Modelling A.I. in Economics

LON:TAN Stock Price Prediction

Abstract

We evaluate TANFIELD GROUP PLC prediction models with Modular Neural Network (Financial Sentiment Analysis) and Independent T-Test1,2,3,4 and conclude that the LON:TAN 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 Buy LON:TAN stock.


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

Key Points

  1. Nash Equilibria
  2. What are the most successful trading algorithms?
  3. Fundemental Analysis with Algorithmic Trading

LON:TAN Target Price Prediction Modeling Methodology

We consider TANFIELD GROUP PLC Stock Decision Process with Independent T-Test where A is the set of discrete actions of LON:TAN 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(Independent T-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 (Financial Sentiment Analysis)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:TAN TANFIELD GROUP PLC
Time series to forecast n: 08 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy LON:TAN 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

TANFIELD GROUP PLC assigned short-term Ba2 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Independent T-Test1,2,3,4 and conclude that the LON:TAN 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 Buy LON:TAN stock.

Financial State Forecast for LON:TAN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B3
Operational Risk 7458
Market Risk8362
Technical Analysis8842
Fundamental Analysis6242
Risk Unsystematic4234

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 624 signals.

References

  1. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  2. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  3. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  4. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  5. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  6. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  7. S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:TAN stock?
A: LON:TAN stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Independent T-Test
Q: Is LON:TAN stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:TAN Stock.
Q: Is TANFIELD GROUP PLC stock a good investment?
A: The consensus rating for TANFIELD GROUP PLC is Buy and assigned short-term Ba2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:TAN stock?
A: The consensus rating for LON:TAN is Buy.
Q: What is the prediction period for LON:TAN stock?
A: The prediction period for LON:TAN is (n+8 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.