Modelling A.I. in Economics

When should you buy or sell a stock? (LON:EXR Stock Forecast)

Abstract

We evaluate ENGAGE XR HOLDINGS PLC prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Factor1,2,3,4 and conclude that the LON:EXR 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:EXR stock.


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

Key Points

  1. Stock Forecast Based On a Predictive Algorithm
  2. Market Risk
  3. Is Target price a good indicator?

LON:EXR Target Price Prediction Modeling Methodology

We consider ENGAGE XR HOLDINGS PLC Stock Decision Process with Factor where A is the set of discrete actions of LON:EXR 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(Factor)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 (Social Media Sentiment Analysis)) X S(n):→ (n+6 month) i = 1 n r i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:EXR ENGAGE XR HOLDINGS PLC
Time series to forecast n: 06 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:EXR 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

ENGAGE XR HOLDINGS PLC assigned short-term Baa2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Factor1,2,3,4 and conclude that the LON:EXR 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:EXR stock.

Financial State Forecast for LON:EXR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba3
Operational Risk 8950
Market Risk8975
Technical Analysis7270
Fundamental Analysis6642
Risk Unsystematic7771

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 694 signals.

References

  1. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
  2. Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]
  3. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  4. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  5. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  6. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:EXR stock?
A: LON:EXR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Factor
Q: Is LON:EXR stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:EXR Stock.
Q: Is ENGAGE XR HOLDINGS PLC stock a good investment?
A: The consensus rating for ENGAGE XR HOLDINGS PLC is Hold and assigned short-term Baa2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:EXR stock?
A: The consensus rating for LON:EXR is Hold.
Q: What is the prediction period for LON:EXR stock?
A: The prediction period for LON:EXR is (n+6 month)

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