Modelling A.I. in Economics

Can neural networks predict stock market? (LON:GMR Stock Forecast)

Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We evaluate GAMING REALMS PLC prediction models with Reinforcement Machine Learning (ML) and Chi-Square1,2,3,4 and conclude that the LON:GMR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:GMR stock.


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

Key Points

  1. What statistical methods are used to analyze data?
  2. Is Target price a good indicator?
  3. What is prediction in deep learning?

LON:GMR Target Price Prediction Modeling Methodology

The stock market is one of the key sectors of a country's economy. It provides investors with an opportunity to invest and gain returns on their investment. Predicting the stock market is a very challenging task and has attracted serious interest from researchers from many fields such as statistics, artificial intelligence, economics, and finance. An accurate prediction of the stock market reduces investment risk in the market. Different approaches have been used to predict the stock market. The performances of Machine learning (ML) models are typically superior to those of statistical and econometric models. We consider GAMING REALMS PLC Stock Decision Process with Chi-Square where A is the set of discrete actions of LON:GMR 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(Chi-Square)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(Reinforcement Machine Learning (ML)) X S(n):→ (n+4 weeks) r s rs

n:Time series to forecast

p:Price signals of LON:GMR 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:GMR Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:GMR GAMING REALMS PLC
Time series to forecast n: 22 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:GMR 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

GAMING REALMS PLC assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Chi-Square1,2,3,4 and conclude that the LON:GMR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:GMR stock.

Financial State Forecast for LON:GMR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Operational Risk 4137
Market Risk5876
Technical Analysis8363
Fundamental Analysis6848
Risk Unsystematic8188

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 840 signals.

References

  1. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
  2. 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
  3. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  4. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  5. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  6. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  7. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GMR stock?
A: LON:GMR stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Chi-Square
Q: Is LON:GMR stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:GMR Stock.
Q: Is GAMING REALMS PLC stock a good investment?
A: The consensus rating for GAMING REALMS PLC is Hold and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:GMR stock?
A: The consensus rating for LON:GMR is Hold.
Q: What is the prediction period for LON:GMR stock?
A: The prediction period for LON:GMR is (n+4 weeks)

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