Recurrent Neural Networks (RNNs) is a sub type of neural networks that use feedback connections. Several types of RNN models are used in predicting financial time series. This study was conducted to develop models to predict daily stock prices based on Recurrent Neural Network (RNN) Approach and to measure the accuracy of the models developed and identify the shortcomings of the models if present. We evaluate ADVFN PLC prediction models with Multi-Task Learning (ML) and Pearson Correlation1,2,3,4 and conclude that the LON:AFN 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:AFN stock.
Keywords: LON:AFN, ADVFN PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- What are buy sell or hold recommendations?
- Trust metric by Neural Network
- How do you know when a stock will go up or down?
LON:AFN Target Price Prediction Modeling Methodology
Stock markets are affected by many uncertainties and interrelated economic and political factors at both local and global levels. The key to successful stock market forecasting is achieving best results with minimum required input data. To determine the set of relevant factors for making accurate predictions is a complicated task and so regular stock market analysis is very essential. More specifically, the stock market's movements are analyzed and predicted in order to retrieve knowledge that could guide investors on when to buy and sell. We consider ADVFN PLC Stock Decision Process with Pearson Correlation where A is the set of discrete actions of LON:AFN 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(Pearson Correlation)5,6,7= X R(Multi-Task Learning (ML)) X S(n):→ (n+16 weeks)
n:Time series to forecast
p:Price signals of LON:AFN 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:AFN Stock Forecast (Buy or Sell) for (n+16 weeks)
Sample Set: Neural NetworkStock/Index: LON:AFN ADVFN PLC
Time series to forecast n: 22 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:AFN 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
ADVFN PLC assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Pearson Correlation1,2,3,4 and conclude that the LON:AFN 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:AFN stock.
Financial State Forecast for LON:AFN Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | B2 | Ba3 |
| Operational Risk | 81 | 71 |
| Market Risk | 41 | 30 |
| Technical Analysis | 59 | 69 |
| Fundamental Analysis | 32 | 79 |
| Risk Unsystematic | 47 | 56 |
Prediction Confidence Score
References
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- Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
- Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
- J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
- Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
- 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.
- Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
Frequently Asked Questions
Q: What is the prediction methodology for LON:AFN stock?A: LON:AFN stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Pearson Correlation
Q: Is LON:AFN stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:AFN Stock.
Q: Is ADVFN PLC stock a good investment?
A: The consensus rating for ADVFN PLC is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:AFN stock?
A: The consensus rating for LON:AFN is Hold.
Q: What is the prediction period for LON:AFN stock?
A: The prediction period for LON:AFN is (n+16 weeks)
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