Modelling A.I. in Economics

Should You Buy Now or Wait? LON:GNC Stock Forecast (Forecast)

Prediction of stock market movement is extremely difficult due to its high mutable nature. The rapid ups and downs occur in stock market because of impact from foreign commodities like emotional behavior of investors, political, psychological and economical factors. Continuous unsettlement in the stock market is major reason why investors sell out at the wrong time and often fail to gain the benefit. While investing in stock market investors must not forget the risk of reward rule and expose their holdings to greater risks. Although it is not possible predict stock market movement with full accuracy, losses from selling stocks at wrong time and its impacts can be reduce to greater extent using prediction of stock market movement based on analysis of historical data. We evaluate GREENCORE GROUP PLC prediction models with Modular Neural Network (DNN Layer) and Multiple Regression1,2,3,4 and conclude that the LON:GNC stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:GNC stock.


Keywords: LON:GNC, GREENCORE GROUP 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 the use of Markov decision process?
  2. Fundemental Analysis with Algorithmic Trading
  3. Market Risk

LON:GNC Target Price Prediction Modeling Methodology

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 consider GREENCORE GROUP PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:GNC 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(Modular Neural Network (DNN Layer)) X S(n):→ (n+6 month) r s rs

n:Time series to forecast

p:Price signals of LON:GNC 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:GNC Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:GNC GREENCORE GROUP PLC
Time series to forecast n: 25 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:GNC 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

GREENCORE GROUP PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Multiple Regression1,2,3,4 and conclude that the LON:GNC stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:GNC stock.

Financial State Forecast for LON:GNC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 5476
Market Risk5159
Technical Analysis5143
Fundamental Analysis8641
Risk Unsystematic3747

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 508 signals.

References

  1. T. Morimura, M. Sugiyama, M. Kashima, H. Hachiya, and T. Tanaka. Nonparametric return distribution ap- proximation for reinforcement learning. In Proceedings of the 27th International Conference on Machine Learning, pages 799–806, 2010
  2. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  3. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  4. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  5. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  6. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  7. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GNC stock?
A: LON:GNC stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Multiple Regression
Q: Is LON:GNC stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:GNC Stock.
Q: Is GREENCORE GROUP PLC stock a good investment?
A: The consensus rating for GREENCORE GROUP PLC is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:GNC stock?
A: The consensus rating for LON:GNC is Hold.
Q: What is the prediction period for LON:GNC stock?
A: The prediction period for LON:GNC is (n+6 month)

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