Modelling A.I. in Economics

INLAND ZDP PLC assigned short-term Ba3 & long-term B1 forecasted stock rating.

Abstract

We evaluate INLAND ZDP PLC prediction models with Statistical Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:INLZ stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:INLZ stock.


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

Key Points

  1. Market Outlook
  2. How can neural networks improve predictions?
  3. Can we predict stock market using machine learning?

LON:INLZ Target Price Prediction Modeling Methodology

We consider INLAND ZDP PLC Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of LON:INLZ 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(Statistical Inference (ML)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of LON:INLZ 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:INLZ Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:INLZ INLAND ZDP PLC
Time series to forecast n: 08 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:INLZ 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

INLAND ZDP PLC assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:INLZ stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:INLZ stock.

Financial State Forecast for LON:INLZ Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 6254
Market Risk8486
Technical Analysis8933
Fundamental Analysis5942
Risk Unsystematic3389

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 834 signals.

References

  1. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  2. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  3. T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
  4. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  5. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
  6. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  7. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:INLZ stock?
A: LON:INLZ stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Wilcoxon Sign-Rank Test
Q: Is LON:INLZ stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:INLZ Stock.
Q: Is INLAND ZDP PLC stock a good investment?
A: The consensus rating for INLAND ZDP PLC is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:INLZ stock?
A: The consensus rating for LON:INLZ is Hold.
Q: What is the prediction period for LON:INLZ stock?
A: The prediction period for LON:INLZ is (n+16 weeks)

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