Modelling A.I. in Economics

Buy, Sell, or Hold? (LON:HKLJ Stock Forecast)

Finance is one of the pioneering industries that started using Machine Learning (ML), a subset of Artificial Intelligence (AI) in the early 80s for market prediction. Since then, major firms and hedge funds have adopted machine learning for stock prediction, portfolio optimization, credit lending, stock betting, etc. In this paper, we survey all the different approaches of machine learning that can be incorporated in applied finance. We evaluate HONG KONG LAND HOLDINGS LD prediction models with Modular Neural Network (Market News Sentiment Analysis) and Paired T-Test1,2,3,4 and conclude that the LON:HKLJ stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:HKLJ stock.


Keywords: LON:HKLJ, HONG KONG LAND HOLDINGS LD, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Market Outlook
  2. Is it better to buy and sell or hold?
  3. What is statistical models in machine learning?

LON:HKLJ Target Price Prediction Modeling Methodology

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can accurately predict the movement of stock prices, there are seminal work in the literature that have clearly demonstrated that the seemingly random movement patterns in the time series of a stock price can be predicted with a high level of accuracy. We consider HONG KONG LAND HOLDINGS LD Stock Decision Process with Paired T-Test where A is the set of discrete actions of LON:HKLJ 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(Paired T-Test)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 (Market News Sentiment Analysis)) X S(n):→ (n+16 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of LON:HKLJ 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:HKLJ Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:HKLJ HONG KONG LAND HOLDINGS LD
Time series to forecast n: 23 Oct 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:HKLJ 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

HONG KONG LAND HOLDINGS LD assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Paired T-Test1,2,3,4 and conclude that the LON:HKLJ stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:HKLJ stock.

Financial State Forecast for LON:HKLJ Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 3039
Market Risk5336
Technical Analysis6834
Fundamental Analysis3067
Risk Unsystematic8080

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 615 signals.

References

  1. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
  2. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  3. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  4. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  5. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  6. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
  7. Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:HKLJ stock?
A: LON:HKLJ stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Paired T-Test
Q: Is LON:HKLJ stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:HKLJ Stock.
Q: Is HONG KONG LAND HOLDINGS LD stock a good investment?
A: The consensus rating for HONG KONG LAND HOLDINGS LD is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:HKLJ stock?
A: The consensus rating for LON:HKLJ is Hold.
Q: What is the prediction period for LON:HKLJ stock?
A: The prediction period for LON:HKLJ is (n+16 weeks)

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