Modelling A.I. in Economics

Can neural networks predict stock market? (LON:DAT Stock Forecast) (Forecast)

Financial markets are fascinating if you can predict them. Also, the traders acting on financial markets produce a vast amount of information to analyse the consequences of investing according to the current market trends. Stock Market prediction is the technique to determine whether stock value will go up or down as it plays an active role in the financial gain of nation's economic status. We evaluate DATANG INTERNATIONAL POWER GENERATION COMPANY LD prediction models with Reinforcement Machine Learning (ML) and Sign Test1,2,3,4 and conclude that the LON:DAT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LON:DAT stock.


Keywords: LON:DAT, DATANG INTERNATIONAL POWER GENERATION COMPANY LD, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Why do we need predictive models?
  2. Can statistics predict the future?
  3. Buy, Sell and Hold Signals

LON:DAT Target Price Prediction Modeling Methodology

Nowadays, the stock market's prediction is a topic that attracted researchers in the world. Stock market prediction is a process that requires a comprehensive understanding of the data stock movement and analysis it accurately. Therefore, it needs intelligent methods to deal with this task to ensure that the prediction is as correct as possible, which will return profitable benefits to investors. The main goal of this article is the employment of effective machine learning techniques to build a strong model for stock market prediction. We consider DATANG INTERNATIONAL POWER GENERATION COMPANY LD Stock Decision Process with Sign Test where A is the set of discrete actions of LON:DAT 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(Sign 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(Reinforcement Machine Learning (ML)) X S(n):→ (n+1 year) i = 1 n s i

n:Time series to forecast

p:Price signals of LON:DAT 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:DAT Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: LON:DAT DATANG INTERNATIONAL POWER GENERATION COMPANY LD
Time series to forecast n: 09 Oct 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LON:DAT 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

DATANG INTERNATIONAL POWER GENERATION COMPANY LD assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Sign Test1,2,3,4 and conclude that the LON:DAT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LON:DAT stock.

Financial State Forecast for LON:DAT Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Operational Risk 5631
Market Risk8887
Technical Analysis3167
Fundamental Analysis8275
Risk Unsystematic5767

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 816 signals.

References

  1. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  2. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  3. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  4. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  5. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
  6. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
  7. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:DAT stock?
A: LON:DAT stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Sign Test
Q: Is LON:DAT stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:DAT Stock.
Q: Is DATANG INTERNATIONAL POWER GENERATION COMPANY LD stock a good investment?
A: The consensus rating for DATANG INTERNATIONAL POWER GENERATION COMPANY LD is Hold and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:DAT stock?
A: The consensus rating for LON:DAT is Hold.
Q: What is the prediction period for LON:DAT stock?
A: The prediction period for LON:DAT is (n+1 year)

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.