Modelling A.I. in Economics

Buy, Sell, or Hold? (LON:FGP Stock Forecast)

Abstract

We evaluate FIRSTGROUP PLC prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Beta1,2,3,4 and conclude that the LON:FGP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:FGP stock.


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

Key Points

  1. Stock Rating
  2. Market Risk
  3. What are main components of Markov decision process?

LON:FGP Target Price Prediction Modeling Methodology

We consider FIRSTGROUP PLC Stock Decision Process with Beta where A is the set of discrete actions of LON:FGP 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(Beta)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(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of LON:FGP 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:FGP Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:FGP FIRSTGROUP PLC
Time series to forecast n: 08 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:FGP 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

FIRSTGROUP PLC assigned short-term Caa2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Beta1,2,3,4 and conclude that the LON:FGP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:FGP stock.

Financial State Forecast for LON:FGP Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2Ba3
Operational Risk 3357
Market Risk4355
Technical Analysis4079
Fundamental Analysis3637
Risk Unsystematic4879

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 486 signals.

References

  1. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  2. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  3. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  4. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  5. 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.
  6. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  7. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:FGP stock?
A: LON:FGP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Beta
Q: Is LON:FGP stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:FGP Stock.
Q: Is FIRSTGROUP PLC stock a good investment?
A: The consensus rating for FIRSTGROUP PLC is Hold and assigned short-term Caa2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:FGP stock?
A: The consensus rating for LON:FGP is Hold.
Q: What is the prediction period for LON:FGP stock?
A: The prediction period for LON:FGP is (n+3 month)

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