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

Accurate prediction of stock market returns is a very challenging task due to volatile and non-linear nature of the financial stock markets. With the introduction of artificial intelligence and increased computational capabilities, programmed methods of prediction have proved to be more efficient in predicting stock prices. We evaluate M.P. EVANS GROUP PLC prediction models with Supervised Machine Learning (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the LON:MPE 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 Hold LON:MPE stock.

Keywords: LON:MPE, M.P. EVANS GROUP PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. What statistical methods are used to analyze data?
2. How do you know when a stock will go up or down?
3. What is a prediction confidence?

LON:MPE Target Price Prediction Modeling Methodology

The stock market has been an attractive field for a large number of organizers and investors to derive useful predictions. Fundamental knowledge of stock market can be utilised with technical indicators to investigate different perspectives of the financial market; also, the influence of various events, financial news, and/or opinions on investors' decisions and hence, market trends have been observed. Such information can be exploited to make reliable predictions and achieve higher profitability. Computational intelligence has emerged with various deep neural network (DNN) techniques to address complex stock market problems. We consider M.P. EVANS GROUP PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:MPE 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(Wilcoxon Rank-Sum Test)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Supervised Machine Learning (ML)) X S(n):→ (n+8 weeks) $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:MPE M.P. EVANS GROUP PLC
Time series to forecast n: 09 Oct 2022 for (n+8 weeks)

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

M.P. EVANS GROUP PLC assigned short-term Ba1 & long-term B2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the LON:MPE 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 Hold LON:MPE stock.

Financial State Forecast for LON:MPE Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	B2
Operational Risk	44	85
Market Risk	90	36
Technical Analysis	49	43
Fundamental Analysis	80	31
Risk Unsystematic	89	57

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 833 signals.

References

1. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
2. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
3. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
4. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
5. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
6. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
7. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982

Frequently Asked Questions

Q: What is the prediction methodology for LON:MPE stock?
A: LON:MPE stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is LON:MPE stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:MPE Stock.
Q: Is M.P. EVANS GROUP PLC stock a good investment?
A: The consensus rating for M.P. EVANS GROUP PLC is Hold and assigned short-term Ba1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:MPE stock?
A: The consensus rating for LON:MPE is Hold.
Q: What is the prediction period for LON:MPE stock?
A: The prediction period for LON:MPE is (n+8 weeks)

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