Modelling A.I. in Economics

JRSH Stock Forecast: A Sell For The Next 4 Weeks (Forecast)

Outlook: Jerash Holdings (US) Inc. Common Stock is assigned short-term Baa2 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Reinforcement Machine Learning (ML)
Hypothesis Testing : Wilcoxon Rank-Sum 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

Jerash Holdings (US) Inc. Common Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and it is concluded that the JRSH stock is predictable in the short/long term. Reinforcement machine learning (RL) is a type of machine learning where an agent learns to take actions in an environment in order to maximize a reward. The agent does this by trial and error, and is able to learn from its mistakes. RL is a powerful tool that can be used for a variety of tasks, including game playing, robotics, and finance.5 According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Sell

Graph 24

Key Points

  1. Reinforcement Machine Learning (ML) for JRSH stock price prediction process.
  2. Wilcoxon Rank-Sum Test
  3. Short/Long Term Stocks
  4. Market Outlook
  5. Can we predict stock market using machine learning?

JRSH Stock Price Forecast

We consider Jerash Holdings (US) Inc. Common Stock Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of JRSH 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: JRSH Jerash Holdings (US) Inc. Common Stock
Time series to forecast: 4 Weeks

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


F(Wilcoxon Rank-Sum 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(Reinforcement Machine Learning (ML)) X S(n):→ 4 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of JRSH stock

j:Nash equilibria (Neural Network)

k:Dominated move of JRSH stock holders

a:Best response for JRSH target price


Reinforcement machine learning (RL) is a type of machine learning where an agent learns to take actions in an environment in order to maximize a reward. The agent does this by trial and error, and is able to learn from its mistakes. RL is a powerful tool that can be used for a variety of tasks, including game playing, robotics, and finance.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

 

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How do PredictiveAI algorithms actually work?

JRSH 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 Reinforcement Machine Learning (ML) based JRSH Stock Prediction Model

  1. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.
  2. Paragraph 4.1.1(a) requires an entity to classify financial assets on the basis of the entity's business model for managing the financial assets, unless paragraph 4.1.5 applies. An entity assesses whether its financial assets meet the condition in paragraph 4.1.2(a) or the condition in paragraph 4.1.2A(a) on the basis of the business model as determined by the entity's key management personnel (as defined in IAS 24 Related Party Disclosures).
  3. At the date of initial application, an entity shall assess whether a financial asset meets the condition in paragraphs 4.1.2(a) or 4.1.2A(a) on the basis of the facts and circumstances that exist at that date. The resulting classification shall be applied retrospectively irrespective of the entity's business model in prior reporting periods.
  4. A contractual cash flow characteristic does not affect the classification of the financial asset if it could have only a de minimis effect on the contractual cash flows of the financial asset. To make this determination, an entity must consider the possible effect of the contractual cash flow characteristic in each reporting period and cumulatively over the life of the financial instrument. In addition, if a contractual cash flow characteristic could have an effect on the contractual cash flows that is more than de minimis (either in a single reporting period or cumulatively) but that cash flow characteristic is not genuine, it does not affect the classification of a financial asset. A cash flow characteristic is not genuine if it affects the instrument's contractual cash flows only on the occurrence of an event that is extremely rare, highly abnormal and very unlikely to occur.

*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.

JRSH Jerash Holdings (US) Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba3
Income StatementBa2Caa2
Balance SheetBaa2Ba2
Leverage RatiosBaa2Baa2
Cash FlowBa3Caa2
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. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  2. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  3. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
  4. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  5. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  6. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  7. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
Frequently Asked QuestionsQ: Is JRSH stock expected to rise?
A: JRSH stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Wilcoxon Rank-Sum Test and it is concluded that dominant strategy for JRSH stock is Sell
Q: Is JRSH stock a buy or sell?
A: The dominant strategy among neural network is to Sell JRSH Stock.
Q: Is Jerash Holdings (US) Inc. Common Stock stock a good investment?
A: The consensus rating for Jerash Holdings (US) Inc. Common Stock is Sell and is assigned short-term Baa2 & long-term Ba3 estimated rating.
Q: What is the consensus rating of JRSH stock?
A: The consensus rating for JRSH is Sell.
Q: What is the forecast for JRSH stock?
A: JRSH target price forecast: Sell

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