Modelling A.I. in Economics

Where Will NGVC Stock Be in 6 Month? (Forecast)

Outlook: Natural Grocers by Vitamin Cottage Inc. Common Stock is assigned short-term B3 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Speculative Trend
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Speculative Sentiment Analysis)
Hypothesis Testing : Stepwise 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

Natural Grocers by Vitamin Cottage Inc. Common Stock prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression1,2,3,4 and it is concluded that the NGVC 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 speculative 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 speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. 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 6 Month period, the dominant strategy among neural network is: Speculative Trend

Graph 21

Key Points

  1. Modular Neural Network (Speculative Sentiment Analysis) for NGVC stock price prediction process.
  2. Stepwise Regression
  3. Short/Long Term Stocks
  4. Stock Rating
  5. What is prediction in deep learning?

NGVC Stock Price Forecast

We consider Natural Grocers by Vitamin Cottage Inc. Common Stock Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of NGVC 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: NGVC Natural Grocers by Vitamin Cottage Inc. Common Stock
Time series to forecast: 6 Month

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


F(Stepwise 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 (Speculative Sentiment Analysis)) X S(n):→ 6 Month i = 1 n s i

n:Time series to forecast

p:Price signals of NGVC stock

j:Nash equilibria (Neural Network)

k:Dominated move of NGVC stock holders

a:Best response for NGVC target price


A modular neural network (MNN) is a type of artificial neural network that can be used for speculative 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 speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising.5 Stepwise regression is a method of variable selection in which variables are added or removed from a model one at a time, based on their statistical significance. There are two main types of stepwise regression: forward selection and backward elimination. In forward selection, variables are added to the model one at a time, starting with the variable with the highest F-statistic. The F-statistic is a measure of how much improvement in the model is gained by adding the variable. Variables are added to the model until no variable adds a statistically significant improvement to 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?

NGVC 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 (Speculative Sentiment Analysis) based NGVC Stock Prediction Model

  1. If, at the date of initial application, determining whether there has been a significant increase in credit risk since initial recognition would require undue cost or effort, an entity shall recognise a loss allowance at an amount equal to lifetime expected credit losses at each reporting date until that financial instrument is derecognised (unless that financial instrument is low credit risk at a reporting date, in which case paragraph 7.2.19(a) applies).
  2. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
  3. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).
  4. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.

*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.

NGVC Natural Grocers by Vitamin Cottage Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B3Ba3
Income StatementCaa2Baa2
Balance SheetBaa2Baa2
Leverage RatiosCaa2B3
Cash FlowCaa2Baa2
Rates of Return and ProfitabilityCaa2C

*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. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  2. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  3. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  4. Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
  5. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  6. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
Frequently Asked QuestionsQ: Is NGVC stock expected to rise?
A: NGVC stock prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Stepwise Regression and it is concluded that dominant strategy for NGVC stock is Speculative Trend
Q: Is NGVC stock a buy or sell?
A: The dominant strategy among neural network is to Speculative Trend NGVC Stock.
Q: Is Natural Grocers by Vitamin Cottage Inc. Common Stock stock a good investment?
A: The consensus rating for Natural Grocers by Vitamin Cottage Inc. Common Stock is Speculative Trend and is assigned short-term B3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of NGVC stock?
A: The consensus rating for NGVC is Speculative Trend.
Q: What is the forecast for NGVC stock?
A: NGVC target price forecast: Speculative Trend

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