Modelling A.I. in Economics

What are the most successful trading algorithms? (LON:PPS Stock Forecast) (Forecast)

The presented paper modeled and predicted stock returns using LSTM. The historical data of stock market were transformed into 30-days-long sequences with 10 learning features and 7-day earning rate labeling. The model was fitted by training on 1200000 sequences and tested using the other 350000 sequences. We evaluate PROTON MOTOR POWER SYSTEMS PLC prediction models with Modular Neural Network (Financial Sentiment Analysis) and Beta1,2,3,4 and conclude that the LON:PPS 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:PPS stock.


Keywords: LON:PPS, PROTON MOTOR POWER 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 statistical methods are used to analyze data?
  2. Market Risk
  3. Market Signals

LON:PPS Target Price Prediction Modeling Methodology

In today's economy, there is a profound impact of the stock market or equity market. Prediction of stock prices is extremely complex, chaotic, and the presence of a dynamic environment makes it a great challenge. Behavioural finance suggests that decision-making process of investors is to a very great extent influenced by the emotions and sentiments in response to a particular news. Thus, to support the decisions of the investors, we have presented an approach combining two distinct fields for analysis of stock exchange. We consider PROTON MOTOR POWER SYSTEMS PLC Stock Decision Process with Beta where A is the set of discrete actions of LON:PPS 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(Beta)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 (Financial Sentiment Analysis)) X S(n):→ (n+8 weeks) R = r 1 r 2 r 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:PPS PROTON MOTOR POWER SYSTEMS PLC
Time series to forecast n: 18 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:PPS 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

PROTON MOTOR POWER SYSTEMS PLC assigned short-term B2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Beta1,2,3,4 and conclude that the LON:PPS 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:PPS stock.

Financial State Forecast for LON:PPS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba1
Operational Risk 6974
Market Risk8483
Technical Analysis4471
Fundamental Analysis3964
Risk Unsystematic4763

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 488 signals.

References

  1. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  2. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  3. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  6. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
  7. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
Frequently Asked QuestionsQ: What is the prediction methodology for LON:PPS stock?
A: LON:PPS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Beta
Q: Is LON:PPS stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:PPS Stock.
Q: Is PROTON MOTOR POWER SYSTEMS PLC stock a good investment?
A: The consensus rating for PROTON MOTOR POWER SYSTEMS PLC is Sell and assigned short-term B2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:PPS stock?
A: The consensus rating for LON:PPS is Sell.
Q: What is the prediction period for LON:PPS stock?
A: The prediction period for LON:PPS 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.