Modelling A.I. in Economics

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

Stock market prediction is a major exertion in the field of finance and establishing businesses. Stock market is totally uncertain as the prices of stocks keep fluctuating on a daily basis because of numerous factors that influence it. One of the traditional ways of predicting stock prices was by using only historical data. But with time it was observed that other factors such as peoples' sentiments and other news events occurring in and around the country affect the stock market, for e.g. national elections, natural calamity etc. We evaluate VICTORIAN PLUMBING GROUP PLC prediction models with Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:VIC 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 Buy LON:VIC stock.


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

Key Points

  1. Market Signals
  2. What are the most successful trading algorithms?
  3. How do you decide buy or sell a stock?

LON:VIC Target Price Prediction Modeling Methodology

The stock market is an interesting industry to study. There are various variations present in it. Many experts have been studying and researching on the various trends that the stock market goes through. One of the major studies has been the attempt to predict the stock prices of various companies based on historical data. Prediction of stock prices will greatly help people to understand where and how to invest so that the risk of losing money is minimized. We consider VICTORIAN PLUMBING GROUP PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:VIC 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(Wilcoxon Rank-Sum 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-Task Learning (ML)) X S(n):→ (n+6 month) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:VIC VICTORIAN PLUMBING GROUP PLC
Time series to forecast n: 27 Sep 2022 for (n+6 month)

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

VICTORIAN PLUMBING GROUP PLC assigned short-term Ba1 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:VIC 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 Buy LON:VIC stock.

Financial State Forecast for LON:VIC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1B1
Operational Risk 5239
Market Risk9056
Technical Analysis7090
Fundamental Analysis8949
Risk Unsystematic5350

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 603 signals.

References

  1. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  2. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  3. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  4. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  5. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  6. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  7. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
Frequently Asked QuestionsQ: What is the prediction methodology for LON:VIC stock?
A: LON:VIC stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is LON:VIC stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:VIC Stock.
Q: Is VICTORIAN PLUMBING GROUP PLC stock a good investment?
A: The consensus rating for VICTORIAN PLUMBING GROUP PLC is Buy and assigned short-term Ba1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:VIC stock?
A: The consensus rating for LON:VIC is Buy.
Q: What is the prediction period for LON:VIC stock?
A: The prediction period for LON:VIC is (n+6 month)

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