Modelling A.I. in Economics

How do you know when a stock will go up or down? (LON:SGZ Stock Forecast)

A speculator on a Stock Market, aside from having money to spare, needs at least one other thing — a means of producing accurate and understandable predictions ahead of others in the Market, so that a tactical and price advantage can be gained. This work demonstrates that it is possible to predict one such Market to a high degree of accuracy. We evaluate SCOTGOLD RESOURCES LIMITED prediction models with Supervised Machine Learning (ML) and Stepwise Regression1,2,3,4 and conclude that the LON:SGZ 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:SGZ stock.


Keywords: LON:SGZ, SCOTGOLD RESOURCES LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. Buy, Sell and Hold Signals
  3. Nash Equilibria

LON:SGZ Target Price Prediction Modeling Methodology

Stock market predictions are one of the challenging tasks for financial investors across the globe. This challenge is due to the uncertainty and volatility of the stock prices in the market. Due to technology and globalization of business and financial markets it is important to predict the stock prices more quickly and accurately. Last few years there has been much improvement in the field of Neural Network (NN) applications in business and financial markets. Artificial Neural Network (ANN) methods are mostly implemented and play a vital role in decision making for stock market predictions. We consider SCOTGOLD RESOURCES LIMITED Stock Decision Process with Stepwise Regression where A is the set of discrete actions of LON:SGZ 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(Stepwise 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(Supervised Machine Learning (ML)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:SGZ SCOTGOLD RESOURCES LIMITED
Time series to forecast n: 26 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:SGZ 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

SCOTGOLD RESOURCES LIMITED assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Stepwise Regression1,2,3,4 and conclude that the LON:SGZ 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:SGZ stock.

Financial State Forecast for LON:SGZ Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 4869
Market Risk8987
Technical Analysis6290
Fundamental Analysis4230
Risk Unsystematic6656

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 844 signals.

References

  1. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  2. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
  3. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
  4. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  5. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  6. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  7. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
Frequently Asked QuestionsQ: What is the prediction methodology for LON:SGZ stock?
A: LON:SGZ stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Stepwise Regression
Q: Is LON:SGZ stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:SGZ Stock.
Q: Is SCOTGOLD RESOURCES LIMITED stock a good investment?
A: The consensus rating for SCOTGOLD RESOURCES LIMITED is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:SGZ stock?
A: The consensus rating for LON:SGZ is Hold.
Q: What is the prediction period for LON:SGZ stock?
A: The prediction period for LON:SGZ is (n+8 weeks)

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