Modelling A.I. in Economics

MAP Stock: In a Bubble?

Outlook: MICROBA LIFE SCIENCES LIMITED is assigned short-term B3 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Market News Sentiment Analysis)
Hypothesis Testing : Wilcoxon Rank-Sum 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

MICROBA LIFE SCIENCES LIMITED prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the MAP stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Sell

Graph 19

Key Points

  1. Can stock prices be predicted?
  2. Is now good time to invest?
  3. What is prediction model?

MAP Target Price Prediction Modeling Methodology

We consider MICROBA LIFE SCIENCES LIMITED Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of MAP 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 Rank-Sum 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(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ 3 Month e x rx

n:Time series to forecast

p:Price signals of MAP stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (Market News Sentiment Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.

Wilcoxon Rank-Sum 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?

MAP Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: MAP MICROBA LIFE SCIENCES LIMITED
Time series to forecast: 3 Month

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 Modular Neural Network (Market News Sentiment Analysis) based MAP Stock Prediction Model

  1. If, in applying paragraph 7.2.44, an entity reinstates a discontinued hedging relationship, the entity shall read references in paragraphs 6.9.11 and 6.9.12 to the date the alternative benchmark rate is designated as a noncontractually specified risk component for the first time as referring to the date of initial application of these amendments (ie the 24-month period for that alternative benchmark rate designated as a non-contractually specified risk component begins from the date of initial application of these amendments).
  2. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.
  3. An entity is not required to incorporate forecasts of future conditions over the entire expected life of a financial instrument. The degree of judgement that is required to estimate expected credit losses depends on the availability of detailed information. As the forecast horizon increases, the availability of detailed information decreases and the degree of judgement required to estimate expected credit losses increases. The estimate of expected credit losses does not require a detailed estimate for periods that are far in the future—for such periods, an entity may extrapolate projections from available, detailed information.
  4. Because the hedge accounting model is based on a general notion of offset between gains and losses on the hedging instrument and the hedged item, hedge effectiveness is determined not only by the economic relationship between those items (ie the changes in their underlyings) but also by the effect of credit risk on the value of both the hedging instrument and the hedged item. The effect of credit risk means that even if there is an economic relationship between the hedging instrument and the hedged item, the level of offset might become erratic. This can result from a change in the credit risk of either the hedging instrument or the hedged item that is of such a magnitude that the credit risk dominates the value changes that result from the economic relationship (ie the effect of the changes in the underlyings). A level of magnitude that gives rise to dominance is one that would result in the loss (or gain) from credit risk frustrating the effect of changes in the underlyings on the value of the hedging instrument or the hedged item, even if those changes were significant.

*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.

MAP MICROBA LIFE SCIENCES LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B3B2
Income StatementCC
Balance SheetCB2
Leverage RatiosB3C
Cash FlowB3B2
Rates of Return and ProfitabilityBa1Baa2

*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

MICROBA LIFE SCIENCES LIMITED is assigned short-term B3 & long-term B2 estimated rating. MICROBA LIFE SCIENCES LIMITED prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the MAP stock is predictable in the short/long term. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Sell

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 581 signals.

References

  1. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  2. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  3. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  4. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
  5. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  6. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  7. Harris ZS. 1954. Distributional structure. Word 10:146–62
Frequently Asked QuestionsQ: What is the prediction methodology for MAP stock?
A: MAP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is MAP stock a buy or sell?
A: The dominant strategy among neural network is to Sell MAP Stock.
Q: Is MICROBA LIFE SCIENCES LIMITED stock a good investment?
A: The consensus rating for MICROBA LIFE SCIENCES LIMITED is Sell and is assigned short-term B3 & long-term B2 estimated rating.
Q: What is the consensus rating of MAP stock?
A: The consensus rating for MAP is Sell.
Q: What is the prediction period for MAP stock?
A: The prediction period for MAP is 3 Month

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