Modelling A.I. in Economics

How accurate is machine learning in stock market? (LON:RECI Stock Forecast) (Forecast)

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We evaluate REAL ESTATE CREDIT INVESTMENTS LIMITED prediction models with Modular Neural Network (CNN Layer) and Paired T-Test1,2,3,4 and conclude that the LON:RECI 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:RECI stock.


Keywords: LON:RECI, REAL ESTATE CREDIT INVESTMENTS LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What are main components of Markov decision process?
  2. What is the best way to predict stock prices?
  3. Dominated Move

LON:RECI Target Price Prediction Modeling Methodology

This paper aims to develop an innovative neural network approach to achieve better stock market predictions. Data were obtained from the live stock market for real-time and off-line analysis and results of visualizations and analytics to demonstrate Internet of Multimedia of Things for stock analysis. To study the influence of market characteristics on stock prices, traditional neural network algorithms may incorrectly predict the stock market, since the initial weight of the random selection problem can be easily prone to incorrect predictions. We consider REAL ESTATE CREDIT INVESTMENTS LIMITED Stock Decision Process with Paired T-Test where A is the set of discrete actions of LON:RECI 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(Paired T-Test)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 (CNN Layer)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:RECI REAL ESTATE CREDIT INVESTMENTS LIMITED
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 Hold LON:RECI 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

REAL ESTATE CREDIT INVESTMENTS LIMITED assigned short-term Ba2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Paired T-Test1,2,3,4 and conclude that the LON:RECI 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:RECI stock.

Financial State Forecast for LON:RECI Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B1
Operational Risk 8164
Market Risk6064
Technical Analysis6534
Fundamental Analysis7863
Risk Unsystematic6465

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 687 signals.

References

  1. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  2. Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
  3. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  4. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  5. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  6. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
Frequently Asked QuestionsQ: What is the prediction methodology for LON:RECI stock?
A: LON:RECI stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Paired T-Test
Q: Is LON:RECI stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:RECI Stock.
Q: Is REAL ESTATE CREDIT INVESTMENTS LIMITED stock a good investment?
A: The consensus rating for REAL ESTATE CREDIT INVESTMENTS LIMITED is Hold and assigned short-term Ba2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:RECI stock?
A: The consensus rating for LON:RECI is Hold.
Q: What is the prediction period for LON:RECI stock?
A: The prediction period for LON:RECI is (n+8 weeks)

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