Modelling A.I. in Economics

Buy, sell or hold: LON:PCF Stock Forecast

Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS). We evaluate PCF GROUP PLC prediction models with Modular Neural Network (DNN Layer) and Polynomial Regression1,2,3,4 and conclude that the LON:PCF stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:PCF stock.


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

Key Points

  1. Market Risk
  2. Can we predict stock market using machine learning?
  3. Dominated Move

LON:PCF Target Price Prediction Modeling Methodology

Stock market is basically nonlinear in nature and the research on stock market is one of the most important issues in recent years. People invest in stock market based on some prediction. For predict, the stock market prices people search such methods and tools which will increase their profits, while minimize their risks. Prediction plays a very important role in stock market business which is very complicated and challenging process. We consider PCF GROUP PLC Stock Decision Process with Polynomial Regression where A is the set of discrete actions of LON:PCF 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(Polynomial 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 (DNN Layer)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of LON:PCF 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:PCF Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:PCF PCF GROUP PLC
Time series to forecast n: 17 Oct 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:PCF 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

PCF GROUP PLC assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Polynomial Regression1,2,3,4 and conclude that the LON:PCF stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:PCF stock.

Financial State Forecast for LON:PCF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 8289
Market Risk5135
Technical Analysis3135
Fundamental Analysis4335
Risk Unsystematic3289

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 664 signals.

References

  1. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  2. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  3. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
  4. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  5. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  6. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  7. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
Frequently Asked QuestionsQ: What is the prediction methodology for LON:PCF stock?
A: LON:PCF stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Polynomial Regression
Q: Is LON:PCF stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:PCF Stock.
Q: Is PCF GROUP PLC stock a good investment?
A: The consensus rating for PCF GROUP PLC is Hold and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:PCF stock?
A: The consensus rating for LON:PCF is Hold.
Q: What is the prediction period for LON:PCF stock?
A: The prediction period for LON:PCF is (n+8 weeks)

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