Modelling A.I. in Economics

Can we predict stock market using machine learning? (LON:AAEV Stock Forecast)

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We evaluate ALBION ENTERPRISE VCT PLC prediction models with Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression1,2,3,4 and conclude that the LON:AAEV stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:AAEV stock.


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

Key Points

  1. Can statistics predict the future?
  2. Probability Distribution
  3. What statistical methods are used to analyze data?

LON:AAEV Target Price Prediction Modeling Methodology

Prediction of stock market is a long-time attractive topic to researchers from different fields. In particular, numerous studies have been conducted to predict the movement of stock market using machine learning algorithms such as support vector machine (SVM) and reinforcement learning. In this project, we propose a new prediction algorithm that exploits the temporal correlation among global stock markets and various financial products to predict the next-day stock trend. We consider ALBION ENTERPRISE VCT PLC Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of LON:AAEV 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(ElasticNet 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(Modular Neural Network (Speculative Sentiment Analysis)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of LON:AAEV 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:AAEV Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:AAEV ALBION ENTERPRISE VCT PLC
Time series to forecast n: 23 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:AAEV 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

ALBION ENTERPRISE VCT PLC assigned short-term Ba3 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with ElasticNet Regression1,2,3,4 and conclude that the LON:AAEV stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:AAEV stock.

Financial State Forecast for LON:AAEV Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Baa2
Operational Risk 4568
Market Risk8983
Technical Analysis5465
Fundamental Analysis5270
Risk Unsystematic8785

Prediction Confidence Score

Trust metric by Neural Network: 93 out of 100 with 706 signals.

References

  1. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  2. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  3. Harris ZS. 1954. Distributional structure. Word 10:146–62
  4. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  5. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
  6. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
  7. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
Frequently Asked QuestionsQ: What is the prediction methodology for LON:AAEV stock?
A: LON:AAEV stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression
Q: Is LON:AAEV stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:AAEV Stock.
Q: Is ALBION ENTERPRISE VCT PLC stock a good investment?
A: The consensus rating for ALBION ENTERPRISE VCT PLC is Hold and assigned short-term Ba3 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of LON:AAEV stock?
A: The consensus rating for LON:AAEV is Hold.
Q: What is the prediction period for LON:AAEV stock?
A: The prediction period for LON:AAEV is (n+16 weeks)

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