Modelling A.I. in Economics

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

Stock market prediction is a crucial and challenging task due to its nonlinear, evolutionary, complex, and dynamic nature. Research on the stock market has been an important issue for researchers in recent years. Companies invest in trading the stock market. Predicting the stock market trend accurately will minimize the risk and bring a maximum amount of profit for all the stakeholders. During the last several years, a lot of studies have been done to predict stock market trends using Traditional, Machine learning and deep learning techniques. We evaluate WEISS KOREA OPPORTUNITY FUND LTD. prediction models with Modular Neural Network (Market Direction Analysis) and Multiple Regression1,2,3,4 and conclude that the LON:WKOF stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:WKOF stock.


Keywords: LON:WKOF, WEISS KOREA OPPORTUNITY FUND LTD., stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Buy, Sell and Hold Signals
  2. What is prediction model?
  3. Which neural network is best for prediction?

LON:WKOF Target Price Prediction Modeling Methodology

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 consider WEISS KOREA OPPORTUNITY FUND LTD. Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:WKOF 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(Multiple 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 (Market Direction Analysis)) X S(n):→ (n+3 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LON:WKOF 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:WKOF Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:WKOF WEISS KOREA OPPORTUNITY FUND LTD.
Time series to forecast n: 21 Oct 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:WKOF 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

WEISS KOREA OPPORTUNITY FUND LTD. assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Multiple Regression1,2,3,4 and conclude that the LON:WKOF stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:WKOF stock.

Financial State Forecast for LON:WKOF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 8383
Market Risk4637
Technical Analysis3647
Fundamental Analysis4778
Risk Unsystematic6758

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 810 signals.

References

  1. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  2. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  3. Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
  4. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  5. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
  6. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  7. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for LON:WKOF stock?
A: LON:WKOF stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Multiple Regression
Q: Is LON:WKOF stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:WKOF Stock.
Q: Is WEISS KOREA OPPORTUNITY FUND LTD. stock a good investment?
A: The consensus rating for WEISS KOREA OPPORTUNITY FUND LTD. is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:WKOF stock?
A: The consensus rating for LON:WKOF is Hold.
Q: What is the prediction period for LON:WKOF stock?
A: The prediction period for LON:WKOF is (n+3 month)

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