Modelling A.I. in Economics

VGI PARTNERS ASIAN INVESTMENTS LIMITED is assigned short-term B1 & long-term Baa2 estimated rating. (Forecast)

Outlook: VGI PARTNERS ASIAN INVESTMENTS LIMITED is assigned short-term B1 & long-term Baa2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Transfer Learning (ML)
Hypothesis Testing : Statistical Hypothesis Testing
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.


VGI PARTNERS ASIAN INVESTMENTS LIMITED prediction model is evaluated with Transfer Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the VG8 stock is predictable in the short/long term. Transfer learning is a machine learning (ML) method where a model developed for one task is reused as the starting point for a model on a second task. This can be useful when the second task is similar to the first task, or when there is limited data available for the second task. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Sell

Graph 36

Key Points

  1. How do predictive algorithms actually work?
  2. How useful are statistical predictions?
  3. Prediction Modeling

VG8 Target Price Prediction Modeling Methodology

We consider VGI PARTNERS ASIAN INVESTMENTS LIMITED Decision Process with Transfer Learning (ML) where A is the set of discrete actions of VG8 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(Statistical Hypothesis Testing)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(Transfer Learning (ML)) X S(n):→ 3 Month S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of VG8 stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Transfer Learning (ML)

Transfer learning is a machine learning (ML) method where a model developed for one task is reused as the starting point for a model on a second task. This can be useful when the second task is similar to the first task, or when there is limited data available for the second task.

Statistical Hypothesis Testing

Statistical hypothesis testing is a process used to determine whether there is enough evidence to support a claim about a population based on a sample. The process involves making two hypotheses, a null hypothesis and an alternative hypothesis, and then collecting data and using statistical tests to determine which hypothesis is more likely to be true. The null hypothesis is the statement that there is no difference between the population and the sample. The alternative hypothesis is the statement that there is a difference between the population and the sample. The statistical test is used to calculate a p-value, which is the probability of obtaining the observed data or more extreme data if the null hypothesis is true. A p-value of less than 0.05 is typically considered to be statistically significant, which means that there is less than a 5% chance of obtaining the observed data or more extreme data if 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?

VG8 Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: VG8 VGI PARTNERS ASIAN INVESTMENTS 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 Transfer Learning (ML) based VG8 Stock Prediction Model

  1. For the purpose of determining whether a forecast transaction (or a component thereof) is highly probable as required by paragraph 6.3.3, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  2. An entity may manage and evaluate the performance of a group of financial liabilities or financial assets and financial liabilities in such a way that measuring that group at fair value through profit or loss results in more relevant information. The focus in this instance is on the way the entity manages and evaluates performance, instead of on the nature of its financial instruments.
  3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight and the restated financial statements reflect all the requirements in this Standard. 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. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.

*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.

VG8 VGI PARTNERS ASIAN INVESTMENTS LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1Baa2
Income StatementCCaa2
Balance SheetBa2Baa2
Leverage RatiosBa2Baa2
Cash FlowBa2Baa2
Rates of Return and ProfitabilityB2Baa2

*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?

References

  1. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  2. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  3. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  4. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  5. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  6. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  7. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
Frequently Asked QuestionsQ: What is the prediction methodology for VG8 stock?
A: VG8 stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Statistical Hypothesis Testing
Q: Is VG8 stock a buy or sell?
A: The dominant strategy among neural network is to Sell VG8 Stock.
Q: Is VGI PARTNERS ASIAN INVESTMENTS LIMITED stock a good investment?
A: The consensus rating for VGI PARTNERS ASIAN INVESTMENTS LIMITED is Sell and is assigned short-term B1 & long-term Baa2 estimated rating.
Q: What is the consensus rating of VG8 stock?
A: The consensus rating for VG8 is Sell.
Q: What is the prediction period for VG8 stock?
A: The prediction period for VG8 is 3 Month

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