Can stock prices be predicted? (LON:MEX 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 TORTILLA MEXICAN GRILL PLC prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and ElasticNet Regression1,2,3,4 and conclude that the LON:MEX 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 Sell LON:MEX stock.


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

Key Points

  1. Can machine learning predict?
  2. Stock Rating
  3. Nash Equilibria

LON:MEX Target Price Prediction Modeling Methodology

The aim of this study is to evaluate the effectiveness of using external indicators, such as commodity prices and currency exchange rates, in predicting movements. The performance of each technique is evaluated using different domain specific metrics. A comprehensive evaluation procedure is described, involving the use of trading simulations to assess the practical value of predictive models, and comparison with simple benchmarks that respond to underlying market growth. We consider TORTILLA MEXICAN GRILL PLC Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of LON:MEX 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(ElasticNet 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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+8 weeks) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:MEX TORTILLA MEXICAN GRILL PLC
Time series to forecast n: 24 Oct 2022 for (n+8 weeks)

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

TORTILLA MEXICAN GRILL PLC assigned short-term B2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with ElasticNet Regression1,2,3,4 and conclude that the LON:MEX 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 Sell LON:MEX stock.

Financial State Forecast for LON:MEX Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba2
Operational Risk 4868
Market Risk5790
Technical Analysis4375
Fundamental Analysis4473
Risk Unsystematic7330

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 733 signals.

References

  1. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  2. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
  3. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  4. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  5. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  6. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  7. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
Frequently Asked QuestionsQ: What is the prediction methodology for LON:MEX stock?
A: LON:MEX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and ElasticNet Regression
Q: Is LON:MEX stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:MEX Stock.
Q: Is TORTILLA MEXICAN GRILL PLC stock a good investment?
A: The consensus rating for TORTILLA MEXICAN GRILL PLC is Sell and assigned short-term B2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LON:MEX stock?
A: The consensus rating for LON:MEX is Sell.
Q: What is the prediction period for LON:MEX stock?
A: The prediction period for LON:MEX is (n+8 weeks)

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