Stock index price prediction is prevalent in both academic and economic fields. The index price is hard to forecast due to its uncertain noise. With the development of computer science, neural networks are applied in kinds of industrial fields. In this paper, we introduce four different methods in machine learning including three typical machine learning models: Multilayer Perceptron (MLP), Long Short Term Memory (LSTM) and Convolutional Neural Network (CNN) and one attention-based neural network. We evaluate MIDWICH GROUP PLC prediction models with Statistical Inference (ML) and Multiple Regression1,2,3,4 and conclude that the LON:MIDW 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 Sell LON:MIDW stock.
Keywords: LON:MIDW, MIDWICH GROUP PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Market Risk
- What is a prediction confidence?
- Is it better to buy and sell or hold?
LON:MIDW Target Price Prediction Modeling Methodology
This paper examines the theory and practice of regression techniques for prediction of stock price trend by using a transformed data set in ordinal data format. The original pretransformed data source contains data of heterogeneous data types used for handling of currency values and financial ratios. The data formats in currency values and financial ratios provide a process for computation of stock prices. The transformed data set contains only a standardized ordinal data type which provides a process to measure rankings of stock price trends. We consider MIDWICH GROUP PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:MIDW 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= X R(Statistical Inference (ML)) X S(n):→ (n+4 weeks)
n:Time series to forecast
p:Price signals of LON:MIDW 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:MIDW Stock Forecast (Buy or Sell) for (n+4 weeks)
Sample Set: Neural NetworkStock/Index: LON:MIDW MIDWICH GROUP PLC
Time series to forecast n: 15 Sep 2022 for (n+4 weeks)
According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell LON:MIDW 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
MIDWICH GROUP PLC assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Multiple Regression1,2,3,4 and conclude that the LON:MIDW 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 Sell LON:MIDW stock.
Financial State Forecast for LON:MIDW Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | B2 | B1 |
| Operational Risk | 46 | 53 |
| Market Risk | 46 | 35 |
| Technical Analysis | 71 | 63 |
| Fundamental Analysis | 64 | 51 |
| Risk Unsystematic | 36 | 86 |
Prediction Confidence Score
References
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- 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
- J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
- Bengio Y, Schwenk H, Senécal JS, Morin F, Gauvain JL. 2006. Neural probabilistic language models. In Innovations in Machine Learning: Theory and Applications, ed. DE Holmes, pp. 137–86. Berlin: Springer
- S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
- D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
- S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
Frequently Asked Questions
Q: What is the prediction methodology for LON:MIDW stock?A: LON:MIDW stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Multiple Regression
Q: Is LON:MIDW stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:MIDW Stock.
Q: Is MIDWICH GROUP PLC stock a good investment?
A: The consensus rating for MIDWICH GROUP PLC is Sell and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:MIDW stock?
A: The consensus rating for LON:MIDW is Sell.
Q: What is the prediction period for LON:MIDW stock?
A: The prediction period for LON:MIDW is (n+4 weeks)
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