Modelling A.I. in Economics

Is now good time to invest? (LON:WHI Stock Forecast)

Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS). We evaluate W.H. IRELAND GROUP PLC prediction models with Active Learning (ML) and Multiple Regression1,2,3,4 and conclude that the LON:WHI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:WHI stock.


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

Key Points

  1. What are main components of Markov decision process?
  2. What statistical methods are used to analyze data?
  3. Reaction Function

LON:WHI Target Price Prediction Modeling Methodology

In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many factors such as political events, general economic conditions, and traders' expectations may have an influence on the stock market index. There are numerous research studies that use similar indicators to forecast the direction of the stock market index. We consider W.H. IRELAND GROUP PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:WHI 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(Multiple 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(Active Learning (ML)) X S(n):→ (n+6 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LON:WHI 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:WHI Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:WHI W.H. IRELAND GROUP PLC
Time series to forecast n: 30 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:WHI 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

W.H. IRELAND GROUP PLC assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Multiple Regression1,2,3,4 and conclude that the LON:WHI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:WHI stock.

Financial State Forecast for LON:WHI Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 5737
Market Risk7769
Technical Analysis3851
Fundamental Analysis8533
Risk Unsystematic5359

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 541 signals.

References

  1. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  2. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  3. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  4. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  5. S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
  6. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  7. Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:WHI stock?
A: LON:WHI stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Multiple Regression
Q: Is LON:WHI stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:WHI Stock.
Q: Is W.H. IRELAND GROUP PLC stock a good investment?
A: The consensus rating for W.H. IRELAND GROUP PLC is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:WHI stock?
A: The consensus rating for LON:WHI is Hold.
Q: What is the prediction period for LON:WHI stock?
A: The prediction period for LON:WHI is (n+6 month)

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