Modelling A.I. in Economics

LON:LORD Stock Price Prediction (Forecast)

The nature of stock market movement has always been ambiguous for investors because of various influential factors. This study aims to significantly reduce the risk of trend prediction with machine learning and deep learning algorithms. We evaluate LORDS GROUP TRADING PLC prediction models with Modular Neural Network (Market Volatility Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:LORD 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 Sell LON:LORD stock.


Keywords: LON:LORD, LORDS GROUP TRADING PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Decision Making
  2. How useful are statistical predictions?
  3. Nash Equilibria

LON:LORD Target Price Prediction Modeling Methodology

Stock market or Share market is one of the most complicated and sophisticated way to do business. Small ownerships, brokerage corporations, banking sector, all depend on this very body to make revenue and divide risks; a very complicated model. However, this paper proposes to use machine learning algorithm to predict the future stock price for exchange by using open source libraries and preexisting algorithms to help make this unpredictable format of business a little more predictable. We consider LORDS GROUP TRADING PLC Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of LON:LORD 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 (Market Volatility Analysis)) X S(n):→ (n+4 weeks) i = 1 n r i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:LORD LORDS GROUP TRADING PLC
Time series to forecast n: 12 Sep 2022 for (n+4 weeks)

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

LORDS GROUP TRADING PLC assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the LON:LORD 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 Sell LON:LORD stock.

Financial State Forecast for LON:LORD Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 4656
Market Risk7874
Technical Analysis6073
Fundamental Analysis6359
Risk Unsystematic6552

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 727 signals.

References

  1. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  2. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  3. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  4. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  5. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  6. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  7. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for LON:LORD stock?
A: LON:LORD stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Wilcoxon Sign-Rank Test
Q: Is LON:LORD stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:LORD Stock.
Q: Is LORDS GROUP TRADING PLC stock a good investment?
A: The consensus rating for LORDS GROUP TRADING PLC is Sell and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:LORD stock?
A: The consensus rating for LON:LORD is Sell.
Q: What is the prediction period for LON:LORD stock?
A: The prediction period for LON:LORD is (n+4 weeks)

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