Modelling A.I. in Economics

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

The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We evaluate IGAS ENERGY PLC prediction models with Multi-Instance Learning (ML) and Multiple Regression1,2,3,4 and conclude that the LON:IGAS 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 Buy LON:IGAS stock.


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

Key Points

  1. Can stock prices be predicted?
  2. What is statistical models in machine learning?
  3. How do you know when a stock will go up or down?

LON:IGAS Target Price Prediction Modeling Methodology

Short-term trading is a difficult task due to fluctuating demand and supply in the stock market. These demands and supply are reflected in stock prices. The stock prices may be predicted using technical indicators. Most of the existing literature considered the limited technical indicators to measure short-term prices. We have considered 82 different combinations of technical indicators to predict the stock prices. We consider IGAS ENERGY PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:IGAS 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(Multi-Instance Learning (ML)) X S(n):→ (n+4 weeks) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:IGAS IGAS ENERGY 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 Buy LON:IGAS 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

IGAS ENERGY PLC assigned short-term B1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Multiple Regression1,2,3,4 and conclude that the LON:IGAS 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 Buy LON:IGAS stock.

Financial State Forecast for LON:IGAS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba1
Operational Risk 8769
Market Risk4766
Technical Analysis6972
Fundamental Analysis3878
Risk Unsystematic6963

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 700 signals.

References

  1. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
  2. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  3. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
  4. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  5. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  6. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  7. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
Frequently Asked QuestionsQ: What is the prediction methodology for LON:IGAS stock?
A: LON:IGAS stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Multiple Regression
Q: Is LON:IGAS stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:IGAS Stock.
Q: Is IGAS ENERGY PLC stock a good investment?
A: The consensus rating for IGAS ENERGY PLC is Buy and assigned short-term B1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:IGAS stock?
A: The consensus rating for LON:IGAS is Buy.
Q: What is the prediction period for LON:IGAS stock?
A: The prediction period for LON:IGAS is (n+4 weeks)

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