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


Abstract

We evaluate VESUVIUS PLC prediction models with Modular Neural Network (DNN Layer) and Chi-Square1,2,3,4 and conclude that the LON:VSVS 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 LON:VSVS stock.


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

Key Points

  1. Market Outlook
  2. Prediction Modeling
  3. Which neural network is best for prediction?

LON:VSVS Target Price Prediction Modeling Methodology

We consider VESUVIUS PLC Stock Decision Process with Chi-Square where A is the set of discrete actions of LON:VSVS 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(Modular Neural Network (DNN Layer)) X S(n):→ (n+8 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of LON:VSVS 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:VSVS Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:VSVS VESUVIUS PLC
Time series to forecast n: 07 Sep 2022 for (n+8 weeks)

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

VESUVIUS PLC assigned short-term B3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Chi-Square1,2,3,4 and conclude that the LON:VSVS 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 LON:VSVS stock.

Financial State Forecast for LON:VSVS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba1
Operational Risk 3390
Market Risk6856
Technical Analysis6687
Fundamental Analysis4147
Risk Unsystematic3372

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 852 signals.

References

  1. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  2. 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
  3. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
  4. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
  5. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
  6. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  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 LON:VSVS stock?
A: LON:VSVS stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Chi-Square
Q: Is LON:VSVS stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:VSVS Stock.
Q: Is VESUVIUS PLC stock a good investment?
A: The consensus rating for VESUVIUS PLC is Hold and assigned short-term B3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:VSVS stock?
A: The consensus rating for LON:VSVS is Hold.
Q: What is the prediction period for LON:VSVS stock?
A: The prediction period for LON:VSVS is (n+8 weeks)

People also ask

What are the top stocks to invest in right now?
Our Mission

As AC Investment Research, our goal is to do fundamental research, bring forward a totally new, scientific technology and create frameworks for objective forecasting using machine learning and fundamentals of Game Theory.

301 Massachusetts Avenue Cambridge, MA 02139 667-253-1000 pr@ademcetinkaya.com

Follow Us | Send Feedback