Modelling A.I. in Economics

SEG Stock: The Stock Market Bubble Is About to Burst

Outlook: SPORTS ENTERTAINMENT GROUP LIMITED is assigned short-term Ba3 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Active Learning (ML)
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.


SPORTS ENTERTAINMENT GROUP LIMITED prediction model is evaluated with Active Learning (ML) and Spearman Correlation1,2,3,4 and it is concluded that the SEG stock is predictable in the short/long term. Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative.5 According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Hold

Graph 27

Key Points

  1. Buy, Sell and Hold Signals
  2. Which neural network is best for prediction?
  3. Nash Equilibria

SEG Stock Price Forecast

We consider SPORTS ENTERTAINMENT GROUP LIMITED Decision Process with Active Learning (ML) where A is the set of discrete actions of SEG 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: SEG SPORTS ENTERTAINMENT GROUP LIMITED
Time series to forecast: 8 Weeks

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


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(Active Learning (ML)) X S(n):→ 8 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SEG stock

j:Nash equilibria (Neural Network)

k:Dominated move of SEG stock holders

a:Best response for SEG target price


Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative.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?

SEG 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 Active Learning (ML) based SEG Stock Prediction Model

  1. An entity shall apply this Standard retrospectively, in accordance with IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors, except as specified in paragraphs 7.2.4–7.2.26 and 7.2.28. This Standard shall not be applied to items that have already been derecognised at the date of initial application.
  2. However, the fact that a financial asset is non-recourse does not in itself necessarily preclude the financial asset from meeting the condition in paragraphs 4.1.2(b) and 4.1.2A(b). In such situations, the creditor is required to assess ('look through to') the particular underlying assets or cash flows to determine whether the contractual cash flows of the financial asset being classified are payments of principal and interest on the principal amount outstanding. If the terms of the financial asset give rise to any other cash flows or limit the cash flows in a manner inconsistent with payments representing principal and interest, the financial asset does not meet the condition in paragraphs 4.1.2(b) and 4.1.2A(b). Whether the underlying assets are financial assets or non-financial assets does not in itself affect this assessment.
  3. Alternatively, the entity may base the assessment on both types of information, ie qualitative factors that are not captured through the internal ratings process and a specific internal rating category at the reporting date, taking into consideration the credit risk characteristics at initial recognition, if both types of information are relevant.
  4. All investments in equity instruments and contracts on those instruments must be measured at fair value. However, in limited circumstances, cost may be an appropriate estimate of fair value. That may be the case if insufficient more recent information is available to measure fair value, or if there is a wide range of possible fair value measurements and cost represents the best estimate of fair value within that range.

*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.

SEG SPORTS ENTERTAINMENT GROUP LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Income StatementBaa2Baa2
Balance SheetBaa2Baa2
Leverage RatiosCaa2Caa2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityCaa2Caa2

*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. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  2. Harris ZS. 1954. Distributional structure. Word 10:146–62
  3. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  4. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  5. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  6. 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
  7. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
Frequently Asked QuestionsQ: What is the prediction methodology for SEG stock?
A: SEG stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Spearman Correlation
Q: Is SEG stock a buy or sell?
A: The dominant strategy among neural network is to Hold SEG Stock.
Q: Is SPORTS ENTERTAINMENT GROUP LIMITED stock a good investment?
A: The consensus rating for SPORTS ENTERTAINMENT GROUP LIMITED is Hold and is assigned short-term Ba3 & long-term B1 estimated rating.
Q: What is the consensus rating of SEG stock?
A: The consensus rating for SEG is Hold.
Q: What is the prediction period for SEG stock?
A: The prediction period for SEG is 8 Weeks



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