JJSF Stock: A Risky Investment, But One with a lot of Potential

Jorgenson, Dale W.; Weitzman, Martin L.; ZXhang, Yoshua X; Haxo, Yann M; Mat , Ying X

Outlook: J & J Snack Foods Corp. Common Stock is assigned short-term B3 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised¹ :
Dominant Strategy : Sell
Time series to forecast n: for Weeks²
Methodology : Modular Neural Network (Market News Sentiment Analysis)
Hypothesis Testing : Ridge 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.

Summary

J & J Snack Foods Corp. Common Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression^1,2,3,4 and it is concluded that the JJSF 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 news feed 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 news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. 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 4 Weeks period, the dominant strategy among neural network is: Sell

Key Points

Modular Neural Network (Market News Sentiment Analysis) for JJSF stock price prediction process.
Ridge Regression
Short/Long Term Stocks
Fundemental Analysis with Algorithmic Trading
How do you decide buy or sell a stock?

JJSF Stock Price Forecast

We consider J & J Snack Foods Corp. Common Stock Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of JJSF 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: JJSF J & J Snack Foods Corp. Common Stock
Time series to forecast: 4 Weeks

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

F(Ridge Regression)^6,7=

\begin{matrix} p_{a 1} & p_{a 2} & \dots & p_{1 n} \\ ⋮ \\ p_{j 1} & p_{j 2} & \dots & p_{j n} \\ ⋮ \\ p_{k 1} & p_{k 2} & \dots & p_{k n} \\ ⋮ \\ p_{n 1} & p_{n 2} & \dots & p_{n n} \end{matrix}

X R(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ 4 Weeks

\vec{S} = (s_{1}, s_{2}, s_{3})

n:Time series to forecast

p:Price signals of JJSF stock

j:Nash equilibria (Neural Network)

k:Dominated move of JJSF stock holders

a:Best response for JJSF target price

A modular neural network (MNN) is a type of artificial neural network that can be used for news feed 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 news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. 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 Ridge regression is a type of regression analysis that adds a penalty to the least squares objective function in order to reduce the variance of the estimates. This is done by adding a term to the objective function that is proportional to the sum of the squares of the coefficients. The penalty term is called the "ridge" penalty, and it is controlled by a parameter called the "ridge constant". Ridge regression can be used to address the problem of multicollinearity in linear regression. Multicollinearity occurs when two or more independent variables are highly correlated. This can cause the standard errors of the coefficients to be large, and it can also cause the coefficients to be unstable. Ridge regression can help to reduce the standard errors of the coefficients and to make the coefficients more stable.^6,7

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JJSF 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 (Market News Sentiment Analysis) based JJSF Stock Prediction Model

Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income changes in the fair value of an investment in an equity instrument that is not held for trading. This election is made on an instrument-by-instrument (ie share-by-share) basis. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity. Dividends on such investments are recognised in profit or loss in accordance with paragraph 5.7.6 unless the dividend clearly represents a recovery of part of the cost of the investment.
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.
The significance of a change in the credit risk since initial recognition depends on the risk of a default occurring as at initial recognition. Thus, a given change, in absolute terms, in the risk of a default occurring will be more significant for a financial instrument with a lower initial risk of a default occurring compared to a financial instrument with a higher initial risk of a default occurring.
An alternative benchmark rate designated as a non-contractually specified risk component that is not separately identifiable (see paragraphs 6.3.7(a) and B6.3.8) at the date it is designated shall be deemed to have met that requirement at that date, if, and only if, the entity reasonably expects the alternative benchmark rate will be separately identifiable within 24 months. The 24-month period applies to each alternative benchmark rate separately and starts from the date the entity designates the alternative benchmark rate as a non-contractually specified risk component for the first time (ie the 24- month period applies on a rate-by-rate basis).

*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.

JJSF J & J Snack Foods Corp. Common Stock Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	B3	B1
Income Statement	C	C
Balance Sheet	B3	Ba2
Leverage Ratios	Ba1	Baa2
Cash Flow	Ba1	C
Rates of Return and Profitability	C	Baa2

*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

Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.

Frequently Asked Questions

Q: Is JJSF stock expected to rise?
A: JJSF stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression and it is concluded that dominant strategy for JJSF stock is Sell
Q: Is JJSF stock a buy or sell?
A: The dominant strategy among neural network is to Sell JJSF Stock.
Q: Is J & J Snack Foods Corp. Common Stock stock a good investment?
A: The consensus rating for J & J Snack Foods Corp. Common Stock is Sell and is assigned short-term B3 & long-term B1 estimated rating.
Q: What is the consensus rating of JJSF stock?
A: The consensus rating for JJSF is Sell.
Q: What is the forecast for JJSF stock?
A: JJSF target price forecast: Sell

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