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


Abstract

We evaluate CONVATEC GROUP PLC prediction models with Modular Neural Network (Market Direction Analysis) and Multiple Regression1,2,3,4 and conclude that the LON:CTEC 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:CTEC stock.


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

Key Points

  1. Why do we need predictive models?
  2. Why do we need predictive models?
  3. How do you decide buy or sell a stock?

LON:CTEC Target Price Prediction Modeling Methodology

We consider CONVATEC GROUP PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:CTEC 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(Modular Neural Network (Market Direction Analysis)) 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 LON:CTEC stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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How do AC Investment Research machine learning (predictive) algorithms actually work?

LON:CTEC Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:CTEC CONVATEC GROUP PLC
Time series to forecast n: 06 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:CTEC 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

CONVATEC GROUP PLC assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Multiple Regression1,2,3,4 and conclude that the LON:CTEC 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:CTEC stock.

Financial State Forecast for LON:CTEC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 6460
Market Risk7087
Technical Analysis5257
Fundamental Analysis4232
Risk Unsystematic8171

Prediction Confidence Score

Trust metric by Neural Network: 84 out of 100 with 736 signals.

References

  1. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
  2. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  3. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  4. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  5. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  6. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  7. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
Frequently Asked QuestionsQ: What is the prediction methodology for LON:CTEC stock?
A: LON:CTEC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Multiple Regression
Q: Is LON:CTEC stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:CTEC Stock.
Q: Is CONVATEC GROUP PLC stock a good investment?
A: The consensus rating for CONVATEC GROUP PLC is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:CTEC stock?
A: The consensus rating for LON:CTEC is Hold.
Q: What is the prediction period for LON:CTEC stock?
A: The prediction period for LON:CTEC is (n+8 weeks)

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