Modelling A.I. in Economics

Should You Buy Now or Wait? LON:KIST Stock Forecast

Abstract

We evaluate KISTOS PLC prediction models with Active Learning (ML) and Sign Test1,2,3,4 and conclude that the LON:KIST 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:KIST stock.


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

Key Points

  1. What are buy sell or hold recommendations?
  2. Operational Risk
  3. How do you decide buy or sell a stock?

LON:KIST Target Price Prediction Modeling Methodology

We consider KISTOS PLC Stock Decision Process with Sign Test where A is the set of discrete actions of LON:KIST 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(Sign 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(Active Learning (ML)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:KIST KISTOS 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:KIST 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

KISTOS PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Sign Test1,2,3,4 and conclude that the LON:KIST 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:KIST stock.

Financial State Forecast for LON:KIST Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 8352
Market Risk4543
Technical Analysis7377
Fundamental Analysis4240
Risk Unsystematic3356

Prediction Confidence Score

Trust metric by Neural Network: 91 out of 100 with 456 signals.

References

  1. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  2. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  3. Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
  4. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
  5. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  6. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  7. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
Frequently Asked QuestionsQ: What is the prediction methodology for LON:KIST stock?
A: LON:KIST stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Sign Test
Q: Is LON:KIST stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:KIST Stock.
Q: Is KISTOS PLC stock a good investment?
A: The consensus rating for KISTOS PLC is Sell and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:KIST stock?
A: The consensus rating for LON:KIST is Sell.
Q: What is the prediction period for LON:KIST stock?
A: The prediction period for LON:KIST 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.