Modelling A.I. in Economics

DUR Stock: How can i grow my money?

Outlook: DURATEC LIMITED is assigned short-term B2 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Social Media Sentiment Analysis)
Hypothesis Testing : Spearman Correlation
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.


DURATEC LIMITED prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Spearman Correlation1,2,3,4 and it is concluded that the DUR 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 social media 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 social media sentiment analysis, MNNs can be used to identify the sentiment of social media posts, such as tweets, Facebook posts, and Instagram stories. 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.5 According to price forecasts for 3 Month period, the dominant strategy among neural network is: Buy

Graph 33

Key Points

  1. Can we predict stock market using machine learning?
  2. How do you decide buy or sell a stock?
  3. Trading Interaction

DUR Stock Price Forecast

We consider DURATEC LIMITED Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of DUR 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: DUR DURATEC LIMITED
Time series to forecast: 3 Month

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


F(Spearman Correlation)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 (Social Media Sentiment Analysis)) X S(n):→ 3 Month R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of DUR stock

j:Nash equilibria (Neural Network)

k:Dominated move of DUR stock holders

a:Best response for DUR target price


A modular neural network (MNN) is a type of artificial neural network that can be used for social media 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 social media sentiment analysis, MNNs can be used to identify the sentiment of social media posts, such as tweets, Facebook posts, and Instagram stories. 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.5 Spearman correlation is a nonparametric measure of the strength and direction of association between two variables. It is a rank-based correlation, which means that it does not assume that the data is normally distributed. Spearman correlation is calculated by first ranking the data for each variable, and then calculating the Pearson correlation between the ranks.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?

DUR 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 Modular Neural Network (Social Media Sentiment Analysis) based DUR Stock Prediction Model

  1. The underlying pool must contain one or more instruments that have contractual cash flows that are solely payments of principal and interest on the principal amount outstanding
  2. Paragraph 5.5.4 requires that lifetime expected credit losses are recognised on all financial instruments for which there has been significant increases in credit risk since initial recognition. In order to meet this objective, if an entity is not able to group financial instruments for which the credit risk is considered to have increased significantly since initial recognition based on shared credit risk characteristics, the entity should recognise lifetime expected credit losses on a portion of the financial assets for which credit risk is deemed to have increased significantly. The aggregation of financial instruments to assess whether there are changes in credit risk on a collective basis may change over time as new information becomes available on groups of, or individual, financial instruments.
  3. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  4. Financial assets that are held within a business model whose objective is to hold assets in order to collect contractual cash flows are managed to realise cash flows by collecting contractual payments over the life of the instrument. That is, the entity manages the assets held within the portfolio to collect those particular contractual cash flows (instead of managing the overall return on the portfolio by both holding and selling assets). In determining whether cash flows are going to be realised by collecting the financial assets' contractual cash flows, it is necessary to consider the frequency, value and timing of sales in prior periods, the reasons for those sales and expectations about future sales activity. However sales in themselves do not determine the business model and therefore cannot be considered in isolation. Instead, information about past sales and expectations about future sales provide evidence related to how the entity's stated objective for managing the financial assets is achieved and, specifically, how cash flows are realised. An entity must consider information about past sales within the context of the reasons for those sales and the conditions that existed at that time as compared to current conditions.

*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.

DUR DURATEC LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B1
Income StatementB1Caa2
Balance SheetB3C
Leverage RatiosCBaa2
Cash FlowBaa2Ba3
Rates of Return and ProfitabilityB3Baa2

*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. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
  2. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  3. Hornik K, Stinchcombe M, White H. 1989. Multilayer feedforward networks are universal approximators. Neural Netw. 2:359–66
  4. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  5. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  6. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
  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 DUR stock?
A: DUR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Spearman Correlation
Q: Is DUR stock a buy or sell?
A: The dominant strategy among neural network is to Buy DUR Stock.
Q: Is DURATEC LIMITED stock a good investment?
A: The consensus rating for DURATEC LIMITED is Buy and is assigned short-term B2 & long-term B1 estimated rating.
Q: What is the consensus rating of DUR stock?
A: The consensus rating for DUR is Buy.
Q: What is the prediction period for DUR stock?
A: The prediction period for DUR is 3 Month



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