Modelling A.I. in Economics

Buy, sell or hold: LON:ADM Stock Forecast

Abstract

We evaluate ADMIRAL GROUP PLC prediction models with Statistical Inference (ML) and Factor1,2,3,4 and conclude that the LON:ADM stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:ADM stock.


Keywords: LON:ADM, ADMIRAL GROUP PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. What is statistical models in machine learning?
  3. Trust metric by Neural Network

LON:ADM Target Price Prediction Modeling Methodology

We consider ADMIRAL GROUP PLC Stock Decision Process with Factor where A is the set of discrete actions of LON:ADM 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


F(Factor)5,6,7= 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(Statistical Inference (ML)) X S(n):→ (n+6 month) i = 1 n r i

n:Time series to forecast

p:Price signals of LON:ADM stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

For further technical information as per how our model work we invite you to visit the article below: 

How do AC Investment Research machine learning (predictive) algorithms actually work?

LON:ADM Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:ADM ADMIRAL GROUP PLC
Time series to forecast n: 08 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:ADM stock.

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 (Yellow to Green): *Technical Analysis%


Conclusions

ADMIRAL GROUP PLC assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Factor1,2,3,4 and conclude that the LON:ADM stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:ADM stock.

Financial State Forecast for LON:ADM Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 5780
Market Risk7050
Technical Analysis7144
Fundamental Analysis4536
Risk Unsystematic8180

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 592 signals.

References

  1. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  2. 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]
  3. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  4. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  5. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
  6. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  7. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ADM stock?
A: LON:ADM stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Factor
Q: Is LON:ADM stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ADM Stock.
Q: Is ADMIRAL GROUP PLC stock a good investment?
A: The consensus rating for ADMIRAL GROUP PLC is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:ADM stock?
A: The consensus rating for LON:ADM is Hold.
Q: What is the prediction period for LON:ADM stock?
A: The prediction period for LON:ADM is (n+6 month)

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