Modelling A.I. in Economics

AEZS Stock: Is This the End of the Bull Market? (Forecast)

Outlook: Aeterna Zentaris Inc. Common Stock is assigned short-term Ba3 & long-term Ba1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Social Media Sentiment Analysis)
Hypothesis Testing : Multiple 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

Aeterna Zentaris Inc. Common Stock prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the AEZS 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 4 Weeks period, the dominant strategy among neural network is: Hold

Graph 47

Key Points

  1. Modular Neural Network (Social Media Sentiment Analysis) for AEZS stock price prediction process.
  2. Multiple Regression
  3. What is statistical models in machine learning?
  4. What statistical methods are used to analyze data?
  5. Buy, Sell and Hold Signals

AEZS Stock Price Forecast

We consider Aeterna Zentaris Inc. Common Stock Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of AEZS 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: AEZS Aeterna Zentaris Inc. Common Stock
Time series to forecast: 4 Weeks

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


F(Multiple Regression)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):→ 4 Weeks i = 1 n s i

n:Time series to forecast

p:Price signals of AEZS stock

j:Nash equilibria (Neural Network)

k:Dominated move of AEZS stock holders

a:Best response for AEZS 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 Multiple regression is a statistical method that analyzes the relationship between a dependent variable and multiple independent variables. The dependent variable is the variable that is being predicted, and the independent variables are the variables that are used to predict the dependent variable. Multiple regression is a more complex statistical method than simple linear regression, which only analyzes the relationship between a dependent variable and one independent variable. Multiple regression can be used to analyze more complex relationships between variables, and it can also be used to control for confounding variables. A confounding variable is a variable that is correlated with both the dependent variable and one or more of the independent variables. Confounding variables can distort the relationship between the dependent variable and the independent variables. Multiple regression can be used to control for confounding variables by including them in the model.6,7

 

For further technical information as per how our model work we invite you to visit the article below: 

How do PredictiveAI algorithms actually work?

AEZS 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 AEZS Stock Prediction Model

  1. When an entity separates the foreign currency basis spread from a financial instrument and excludes it from the designation of that financial instrument as the hedging instrument (see paragraph 6.2.4(b)), the application guidance in paragraphs B6.5.34–B6.5.38 applies to the foreign currency basis spread in the same manner as it is applied to the forward element of a forward contract.
  2. The requirement that an economic relationship exists means that the hedging instrument and the hedged item have values that generally move in the opposite direction because of the same risk, which is the hedged risk. Hence, there must be an expectation that the value of the hedging instrument and the value of the hedged item will systematically change in response to movements in either the same underlying or underlyings that are economically related in such a way that they respond in a similar way to the risk that is being hedged (for example, Brent and WTI crude oil).
  3. An entity shall apply the amendments to IFRS 9 made by IFRS 17 as amended in June 2020 retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.37–7.2.42.
  4. If an entity originates a loan that bears an off-market interest rate (eg 5 per cent when the market rate for similar loans is 8 per cent), and receives an upfront fee as compensation, the entity recognises the loan at its fair value, ie net of the fee it receives.

*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.

AEZS Aeterna Zentaris Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba1
Income StatementBa1B3
Balance SheetBa2Baa2
Leverage RatiosBaa2Baa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityCBa1

*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. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
  2. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  3. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  4. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  5. V. Mnih, K. Kavukcuoglu, D. Silver, A. Rusu, J. Veness, M. Bellemare, A. Graves, M. Riedmiller, A. Fidjeland, G. Ostrovski, S. Petersen, C. Beattie, A. Sadik, I. Antonoglou, H. King, D. Kumaran, D. Wierstra, S. Legg, and D. Hassabis. Human-level control through deep reinforcement learning. Nature, 518(7540):529–533, 02 2015.
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
Frequently Asked QuestionsQ: Is AEZS stock expected to rise?
A: AEZS stock prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression and it is concluded that dominant strategy for AEZS stock is Hold
Q: Is AEZS stock a buy or sell?
A: The dominant strategy among neural network is to Hold AEZS Stock.
Q: Is Aeterna Zentaris Inc. Common Stock stock a good investment?
A: The consensus rating for Aeterna Zentaris Inc. Common Stock is Hold and is assigned short-term Ba3 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AEZS stock?
A: The consensus rating for AEZS is Hold.
Q: What is the forecast for AEZS stock?
A: AEZS target price forecast: Hold

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