In this paper a Bayesian regularized artificial neural network is proposed as a novel method to forecast financial market behavior. Daily market prices and financial technical indicators are utilized as inputs to predict the one day future closing price of individual stocks. The prediction of stock price movement is generally considered to be a challenging and important task for financial time series analysis. We evaluate DFI RETAIL GROUP HOLDINGS LIMITED prediction models with Active Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:DFIB stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:DFIB stock.
Keywords: LON:DFIB, DFI RETAIL GROUP HOLDINGS LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Market Outlook
- Trading Interaction
- Can statistics predict the future?
LON:DFIB Target Price Prediction Modeling Methodology
Stock prediction with data mining techniques is one of the most important issues in finance being investigated by researchers across the globe. Data mining techniques can be used extensively in the financial markets to help investors make qualitative decision. One of the techniques is artificial neural network (ANN). However, in the application of ANN for predicting the financial market the use of technical analysis variables for stock prediction is predominant. In this paper, we present a hybridized approach which combines the use of the variables of technical and fundamental analysis of stock market indicators for prediction of future price of stock in order to improve on the existing approaches. We consider DFI RETAIL GROUP HOLDINGS LIMITED Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:DFIB 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(Wilcoxon Rank-Sum Test)5,6,7= X R(Active Learning (ML)) X S(n):→ (n+3 month)
n:Time series to forecast
p:Price signals of LON:DFIB stock
j:Nash equilibria
k:Dominated move
a:Best response for target price
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LON:DFIB Stock Forecast (Buy or Sell) for (n+3 month)
Sample Set: Neural NetworkStock/Index: LON:DFIB DFI RETAIL GROUP HOLDINGS LIMITED
Time series to forecast n: 08 Oct 2022 for (n+3 month)
According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:DFIB 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
DFI RETAIL GROUP HOLDINGS LIMITED assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:DFIB stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:DFIB stock.
Financial State Forecast for LON:DFIB Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | Ba3 | B1 |
| Operational Risk | 35 | 88 |
| Market Risk | 75 | 50 |
| Technical Analysis | 81 | 56 |
| Fundamental Analysis | 87 | 62 |
| Risk Unsystematic | 38 | 37 |
Prediction Confidence Score
References
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- Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
- K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
- L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
- Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
- Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
- Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
Frequently Asked Questions
Q: What is the prediction methodology for LON:DFIB stock?A: LON:DFIB stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is LON:DFIB stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:DFIB Stock.
Q: Is DFI RETAIL GROUP HOLDINGS LIMITED stock a good investment?
A: The consensus rating for DFI RETAIL GROUP HOLDINGS LIMITED is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:DFIB stock?
A: The consensus rating for LON:DFIB is Hold.
Q: What is the prediction period for LON:DFIB stock?
A: The prediction period for LON:DFIB is (n+3 month)
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