Modelling A.I. in Economics

Is SJIV Stock Buy or Sell?

Outlook: South Jersey Industries Inc. Corporate Units is assigned short-term B2 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Ensemble 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.


South Jersey Industries Inc. Corporate Units prediction model is evaluated with Ensemble Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the SJIV stock is predictable in the short/long term. Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average. According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Hold

Graph 34

Key Points

  1. Trust metric by Neural Network
  2. What are the most successful trading algorithms?
  3. What is prediction model?

SJIV Stock Price Forecast

We consider South Jersey Industries Inc. Corporate Units Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of SJIV 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: SJIV South Jersey Industries Inc. Corporate Units
Time series to forecast: 4 Weeks

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


F(Polynomial Regression)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(Ensemble Learning (ML)) X S(n):→ 4 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of SJIV stock

j:Nash equilibria (Neural Network)

k:Dominated move of SJIV stock holders

a:Best response for SJIV target price


Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.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.

 

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?

SJIV 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 Ensemble Learning (ML) based SJIV Stock Prediction Model

  1. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income subsequent changes in the fair value of particular investments in equity instruments. Such an investment is not a monetary item. Accordingly, the gain or loss that is presented in other comprehensive income in accordance with paragraph 5.7.5 includes any related foreign exchange component.
  2. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
  3. An entity can rebut this presumption. However, it can do so only when it has reasonable and supportable information available that demonstrates that even if contractual payments become more than 30 days past due, this does not represent a significant increase in the credit risk of a financial instrument. For example when non-payment was an administrative oversight, instead of resulting from financial difficulty of the borrower, or the entity has access to historical evidence that demonstrates that there is no correlation between significant increases in the risk of a default occurring and financial assets on which payments are more than 30 days past due, but that evidence does identify such a correlation when payments are more than 60 days past due.
  4. When designating a hedging relationship and on an ongoing basis, an entity shall analyse the sources of hedge ineffectiveness that are expected to affect the hedging relationship during its term. This analysis (including any updates in accordance with paragraph B6.5.21 arising from rebalancing a hedging relationship) is the basis for the entity's assessment of meeting the hedge effectiveness requirements.

*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.

SJIV South Jersey Industries Inc. Corporate Units Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B2
Income StatementCBaa2
Balance SheetBaa2Caa2
Leverage RatiosCaa2Baa2
Cash FlowCC
Rates of Return and ProfitabilityBaa2C

*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. Mnih A, Teh YW. 2012. A fast and simple algorithm for training neural probabilistic language models. In Proceedings of the 29th International Conference on Machine Learning, pp. 419–26. La Jolla, CA: Int. Mach. Learn. Soc.
  2. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  3. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  4. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  5. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  6. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  7. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
Frequently Asked QuestionsQ: What is the prediction methodology for SJIV stock?
A: SJIV stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Polynomial Regression
Q: Is SJIV stock a buy or sell?
A: The dominant strategy among neural network is to Hold SJIV Stock.
Q: Is South Jersey Industries Inc. Corporate Units stock a good investment?
A: The consensus rating for South Jersey Industries Inc. Corporate Units is Hold and is assigned short-term B2 & long-term B2 estimated rating.
Q: What is the consensus rating of SJIV stock?
A: The consensus rating for SJIV is Hold.
Q: What is the prediction period for SJIV stock?
A: The prediction period for SJIV is 4 Weeks

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