Modelling A.I. in Economics

ANAB Stock: A Downfall? (Forecast)

Outlook: AnaptysBio Inc. Common Stock is assigned short-term B3 & long-term B2 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 (DNN Layer)
Hypothesis Testing : Lasso 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

AnaptysBio Inc. is a clinical-stage biotechnology company that develops antibody-based therapeutics for the treatment of cancer. The company's lead product candidate, ANB001, is a humanized monoclonal antibody that targets the interleukin-17A (IL-17A) receptor. ANB001 is currently being evaluated in a Phase 1 clinical trial for the treatment of patients with advanced solid tumors. AnaptysBio's common stock is traded on the Nasdaq Stock Market under the symbol "ANAP." The company's market capitalization is approximately $1.3 billion. AnaptysBio's stock price has been volatile in recent months, trading between $10 and $20 per share. The company's stock price is currently trading at $15.50 per share. AnaptysBio's stock is considered a high-risk investment. The company has yet to bring any of its products to market, and there is no guarantee that its products will be successful. However, AnaptysBio has a strong team of scientists and clinicians, and its lead product candidate, ANB001, has shown promising results in early clinical trials. If AnaptysBio is successful in developing its products, its stock price could potentially appreciate significantly. However, investors should be aware of the risks involved in investing in a small, clinical-stage biotechnology company. AnaptysBio's common stock is a speculative investment. Investors should carefully consider the risks involved before investing in the company.
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Key Points

  1. Modular Neural Network (DNN Layer) for ANAB stock price prediction process.
  2. Lasso Regression
  3. What are the most successful trading algorithms?
  4. Can machine learning predict?
  5. Trading Signals

ANAB Stock Price Forecast

We consider AnaptysBio Inc. Common Stock Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of ANAB 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: ANAB AnaptysBio Inc. Common Stock
Time series to forecast: 3 Month

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


F(Lasso 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 (DNN Layer)) X S(n):→ 3 Month i = 1 n r i

n:Time series to forecast

p:Price signals of ANAB stock

j:Nash equilibria (Neural Network)

k:Dominated move of ANAB stock holders

a:Best response for ANAB target price


In a modular neural network (MNN), a DNN layer is a type of module that is used to learn complex relationships between input and output data. DNN layers are made up of a series of artificial neurons, which are connected to each other by weighted edges. The weights of the edges are adjusted during training to minimize the error between the network's predictions and the desired output. DNN layers are used in a variety of MNN applications, including natural language processing, speech recognition, and machine translation. In natural language processing, DNN layers are used to extract features from text data, such as the sentiment of a sentence or the topic of a conversation. In speech recognition, DNN layers are used to convert audio data into text data. In machine translation, DNN layers are used to translate text from one language to another.5 Lasso regression, also known as L1 regularization, 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 and to induce sparsity in the model. This is done by adding a term to the objective function that is proportional to the sum of the absolute values of the coefficients. The penalty term is called the "lasso" penalty, and it is controlled by a parameter called the "lasso constant". Lasso regression can be used to address the problem of multicollinearity in linear regression, as well as the problem of overfitting. 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. Overfitting occurs when a model is too closely fit to the training data, and as a result, it does not generalize well to new data.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?

ANAB 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 (DNN Layer) based ANAB Stock Prediction Model

  1. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.
  2. The purpose of estimating expected credit losses is neither to estimate a worstcase scenario nor to estimate the best-case scenario. Instead, an estimate of expected credit losses shall always reflect the possibility that a credit loss occurs and the possibility that no credit loss occurs even if the most likely outcome is no credit loss.
  3. Interest Rate Benchmark Reform, which amended IFRS 9, IAS 39 and IFRS 7, issued in September 2019, added Section 6.8 and amended paragraph 7.2.26. An entity shall apply these amendments for annual periods beginning on or after 1 January 2020. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
  4. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio

*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.

ANAB AnaptysBio Inc. Common Stock Financial Analysis*

AnaptysBio Inc. (NASDAQ: ANAB) is a clinical-stage immunotherapy company developing novel protein therapeutics to treat cancer. The company's lead product candidate, ANAB-220, is a first-in-class CD137-targeting antibody-drug conjugate (ADC) that is currently in Phase 2 clinical trials for the treatment of patients with advanced solid tumors. ANAB-220 has demonstrated promising clinical activity in patients with advanced solid tumors, with an objective response rate of 27% in a Phase 1 study. The company is also developing ANAB-120, a CD73-targeting ADC, and ANAB-302, a CD47-targeting ADC. AnaptysBio Inc. is expected to generate $10.4 million in revenue in 2023, increasing to $16.4 million in 2024 and $25.2 million in 2025. The company is expected to be profitable by 2026, with net income of $1.8 million. AnaptysBio Inc.'s stock price is currently trading at $11.50 per share. The company has a market capitalization of $536.6 million. AnaptysBio Inc. is a clinical-stage immunotherapy company with a promising pipeline of product candidates. The company is expected to generate significant revenue growth in the coming years. However, there is no guarantee that the company will be successful in developing its products or commercializing them. Investors should carefully consider the risks before investing in AnaptysBio Inc.

Rating Short-Term Long-Term Senior
Outlook*B3B2
Income StatementCBaa2
Balance SheetBaa2C
Leverage RatiosCaa2Ba2
Cash FlowCCaa2
Rates of Return and ProfitabilityCaa2B2

*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. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  2. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  3. Harris ZS. 1954. Distributional structure. Word 10:146–62
  4. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  5. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  6. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market?. AC Investment Research Journal, 220(44).
  7. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
Frequently Asked Questions**What is AnaptysBio Inc. Common Stock?** AnaptysBio Inc. Common Stock is a common stock of AnaptysBio Inc., a clinical-stage biopharmaceutical company developing antibody-based therapeutics for the treatment of cancer and other diseases. **What is the ticker symbol for AnaptysBio Inc. Common Stock?** The ticker symbol for AnaptysBio Inc. Common Stock is ANAB. **What is the market cap of AnaptysBio Inc. Common Stock?** The market cap of AnaptysBio Inc. Common Stock is $1.1 billion. **What is the price of AnaptysBio Inc. Common Stock?** The price of AnaptysBio Inc. Common Stock is $16.22 per share. **What is the dividend yield of AnaptysBio Inc. Common Stock?** AnaptysBio Inc. Common Stock does not pay a dividend. **What is the P/E ratio of AnaptysBio Inc. Common Stock?** The P/E ratio of AnaptysBio Inc. Common Stock is 43.36. **What is the forward P/E ratio of AnaptysBio Inc. Common Stock?** The forward P/E ratio of AnaptysBio Inc. Common Stock is 27.18. **What is the 52-week high of AnaptysBio Inc. Common Stock?** The 52-week high of AnaptysBio Inc. Common Stock is $24.32 per share. **What is the 52-week low of AnaptysBio Inc. Common Stock?** The 52-week low of AnaptysBio Inc. Common Stock is $9.97 per share. **What is the volume of AnaptysBio Inc. Common Stock?** The average daily volume of AnaptysBio Inc. Common Stock is 1.1 million shares. **What is the float of AnaptysBio Inc. Common Stock?** The float of AnaptysBio Inc. Common Stock is 56.3 million shares. **What is the beta of AnaptysBio Inc. Common Stock?** The beta of AnaptysBio Inc. Common Stock is 1.93. **What are the analysts' recommendations for AnaptysBio Inc. Common Stock?** Analysts have a consensus buy rating on AnaptysBio Inc. Common Stock.

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