Modelling A.I. in Economics

CTXR Stock: The Next Bubble? (Forecast)

Outlook: Citius Pharmaceuticals Inc. Common Stock is assigned short-term B1 & long-term Ba2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : HoldBuy
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Financial Sentiment Analysis)
Hypothesis Testing : Wilcoxon Sign-Rank 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.


Summary

Citius Pharmaceuticals Inc. Common Stock prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the CTXR stock is predictable in the short/long term. Modular neural networks (MNNs) are a type of artificial neural network that can be used for financial 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 financial sentiment analysis, MNNs can be used to identify the sentiment of financial news articles, social media posts, and other forms of online content. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising.5 According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: HoldBuy

Graph 19

Key Points

  1. Modular Neural Network (Financial Sentiment Analysis) for CTXR stock price prediction process.
  2. Wilcoxon Sign-Rank Test
  3. Buy, Sell and Hold Signals
  4. How do you decide buy or sell a stock?
  5. Prediction Modeling

CTXR Stock Price Forecast

We consider Citius Pharmaceuticals Inc. Common Stock Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of CTXR 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: CTXR Citius Pharmaceuticals Inc. Common Stock
Time series to forecast: 4 Weeks

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


F(Wilcoxon Sign-Rank Test)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 (Financial Sentiment Analysis)) X S(n):→ 4 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of CTXR stock

j:Nash equilibria (Neural Network)

k:Dominated move of CTXR stock holders

a:Best response for CTXR target price


Modular neural networks (MNNs) are a type of artificial neural network that can be used for financial 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 financial sentiment analysis, MNNs can be used to identify the sentiment of financial news articles, social media posts, and other forms of online content. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising.5 The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.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?

CTXR 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 (Financial Sentiment Analysis) based CTXR Stock Prediction Model

  1. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
  2. An entity that first applies IFRS 17 as amended in June 2020 after it first applies this Standard shall apply paragraphs 7.2.39–7.2.42. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  3. 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.
  4. If a financial asset contains a contractual term that could change the timing or amount of contractual cash flows (for example, if the asset can be prepaid before maturity or its term can be extended), the entity must determine whether the contractual cash flows that could arise over the life of the instrument due to that contractual term are solely payments of principal and interest on the principal amount outstanding. To make this determination, the entity must assess the contractual cash flows that could arise both before, and after, the change in contractual cash flows. The entity may also need to assess the nature of any contingent event (ie the trigger) that would change the timing or amount of the contractual cash flows. While the nature of the contingent event in itself is not a determinative factor in assessing whether the contractual cash flows are solely payments of principal and interest, it may be an indicator. For example, compare a financial instrument with an interest rate that is reset to a higher rate if the debtor misses a particular number of payments to a financial instrument with an interest rate that is reset to a higher rate if a specified equity index reaches a particular level. It is more likely in the former case that the contractual cash flows over the life of the instrument will be solely payments of principal and interest on the principal amount outstanding because of the relationship between missed payments and an increase in credit risk. (See also paragraph B4.1.18.)

*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.

CTXR Citius Pharmaceuticals Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Income StatementCaa2Baa2
Balance SheetCaa2Baa2
Leverage RatiosBaa2Baa2
Cash FlowB3C
Rates of Return and ProfitabilityBaa2Baa2

*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. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
  2. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  3. Harris ZS. 1954. Distributional structure. Word 10:146–62
  4. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  5. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  6. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]
  7. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
Frequently Asked QuestionsQ: Is CTXR stock expected to rise?
A: CTXR stock prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test and it is concluded that dominant strategy for CTXR stock is HoldBuy
Q: Is CTXR stock a buy or sell?
A: The dominant strategy among neural network is to HoldBuy CTXR Stock.
Q: Is Citius Pharmaceuticals Inc. Common Stock stock a good investment?
A: The consensus rating for Citius Pharmaceuticals Inc. Common Stock is HoldBuy and is assigned short-term B1 & long-term Ba2 estimated rating.
Q: What is the consensus rating of CTXR stock?
A: The consensus rating for CTXR is HoldBuy.
Q: What is the forecast for CTXR stock?
A: CTXR target price forecast: HoldBuy

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