Modelling A.I. in Economics

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

Abstract

We evaluate SYSGROUP PLC prediction models with Ensemble Learning (ML) and Multiple Regression1,2,3,4 and conclude that the LON:SYS 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:SYS stock.


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

Key Points

  1. Decision Making
  2. Game Theory
  3. What are the most successful trading algorithms?

LON:SYS Target Price Prediction Modeling Methodology

We consider SYSGROUP PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:SYS 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(Ensemble Learning (ML)) X S(n):→ (n+4 weeks) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:SYS SYSGROUP PLC
Time series to forecast n: 09 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:SYS 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

SYSGROUP PLC assigned short-term B3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Multiple Regression1,2,3,4 and conclude that the LON:SYS 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:SYS stock.

Financial State Forecast for LON:SYS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba1
Operational Risk 4843
Market Risk4781
Technical Analysis7386
Fundamental Analysis4571
Risk Unsystematic3969

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 777 signals.

References

  1. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  2. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
  3. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  4. Mnih A, Teh YW. 2012. A fast and simple algorithm for training neural probabilistic language models. In Proceedings of the 29th International Conference on Machine Learning, pp. 419–26. La Jolla, CA: Int. Mach. Learn. Soc.
  5. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  6. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  7. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:SYS stock?
A: LON:SYS stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Multiple Regression
Q: Is LON:SYS stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:SYS Stock.
Q: Is SYSGROUP PLC stock a good investment?
A: The consensus rating for SYSGROUP PLC is Hold and assigned short-term B3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:SYS stock?
A: The consensus rating for LON:SYS is Hold.
Q: What is the prediction period for LON:SYS stock?
A: The prediction period for LON:SYS is (n+4 weeks)

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