Can stock prices be predicted? (BLND Stock Forecast)


Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. We evaluate British Land prediction models with Multi-Task Learning (ML) and Multiple Regression1,2,3,4 and conclude that the BLND stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold BLND stock.


Keywords: BLND, British Land, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. Short/Long Term Stocks
  3. What is statistical models in machine learning?

BLND Target Price Prediction Modeling Methodology

The research reported in the paper focuses on the stock market prediction problem, the main aim being the development of a methodology to forecast the stock closing price. The methodology is based on some novel variable selection methods and an analysis of neural network and support vector machines based prediction models. Also, a hybrid approach which combines the use of the variables derived from technical and fundamental analysis of stock market indicators in order to improve prediction results of the proposed approaches is reported in this paper. We consider British Land Stock Decision Process with Multiple Regression where A is the set of discrete actions of BLND 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(Multiple Regression)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(Multi-Task Learning (ML)) X S(n):→ (n+8 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of BLND stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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BLND Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: BLND British Land
Time series to forecast n: 21 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold BLND 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

British Land assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Multiple Regression1,2,3,4 and conclude that the BLND stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold BLND stock.

Financial State Forecast for BLND Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 4941
Market Risk3151
Technical Analysis4063
Fundamental Analysis7772
Risk Unsystematic7845

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 647 signals.

References

  1. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  2. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  3. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  4. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
  5. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  6. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
  7. Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
Frequently Asked QuestionsQ: What is the prediction methodology for BLND stock?
A: BLND stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Multiple Regression
Q: Is BLND stock a buy or sell?
A: The dominant strategy among neural network is to Hold BLND Stock.
Q: Is British Land stock a good investment?
A: The consensus rating for British Land is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of BLND stock?
A: The consensus rating for BLND is Hold.
Q: What is the prediction period for BLND stock?
A: The prediction period for BLND is (n+8 weeks)

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