Machine Learning stock prediction: LON:BA. Stock Prediction


Abstract

We evaluate BAE SYSTEMS PLC prediction models with Multi-Instance Learning (ML) and Paired T-Test1,2,3,4 and conclude that the LON:BA. 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 Sell LON:BA. stock.


Keywords: LON:BA., BAE SYSTEMS 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 statistical models in machine learning?
  2. Why do we need predictive models?
  3. Reaction Function

LON:BA. Target Price Prediction Modeling Methodology

We consider BAE SYSTEMS PLC Stock Decision Process with Paired T-Test where A is the set of discrete actions of LON:BA. 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(Paired 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(Multi-Instance Learning (ML)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of LON:BA. stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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How do AC Investment Research machine learning (predictive) algorithms actually work?

LON:BA. Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:BA. BAE SYSTEMS PLC
Time series to forecast n: 06 Sep 2022 for (n+8 weeks)

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

BAE SYSTEMS PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Paired T-Test1,2,3,4 and conclude that the LON:BA. 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 Sell LON:BA. stock.

Financial State Forecast for LON:BA. Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 3052
Market Risk8531
Technical Analysis6444
Fundamental Analysis3872
Risk Unsystematic7056

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 687 signals.

References

  1. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
  2. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  3. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  4. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  5. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  6. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  7. Li L, Chu W, Langford J, Moon T, Wang X. 2012. An unbiased offline evaluation of contextual bandit algo- rithms with generalized linear models. In Proceedings of 4th ACM International Conference on Web Search and Data Mining, pp. 297–306. New York: ACM
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BA. stock?
A: LON:BA. stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Paired T-Test
Q: Is LON:BA. stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:BA. Stock.
Q: Is BAE SYSTEMS PLC stock a good investment?
A: The consensus rating for BAE SYSTEMS PLC is Sell and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:BA. stock?
A: The consensus rating for LON:BA. is Sell.
Q: What is the prediction period for LON:BA. stock?
A: The prediction period for LON:BA. is (n+8 weeks)

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