Modelling A.I. in Economics

How do you determine buy or sell? (LON:MANO Stock Forecast)

In recent years there has been a significant growth of interest in the incorporation of historical series of variables related to stock prediction into mathematical models or computational algorithms in order to generate predictions or indications about expected price movements. We evaluate MANOLETE PARTNERS PLC prediction models with Modular Neural Network (DNN Layer) and Lasso Regression1,2,3,4 and conclude that the LON:MANO 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 Sell LON:MANO stock.


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

Key Points

  1. Prediction Modeling
  2. Can we predict stock market using machine learning?
  3. What is statistical models in machine learning?

LON:MANO Target Price Prediction Modeling Methodology

Complex networks in stock market and stock price volatility pattern prediction are the important issues in stock price research. Previous studies have used historical information regarding a single stock to predict the future trend of the stock's price, seldom considering comovement among stocks in the same market. In this study, in order to extract the information about relation stocks for prediction, we try to combine the complex network method with machine learning to predict stock price patterns. We consider MANOLETE PARTNERS PLC Stock Decision Process with Lasso Regression where A is the set of discrete actions of LON:MANO 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(Lasso 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 (DNN Layer)) X S(n):→ (n+4 weeks) i = 1 n r i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:MANO MANOLETE PARTNERS PLC
Time series to forecast n: 21 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell LON:MANO 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

MANOLETE PARTNERS PLC assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Lasso Regression1,2,3,4 and conclude that the LON:MANO 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 Sell LON:MANO stock.

Financial State Forecast for LON:MANO Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 7131
Market Risk6571
Technical Analysis3685
Fundamental Analysis5848
Risk Unsystematic8264

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 556 signals.

References

  1. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  2. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  3. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  4. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  5. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  6. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
  7. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:MANO stock?
A: LON:MANO stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Lasso Regression
Q: Is LON:MANO stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:MANO Stock.
Q: Is MANOLETE PARTNERS PLC stock a good investment?
A: The consensus rating for MANOLETE PARTNERS PLC is Sell and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:MANO stock?
A: The consensus rating for LON:MANO is Sell.
Q: What is the prediction period for LON:MANO stock?
A: The prediction period for LON:MANO is (n+4 weeks)

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