Modelling A.I. in Economics

SFST Stock: A Bright Investment or a Bubble Waiting to Burst? (Forecast)

Outlook: Southern First Bancshares Inc. Common Stock is assigned short-term B2 & long-term B2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Speculative Trend
Time series to forecast n: for Weeks2
Methodology : Multi-Task Learning (ML)
Hypothesis Testing : Paired T-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.


Southern First Bancshares Inc. Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Paired T-Test1,2,3,4 and it is concluded that the SFST stock is predictable in the short/long term. Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Speculative Trend

Graph 43

Key Points

  1. Market Outlook
  2. How do you know when a stock will go up or down?
  3. Should I buy stocks now or wait amid such uncertainty?

SFST Stock Price Forecast

We consider Southern First Bancshares Inc. Common Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of SFST 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: SFST Southern First Bancshares Inc. Common Stock
Time series to forecast: 8 Weeks

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


F(Paired T-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(Multi-Task Learning (ML)) X S(n):→ 8 Weeks S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of SFST stock

j:Nash equilibria (Neural Network)

k:Dominated move of SFST stock holders

a:Best response for SFST target price


Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently.A paired t-test is a statistical test that compares the means of two paired samples. In a paired t-test, each data point in one sample is paired with a data point in the other sample. The pairs are typically related in some way, such as before and after measurements, or measurements from the same subject under different conditions. The paired t-test is a parametric test, which means that it assumes that the data is normally distributed. The paired t-test is also a dependent samples test, which means that the data points in each pair are correlated.

 

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?

SFST 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 Multi-Task Learning (ML) based SFST Stock Prediction Model

  1. 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.
  2. A similar example of a non-financial item is a specific type of crude oil from a particular oil field that is priced off the relevant benchmark crude oil. If an entity sells that crude oil under a contract using a contractual pricing formula that sets the price per barrel at the benchmark crude oil price minus CU10 with a floor of CU15, the entity can designate as the hedged item the entire cash flow variability under the sales contract that is attributable to the change in the benchmark crude oil price. However, the entity cannot designate a component that is equal to the full change in the benchmark crude oil price. Hence, as long as the forward price (for each delivery) does not fall below CU25, the hedged item has the same cash flow variability as a crude oil sale at the benchmark crude oil price (or with a positive spread). However, if the forward price for any delivery falls below CU25, the hedged item has a lower cash flow variability than a crude oil sale at the benchmark crude oil price (or with a positive spread).
  3. In some circumstances, the renegotiation or modification of the contractual cash flows of a financial asset can lead to the derecognition of the existing financial asset in accordance with this Standard. When the modification of a financial asset results in the derecognition of the existing financial asset and the subsequent recognition of the modified financial asset, the modified asset is considered a 'new' financial asset for the purposes of this Standard.
  4. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items

*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.

SFST Southern First Bancshares Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2B2
Income StatementCB3
Balance SheetB2C
Leverage RatiosCaa2B2
Cash FlowCaa2B2
Rates of Return and ProfitabilityBaa2B3

*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. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  3. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
  4. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
  5. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  6. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  7. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
Frequently Asked QuestionsQ: What is the prediction methodology for SFST stock?
A: SFST stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Paired T-Test
Q: Is SFST stock a buy or sell?
A: The dominant strategy among neural network is to Speculative Trend SFST Stock.
Q: Is Southern First Bancshares Inc. Common Stock stock a good investment?
A: The consensus rating for Southern First Bancshares Inc. Common Stock is Speculative Trend and is assigned short-term B2 & long-term B2 estimated rating.
Q: What is the consensus rating of SFST stock?
A: The consensus rating for SFST is Speculative Trend.
Q: What is the prediction period for SFST stock?
A: The prediction period for SFST is 8 Weeks

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.