Modelling A.I. in Economics

Buy or Sell: LON:TMOR Stock

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. We evaluate MORE ACQUISITIONS PLC prediction models with Ensemble Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and conclude that the LON:TMOR 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:TMOR stock.


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

Key Points

  1. How accurate is machine learning in stock market?
  2. Is Target price a good indicator?
  3. What are buy sell or hold recommendations?

LON:TMOR Target Price Prediction Modeling Methodology

Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We consider MORE ACQUISITIONS PLC Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of LON:TMOR 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(Statistical Hypothesis Testing)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(Ensemble Learning (ML)) X S(n):→ (n+6 month) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:TMOR MORE ACQUISITIONS PLC
Time series to forecast n: 28 Oct 2022 for (n+6 month)

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

Adjusted IFRS* Prediction Methods for MORE ACQUISITIONS PLC

  1. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  2. For the purposes of measuring expected credit losses, the estimate of expected cash shortfalls shall reflect the cash flows expected from collateral and other credit enhancements that are part of the contractual terms and are not recognised separately by the entity. The estimate of expected cash shortfalls on a collateralised financial instrument reflects the amount and timing of cash flows that are expected from foreclosure on the collateral less the costs of obtaining and selling the collateral, irrespective of whether foreclosure is probable (ie the estimate of expected cash flows considers the probability of a foreclosure and the cash flows that would result from it). Consequently, any cash flows that are expected from the realisation of the collateral beyond the contractual maturity of the contract should be included in this analysis. Any collateral obtained as a result of foreclosure is not recognised as an asset that is separate from the collateralised financial instrument unless it meets the relevant recognition criteria for an asset in this or other Standards.
  3. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.
  4. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

MORE ACQUISITIONS PLC assigned short-term B3 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Statistical Hypothesis Testing1,2,3,4 and conclude that the LON:TMOR 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:TMOR stock.

Financial State Forecast for LON:TMOR MORE ACQUISITIONS PLC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba2
Operational Risk 3080
Market Risk3073
Technical Analysis5249
Fundamental Analysis6468
Risk Unsystematic8267

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 789 signals.

References

  1. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  2. Harris ZS. 1954. Distributional structure. Word 10:146–62
  3. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  4. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  5. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  6. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  7. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:TMOR stock?
A: LON:TMOR stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Statistical Hypothesis Testing
Q: Is LON:TMOR stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:TMOR Stock.
Q: Is MORE ACQUISITIONS PLC stock a good investment?
A: The consensus rating for MORE ACQUISITIONS PLC is Buy and assigned short-term B3 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LON:TMOR stock?
A: The consensus rating for LON:TMOR is Buy.
Q: What is the prediction period for LON:TMOR stock?
A: The prediction period for LON:TMOR is (n+6 month)

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.