Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We evaluate HONG KONG LAND HOLDINGS LD prediction models with Modular Neural Network (DNN Layer) and Ridge Regression1,2,3,4 and conclude that the LON:HKLD stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:HKLD stock.

Keywords: LON:HKLD, 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

2. Prediction Modeling
3. Game Theory

LON:HKLD Target Price Prediction Modeling Methodology

The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We consider HONG KONG LAND HOLDINGS LD Stock Decision Process with Ridge Regression where A is the set of discrete actions of LON:HKLD 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(Ridge Regression)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (DNN Layer)) X S(n):→ (n+6 month) $\begin{array}{l}\int {r}^{s}\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of LON:HKLD 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:HKLD Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:HKLD HONG KONG LAND HOLDINGS LD
Time series to forecast n: 10 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:HKLD 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 Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Ridge Regression1,2,3,4 and conclude that the LON:HKLD stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:HKLD stock.

Financial State Forecast for LON:HKLD Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 3957
Market Risk4459
Technical Analysis6270
Fundamental Analysis7849
Risk Unsystematic6171

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 596 signals.

References

1. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
2. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
3. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
4. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
5. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
6. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
7. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
Frequently Asked QuestionsQ: What is the prediction methodology for LON:HKLD stock?
A: LON:HKLD stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Ridge Regression
Q: Is LON:HKLD stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:HKLD 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 Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:HKLD stock?
A: The consensus rating for LON:HKLD is Hold.
Q: What is the prediction period for LON:HKLD stock?
A: The prediction period for LON:HKLD is (n+6 month)