Modelling A.I. in Economics

AEZS:TSX Stock: In a Bubble?

Outlook: AEterna Zentaris Inc. is assigned short-term B2 & long-term B3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Statistical Inference (ML)
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.


AEterna Zentaris Inc. prediction model is evaluated with Statistical Inference (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the AEZS:TSX stock is predictable in the short/long term. Statistical inference is a process of drawing conclusions about a population based on data from a sample of that population. In machine learning (ML), statistical inference is used to make predictions about new data based on data that has already been seen. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Hold

Graph 35

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. Decision Making
  3. How do you know when a stock will go up or down?

AEZS:TSX Stock Price Forecast

We consider AEterna Zentaris Inc. Decision Process with Statistical Inference (ML) where A is the set of discrete actions of AEZS:TSX 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


Sample Set: Neural Network
Stock/Index: AEZS:TSX AEterna Zentaris Inc.
Time series to forecast: 16 Weeks

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


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(Statistical Inference (ML)) X S(n):→ 16 Weeks r s rs

n:Time series to forecast

p:Price signals of AEZS:TSX stock

j:Nash equilibria (Neural Network)

k:Dominated move of AEZS:TSX stock holders

a:Best response for AEZS:TSX target price


Statistical inference is a process of drawing conclusions about a population based on data from a sample of that population. In machine learning (ML), statistical inference is used to make predictions about new data based on data that has already been seen.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?

AEZS:TSX Stock Forecast (Buy or Sell) Strategic Interaction Table

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 Statistical Inference (ML) based AEZS:TSX Stock Prediction Model

  1. 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.
  2. IFRS 15, issued in May 2014, amended paragraphs 3.1.1, 4.2.1, 5.1.1, 5.2.1, 5.7.6, B3.2.13, B5.7.1, C5 and C42 and deleted paragraph C16 and its related heading. Paragraphs 5.1.3 and 5.7.1A, and a definition to Appendix A, were added. An entity shall apply those amendments when it applies IFRS 15.
  3. The definition of a derivative in this Standard includes contracts that are settled gross by delivery of the underlying item (eg a forward contract to purchase a fixed rate debt instrument). An entity may have a contract to buy or sell a non-financial item that can be settled net in cash or another financial instrument or by exchanging financial instruments (eg a contract to buy or sell a commodity at a fixed price at a future date). Such a contract is within the scope of this Standard unless it was entered into and continues to be held for the purpose of delivery of a non-financial item in accordance with the entity's expected purchase, sale or usage requirements. However, this Standard applies to such contracts for an entity's expected purchase, sale or usage requirements if the entity makes a designation in accordance with paragraph 2.5 (see paragraphs 2.4–2.7).
  4. 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

*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.

AEZS:TSX AEterna Zentaris Inc. Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B3
Income StatementBaa2C
Balance SheetCB3
Leverage RatiosCCaa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityB3C

*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. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  2. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  3. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  4. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  5. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  6. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  7. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
Frequently Asked QuestionsQ: What is the prediction methodology for AEZS:TSX stock?
A: AEZS:TSX stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Wilcoxon Rank-Sum Test
Q: Is AEZS:TSX stock a buy or sell?
A: The dominant strategy among neural network is to Hold AEZS:TSX Stock.
Q: Is AEterna Zentaris Inc. stock a good investment?
A: The consensus rating for AEterna Zentaris Inc. is Hold and is assigned short-term B2 & long-term B3 estimated rating.
Q: What is the consensus rating of AEZS:TSX stock?
A: The consensus rating for AEZS:TSX is Hold.
Q: What is the prediction period for AEZS:TSX stock?
A: The prediction period for AEZS:TSX is 16 Weeks



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