Modelling A.I. in Economics

Can stock prices be predicted? (LON:DKE Stock Forecast)

Abstract

We evaluate DUKEMOUNT CAPITAL PLC prediction models with Modular Neural Network (DNN Layer) and Statistical Hypothesis Testing1,2,3,4 and conclude that the LON:DKE 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 Buy LON:DKE stock.


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

Key Points

  1. How useful are statistical predictions?
  2. Market Signals
  3. Can statistics predict the future?

LON:DKE Target Price Prediction Modeling Methodology

We consider DUKEMOUNT CAPITAL PLC Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of LON:DKE 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(Statistical Hypothesis Testing)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 (DNN Layer)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:DKE DUKEMOUNT CAPITAL PLC
Time series to forecast n: 05 Sep 2022 for (n+3 month)

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

DUKEMOUNT CAPITAL PLC assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Statistical Hypothesis Testing1,2,3,4 and conclude that the LON:DKE 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 Buy LON:DKE stock.

Financial State Forecast for LON:DKE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 3454
Market Risk3960
Technical Analysis3733
Fundamental Analysis7486
Risk Unsystematic8857

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 618 signals.

References

  1. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  2. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  3. T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
  4. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  5. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
  6. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  7. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:DKE stock?
A: LON:DKE stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Statistical Hypothesis Testing
Q: Is LON:DKE stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:DKE Stock.
Q: Is DUKEMOUNT CAPITAL PLC stock a good investment?
A: The consensus rating for DUKEMOUNT CAPITAL PLC is Buy and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:DKE stock?
A: The consensus rating for LON:DKE is Buy.
Q: What is the prediction period for LON:DKE stock?
A: The prediction period for LON:DKE is (n+3 month)

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