Modelling A.I. in Economics

Buy, sell or hold: LON:ENT Stock Forecast

Stock market investment strategies are complex and rely on an evaluation of vast amounts of data. In recent years, machine learning techniques have increasingly been examined to assess whether they can improve market forecasting when compared with traditional approaches. The objective for this study is to identify directions for future machine learning stock market prediction research based upon a review of current literature. We evaluate ENTAIN PLC prediction models with Modular Neural Network (CNN Layer) and Lasso Regression1,2,3,4 and conclude that the LON:ENT 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 Hold LON:ENT stock.


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

Key Points

  1. Can neural networks predict stock market?
  2. Can stock prices be predicted?
  3. What is the best way to predict stock prices?

LON:ENT Target Price Prediction Modeling Methodology

Fuzzy rough theory can describe real-world situations in a mathematically effective and interpretable way, while evolutionary neural networks can be utilized to solve complex problems. Combining them with these complementary capabilities may lead to evolutionary fuzzy rough neural network with the interpretability and prediction capability. In this article, we propose modifications to the existing models of fuzzy rough neural network and then develop a powerful evolutionary framework for fuzzy rough neural networks by inheriting the merits of both the aforementioned systems. We consider ENTAIN PLC Stock Decision Process with Lasso Regression where A is the set of discrete actions of LON:ENT 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(Lasso 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(Modular Neural Network (CNN Layer)) X S(n):→ (n+4 weeks) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:ENT ENTAIN PLC
Time series to forecast n: 04 Oct 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:ENT 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

ENTAIN PLC assigned short-term Ba1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Lasso Regression1,2,3,4 and conclude that the LON:ENT 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 Hold LON:ENT stock.

Financial State Forecast for LON:ENT Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba3
Operational Risk 7660
Market Risk6667
Technical Analysis7465
Fundamental Analysis8079
Risk Unsystematic6038

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 663 signals.

References

  1. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  2. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  3. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  4. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  5. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
  6. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  7. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ENT stock?
A: LON:ENT stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Lasso Regression
Q: Is LON:ENT stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ENT Stock.
Q: Is ENTAIN PLC stock a good investment?
A: The consensus rating for ENTAIN PLC is Hold and assigned short-term Ba1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:ENT stock?
A: The consensus rating for LON:ENT is Hold.
Q: What is the prediction period for LON:ENT stock?
A: The prediction period for LON:ENT is (n+4 weeks)

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