Modelling A.I. in Economics

Short/Long Term Stocks: LON:MHN Stock Forecast

Stock markets are affected by many uncertainties and interrelated economic and political factors at both local and global levels. The key to successful stock market forecasting is achieving best results with minimum required input data. To determine the set of relevant factors for making accurate predictions is a complicated task and so regular stock market analysis is very essential. More specifically, the stock market's movements are analyzed and predicted in order to retrieve knowledge that could guide investors on when to buy and sell. We evaluate MENHADEN RESOURCE EFFICIENCY PLC prediction models with Ensemble Learning (ML) and Multiple Regression1,2,3,4 and conclude that the LON:MHN 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 Hold LON:MHN stock.


Keywords: LON:MHN, MENHADEN RESOURCE EFFICIENCY PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. Stock Forecast Based On a Predictive Algorithm
  3. Can machine learning predict?

LON:MHN Target Price Prediction Modeling Methodology

Stock price prediction has always been a challenging task for the researchers in financial domain. While the Efficient Market Hypothesis claims that it is impossible to predict stock prices accurately, there are work in the literature that have demonstrated that stock price movements can be forecasted with a reasonable degree of accuracy, if appropriate variables are chosen and suitable predictive models are built using those variables. In this work, we present a robust and accurate framework of stock price prediction using statistical, machine learning and deep learning methods We consider MENHADEN RESOURCE EFFICIENCY PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:MHN 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(Ensemble Learning (ML)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:MHN MENHADEN RESOURCE EFFICIENCY PLC
Time series to forecast n: 26 Sep 2022 for (n+4 weeks)

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

MENHADEN RESOURCE EFFICIENCY PLC assigned short-term Ba3 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Multiple Regression1,2,3,4 and conclude that the LON:MHN 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 Hold LON:MHN stock.

Financial State Forecast for LON:MHN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Baa2
Operational Risk 8175
Market Risk7088
Technical Analysis8457
Fundamental Analysis4472
Risk Unsystematic5783

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 613 signals.

References

  1. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
  2. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  3. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  4. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  5. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  6. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
  7. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:MHN stock?
A: LON:MHN stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Multiple Regression
Q: Is LON:MHN stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:MHN Stock.
Q: Is MENHADEN RESOURCE EFFICIENCY PLC stock a good investment?
A: The consensus rating for MENHADEN RESOURCE EFFICIENCY PLC is Hold and assigned short-term Ba3 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of LON:MHN stock?
A: The consensus rating for LON:MHN is Hold.
Q: What is the prediction period for LON:MHN stock?
A: The prediction period for LON:MHN is (n+4 weeks)

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