AUC Score :
Short-term Tactic1 :
Dominant Strategy :
Time series to forecast n:
ML Model Testing : Multi-Task Learning (ML)
Hypothesis Testing : Statistical Hypothesis Testing
Surveillance : Major exchange and OTC
1Short-term revised.
2Time series is updated based on short-term trends.
Key Points
This exclusive content is only available to premium users.About EOLS
This exclusive content is only available to premium users.
ML Model Testing
n:Time series to forecast
p:Price signals of EOLS stock
j:Nash equilibria (Neural Network)
k:Dominated move of EOLS stock holders
a:Best response for EOLS target price
For further technical information as per how our model work we invite you to visit the article below:
How do KappaSignal algorithms actually work?
EOLS 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%
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook | B2 | Ba3 |
| Income Statement | C | B2 |
| Balance Sheet | B2 | Baa2 |
| Leverage Ratios | B1 | C |
| Cash Flow | Ba1 | Ba2 |
| Rates of Return and Profitability | B2 | Ba2 |
*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
- Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
- Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
- Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
- Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
- Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Apple's Stock Price: How News Affects Volatility. AC Investment Research Journal, 220(44).
- Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
- Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60