Modelling A.I. in Economics

LON:KZG Target Price Prediction (Forecast)

Forecasting stock exchange rates is an important financial problem that is receiving increasing attention. During the last few years, a number of neural network models and hybrid models have been proposed for obtaining accurate prediction results, in an attempt to outperform the traditional linear and nonlinear approaches. This paper evaluates the effectiveness of neural network models which are known to be dynamic and effective in stock-market predictions. We evaluate KAZERA GLOBAL PLC prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:KZG 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:KZG stock.


Keywords: LON:KZG, KAZERA GLOBAL 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 a prediction confidence?
  2. Stock Rating
  3. Decision Making

LON:KZG Target Price Prediction Modeling Methodology

Stock market predictions are one of the challenging tasks for financial investors across the globe. This challenge is due to the uncertainty and volatility of the stock prices in the market. Due to technology and globalization of business and financial markets it is important to predict the stock prices more quickly and accurately. Last few years there has been much improvement in the field of Neural Network (NN) applications in business and financial markets. Artificial Neural Network (ANN) methods are mostly implemented and play a vital role in decision making for stock market predictions. We consider KAZERA GLOBAL PLC Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of LON:KZG 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(Modular Neural Network (Speculative Sentiment Analysis)) X S(n):→ (n+8 weeks) S = s 1 s 2 s 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:KZG KAZERA GLOBAL PLC
Time series to forecast n: 17 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:KZG 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

KAZERA GLOBAL PLC assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:KZG 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:KZG stock.

Financial State Forecast for LON:KZG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B3
Operational Risk 6534
Market Risk4535
Technical Analysis4151
Fundamental Analysis6248
Risk Unsystematic8057

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 829 signals.

References

  1. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  2. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  3. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
  4. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  5. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  6. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
  7. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
Frequently Asked QuestionsQ: What is the prediction methodology for LON:KZG stock?
A: LON:KZG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is LON:KZG stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:KZG Stock.
Q: Is KAZERA GLOBAL PLC stock a good investment?
A: The consensus rating for KAZERA GLOBAL PLC is Hold and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:KZG stock?
A: The consensus rating for LON:KZG is Hold.
Q: What is the prediction period for LON:KZG stock?
A: The prediction period for LON:KZG is (n+8 weeks)

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