Modelling A.I. in Economics

Is LON:ABDN a Buy?

Abstract

We evaluate ABRDN PLC prediction models with Modular Neural Network (Financial Sentiment Analysis) and Stepwise Regression1,2,3,4 and conclude that the LON:ABDN stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:ABDN stock.


Keywords: LON:ABDN, ABRDN 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 neural prediction?
  2. Reaction Function
  3. Reaction Function

LON:ABDN Target Price Prediction Modeling Methodology

We consider ABRDN PLC Stock Decision Process with Stepwise Regression where A is the set of discrete actions of LON:ABDN 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(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of LON:ABDN 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:ABDN Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:ABDN ABRDN PLC
Time series to forecast n: 06 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:ABDN 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

ABRDN PLC assigned short-term B1 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Stepwise Regression1,2,3,4 and conclude that the LON:ABDN stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:ABDN stock.

Financial State Forecast for LON:ABDN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Operational Risk 3162
Market Risk7271
Technical Analysis6689
Fundamental Analysis8231
Risk Unsystematic5383

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 535 signals.

References

  1. Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
  2. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  3. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  4. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  5. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  6. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  7. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ABDN stock?
A: LON:ABDN stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Stepwise Regression
Q: Is LON:ABDN stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ABDN Stock.
Q: Is ABRDN PLC stock a good investment?
A: The consensus rating for ABRDN PLC is Hold and assigned short-term B1 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LON:ABDN stock?
A: The consensus rating for LON:ABDN is Hold.
Q: What is the prediction period for LON:ABDN stock?
A: The prediction period for LON:ABDN is (n+4 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.