Modelling A.I. in Economics

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

In this paper we investigate ways to use prior knowledge and neural networks to improve multivariate prediction ability. Daily stock prices are predicted as a complicated real-world problem, taking non-numerical factors such as political and international events are into account. We have studied types of prior knowledge which are difficult to insert into initial network structures or to represent in the form of error measurements. We evaluate INVESCO SELECT TRUST PLC prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Pearson Correlation1,2,3,4 and conclude that the LON:IVPG 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:IVPG stock.


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

Key Points

  1. Should I buy stocks now or wait amid such uncertainty?
  2. Is Target price a good indicator?
  3. Operational Risk

LON:IVPG Target Price Prediction Modeling Methodology

Several intelligent data mining approaches, including neural networks, have been widely employed by academics during the last decade. In today's rapidly evolving economy, stock market data prediction and analysis play a significant role. Several non-linear models like neural network, generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive conditional heteroscedasticity (ARCH) as well as linear models like Auto- Regressive Integrated Moving Average (ARIMA), Moving Average (MA) and Auto Regressive (AR) may be used for stock forecasting. We consider INVESCO SELECT TRUST PLC Stock Decision Process with Pearson Correlation where A is the set of discrete actions of LON:IVPG 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(Pearson Correlation)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 (Social Media 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:IVPG 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:IVPG Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:IVPG INVESCO SELECT TRUST PLC
Time series to forecast n: 19 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:IVPG 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

INVESCO SELECT TRUST PLC assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Pearson Correlation1,2,3,4 and conclude that the LON:IVPG 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:IVPG stock.

Financial State Forecast for LON:IVPG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 3459
Market Risk7747
Technical Analysis3541
Fundamental Analysis8238
Risk Unsystematic7559

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 646 signals.

References

  1. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  2. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  3. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  4. Bengio Y, Schwenk H, Senécal JS, Morin F, Gauvain JL. 2006. Neural probabilistic language models. In Innovations in Machine Learning: Theory and Applications, ed. DE Holmes, pp. 137–86. Berlin: Springer
  5. 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.
  6. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  7. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:IVPG stock?
A: LON:IVPG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Pearson Correlation
Q: Is LON:IVPG stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:IVPG Stock.
Q: Is INVESCO SELECT TRUST PLC stock a good investment?
A: The consensus rating for INVESCO SELECT TRUST PLC is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:IVPG stock?
A: The consensus rating for LON:IVPG is Hold.
Q: What is the prediction period for LON:IVPG stock?
A: The prediction period for LON:IVPG is (n+16 weeks)

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