: The consensus rating for ANEMOI INTERNATIONAL LTD is Buy and is assigned short-term B1 & long-term B2 estimated rating.
Q: What is the consensus rating of LON:AMOI stock?
A: The consensus rating for LON:AMOI is Buy.
Q: What is the prediction period for LON:AMOI stock?
A: The prediction period for LON:AMOI is 16 Weeks
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