Modelling A.I. in Economics

How do you predict if a stock will go up or down? (LON:WKOF Stock Prediction)

Abstract

We evaluate WEISS KOREA OPPORTUNITY FUND LTD. prediction models with Transductive Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:WKOF 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 SellHold LON:WKOF stock.


Keywords: LON:WKOF, WEISS KOREA OPPORTUNITY FUND LTD., stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. What is the use of Markov decision process?
  3. What is neural prediction?

LON:WKOF Target Price Prediction Modeling Methodology

We consider WEISS KOREA OPPORTUNITY FUND LTD. Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of LON:WKOF 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(Wilcoxon Sign-Rank Test)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(Transductive Learning (ML)) X S(n):→ (n+3 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:WKOF WEISS KOREA OPPORTUNITY FUND LTD.
Time series to forecast n: 07 Sep 2022 for (n+3 month)

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

WEISS KOREA OPPORTUNITY FUND LTD. assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:WKOF 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 SellHold LON:WKOF stock.

Financial State Forecast for LON:WKOF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 4470
Market Risk5988
Technical Analysis4141
Fundamental Analysis4945
Risk Unsystematic8278

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 745 signals.

References

  1. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
  2. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  3. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
  4. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  5. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  6. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  7. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
Frequently Asked QuestionsQ: What is the prediction methodology for LON:WKOF stock?
A: LON:WKOF stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is LON:WKOF stock a buy or sell?
A: The dominant strategy among neural network is to SellHold LON:WKOF Stock.
Q: Is WEISS KOREA OPPORTUNITY FUND LTD. stock a good investment?
A: The consensus rating for WEISS KOREA OPPORTUNITY FUND LTD. is SellHold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:WKOF stock?
A: The consensus rating for LON:WKOF is SellHold.
Q: What is the prediction period for LON:WKOF stock?
A: The prediction period for LON:WKOF is (n+3 month)

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