How Do You Pick a Stock? (LON:BA69 Stock Forecast)


The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We evaluate CITY OF LONDON INVESTMENT TRUST PLC prediction models with Statistical Inference (ML) and Logistic Regression1,2,3,4 and conclude that the LON:BA69 stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:BA69 stock.


Keywords: LON:BA69, CITY OF LONDON INVESTMENT TRUST PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. How do predictive algorithms actually work?
  2. Trading Interaction
  3. Is now good time to invest?

LON:BA69 Target Price Prediction Modeling Methodology

This paper proposes genetic algorithms (GAs) approach to feature discretization and the determination of connection weights for artificial neural networks (ANNs) to predict the stock price index. Previous research proposed many hybrid models of ANN and GA for the method of training the network, feature subset selection, and topology optimization. We consider CITY OF LONDON INVESTMENT TRUST PLC Stock Decision Process with Logistic Regression where A is the set of discrete actions of LON:BA69 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(Logistic 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(Statistical Inference (ML)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of LON:BA69 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:BA69 Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:BA69 CITY OF LONDON INVESTMENT TRUST PLC
Time series to forecast n: 19 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:BA69 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

CITY OF LONDON INVESTMENT TRUST PLC assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Logistic Regression1,2,3,4 and conclude that the LON:BA69 stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:BA69 stock.

Financial State Forecast for LON:BA69 Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 6880
Market Risk4735
Technical Analysis6484
Fundamental Analysis4146
Risk Unsystematic6665

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 491 signals.

References

  1. 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
  2. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
  3. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  4. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  5. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  6. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
  7. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BA69 stock?
A: LON:BA69 stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Logistic Regression
Q: Is LON:BA69 stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:BA69 Stock.
Q: Is CITY OF LONDON INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for CITY OF LONDON INVESTMENT TRUST PLC is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:BA69 stock?
A: The consensus rating for LON:BA69 is Hold.
Q: What is the prediction period for LON:BA69 stock?
A: The prediction period for LON:BA69 is (n+3 month)

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