Modelling A.I. in Economics

Can stock prices be predicted? (LON:GLAN Stock Forecast)

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. We evaluate GLANTUS HOLDINGS PLC prediction models with Multi-Instance Learning (ML) and Logistic Regression1,2,3,4 and conclude that the LON:GLAN 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:GLAN stock.


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

Key Points

  1. Trading Signals
  2. What are main components of Markov decision process?
  3. Trust metric by Neural Network

LON:GLAN Target Price Prediction Modeling Methodology

Stock market is a promising financial investment that can generate great wealth. However, the volatile nature of the stock market makes it a very high risk investment. Thus, a lot of researchers have contributed their efforts to forecast the stock market pricing and average movement. Researchers have used various methods in computer science and economics in their quests to gain a piece of this volatile information and make great fortune out of the stock market investment. This paper investigates various techniques for the stock market prediction using artificial neural network (ANN). We consider GLANTUS HOLDINGS PLC Stock Decision Process with Logistic Regression where A is the set of discrete actions of LON:GLAN 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(Logistic 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(Multi-Instance Learning (ML)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:GLAN GLANTUS HOLDINGS PLC
Time series to forecast n: 22 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:GLAN 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

GLANTUS HOLDINGS PLC assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Logistic Regression1,2,3,4 and conclude that the LON:GLAN 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:GLAN stock.

Financial State Forecast for LON:GLAN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Operational Risk 4272
Market Risk3782
Technical Analysis6277
Fundamental Analysis7270
Risk Unsystematic7681

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 727 signals.

References

  1. Bai J, Ng S. 2002. Determining the number of factors in approximate factor models. Econometrica 70:191–221
  2. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  3. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  4. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
  5. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  6. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  7. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GLAN stock?
A: LON:GLAN stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Logistic Regression
Q: Is LON:GLAN stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:GLAN Stock.
Q: Is GLANTUS HOLDINGS PLC stock a good investment?
A: The consensus rating for GLANTUS HOLDINGS PLC is Hold and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of LON:GLAN stock?
A: The consensus rating for LON:GLAN is Hold.
Q: What is the prediction period for LON:GLAN stock?
A: The prediction period for LON:GLAN is (n+1 year)

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