Modelling A.I. in Economics

AYA Stock Forecast: A Sell For The Next 16 Weeks

Outlook: ARTRYA LIMITED is assigned short-term B2 & 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 : Inductive 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.


ARTRYA LIMITED prediction model is evaluated with Inductive Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the AYA stock is predictable in the short/long term. Inductive learning is a type of machine learning in which the model learns from a set of labeled data and makes predictions about new, unlabeled data. The model is trained on the labeled data and then used to make predictions on new data. Inductive learning is a supervised learning algorithm, which means that it requires labeled data to train. The labeled data is used to train the model to make predictions about new data. There are many different types of inductive learning algorithms, including decision trees, support vector machines, and neural networks. Each type of algorithm has its own strengths and weaknesses.5 According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Graph 31

Key Points

  1. Is now good time to invest?
  2. How do predictive algorithms actually work?
  3. How do you know when a stock will go up or down?

AYA Stock Price Forecast

We consider ARTRYA LIMITED Decision Process with Inductive Learning (ML) where A is the set of discrete actions of AYA 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: AYA ARTRYA LIMITED
Time series to forecast: 16 Weeks

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


F(Polynomial Regression)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(Inductive Learning (ML)) X S(n):→ 16 Weeks e x rx

n:Time series to forecast

p:Price signals of AYA stock

j:Nash equilibria (Neural Network)

k:Dominated move of AYA stock holders

a:Best response for AYA target price


Inductive learning is a type of machine learning in which the model learns from a set of labeled data and makes predictions about new, unlabeled data. The model is trained on the labeled data and then used to make predictions on new data. Inductive learning is a supervised learning algorithm, which means that it requires labeled data to train. The labeled data is used to train the model to make predictions about new data. There are many different types of inductive learning algorithms, including decision trees, support vector machines, and neural networks. Each type of algorithm has its own strengths and weaknesses.5 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.6,7

 

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?

AYA 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 Inductive Learning (ML) based AYA Stock Prediction Model

  1. The business model may be to hold assets to collect contractual cash flows even if the entity sells financial assets when there is an increase in the assets' credit risk. To determine whether there has been an increase in the assets' credit risk, the entity considers reasonable and supportable information, including forward looking information. Irrespective of their frequency and value, sales due to an increase in the assets' credit risk are not inconsistent with a business model whose objective is to hold financial assets to collect contractual cash flows because the credit quality of financial assets is relevant to the entity's ability to collect contractual cash flows. Credit risk management activities that are aimed at minimising potential credit losses due to credit deterioration are integral to such a business model. Selling a financial asset because it no longer meets the credit criteria specified in the entity's documented investment policy is an example of a sale that has occurred due to an increase in credit risk. However, in the absence of such a policy, the entity may demonstrate in other ways that the sale occurred due to an increase in credit risk.
  2. 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.
  3. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.
  4. That the transferee is unlikely to sell the transferred asset does not, of itself, mean that the transferor has retained control of the transferred asset. However, if a put option or guarantee constrains the transferee from selling the transferred asset, then the transferor has retained control of the transferred asset. For example, if a put option or guarantee is sufficiently valuable it constrains the transferee from selling the transferred asset because the transferee would, in practice, not sell the transferred asset to a third party without attaching a similar option or other restrictive conditions. Instead, the transferee would hold the transferred asset so as to obtain payments under the guarantee or put option. Under these circumstances the transferor has retained control of the transferred asset.

*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.

AYA ARTRYA LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B2
Income StatementBaa2Ba1
Balance SheetCB1
Leverage RatiosBa2Caa2
Cash FlowB3Caa2
Rates of Return and ProfitabilityB3B3

*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. T. Morimura, M. Sugiyama, M. Kashima, H. Hachiya, and T. Tanaka. Nonparametric return distribution ap- proximation for reinforcement learning. In Proceedings of the 27th International Conference on Machine Learning, pages 799–806, 2010
  2. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
  3. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  4. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  5. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
  6. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  7. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
Frequently Asked QuestionsQ: What is the prediction methodology for AYA stock?
A: AYA stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Polynomial Regression
Q: Is AYA stock a buy or sell?
A: The dominant strategy among neural network is to Sell AYA Stock.
Q: Is ARTRYA LIMITED stock a good investment?
A: The consensus rating for ARTRYA LIMITED is Sell and is assigned short-term B2 & long-term B2 estimated rating.
Q: What is the consensus rating of AYA stock?
A: The consensus rating for AYA is Sell.
Q: What is the prediction period for AYA stock?
A: The prediction period for AYA is 16 Weeks
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