Modelling A.I. in Economics

IMI PLC Stock Forecast & Analysis (Forecast)

The stock market has been an attractive field for a large number of organizers and investors to derive useful predictions. Fundamental knowledge of stock market can be utilised with technical indicators to investigate different perspectives of the financial market; also, the influence of various events, financial news, and/or opinions on investors' decisions and hence, market trends have been observed. Such information can be exploited to make reliable predictions and achieve higher profitability. Computational intelligence has emerged with various deep neural network (DNN) techniques to address complex stock market problems. We evaluate IMI PLC prediction models with Deductive Inference (ML) and Ridge Regression1,2,3,4 and conclude that the LON:IMI 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:IMI stock.


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

Key Points

  1. What is statistical models in machine learning?
  2. Stock Rating
  3. How can neural networks improve predictions?

LON:IMI Target Price Prediction Modeling Methodology

Social media comments have in the past had an instantaneous effect on stock markets. This paper investigates the sentiments expressed on the social media platform Twitter and their pr edictive impact on the Stock Market. We consider IMI PLC Stock Decision Process with Ridge Regression where A is the set of discrete actions of LON:IMI 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(Ridge 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(Deductive Inference (ML)) X S(n):→ (n+8 weeks) R = r 1 r 2 r 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:IMI IMI PLC
Time series to forecast n: 22 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:IMI 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

IMI PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Ridge Regression1,2,3,4 and conclude that the LON:IMI 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:IMI stock.

Financial State Forecast for LON:IMI Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 7642
Market Risk5061
Technical Analysis4632
Fundamental Analysis4189
Risk Unsystematic7450

Prediction Confidence Score

Trust metric by Neural Network: 93 out of 100 with 474 signals.

References

  1. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  2. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  3. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  4. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  5. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
  6. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  7. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
Frequently Asked QuestionsQ: What is the prediction methodology for LON:IMI stock?
A: LON:IMI stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Ridge Regression
Q: Is LON:IMI stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:IMI Stock.
Q: Is IMI PLC stock a good investment?
A: The consensus rating for IMI PLC is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:IMI stock?
A: The consensus rating for LON:IMI is Hold.
Q: What is the prediction period for LON:IMI stock?
A: The prediction period for LON:IMI is (n+8 weeks)

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