Modelling A.I. in Economics

Is LON:AGR stock expected to rise?

Prediction of the trend of the stock market is very crucial. If someone has robust forecasting tools, then he/she will increase the return on investment and can get rich easily and quickly. Because there are a lot of factors that can influence the stock market, the stock forecasting problem has always been very complicated. Support Vector Regression is a tool from machine learning that can build a regression model on the historical time series data in the purpose of predicting the future trend of the stock price. We evaluate ASSURA PLC prediction models with Deductive Inference (ML) and Spearman Correlation1,2,3,4 and conclude that the LON:AGR 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:AGR stock.


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

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. What is Markov decision process in reinforcement learning?
  3. Dominated Move

LON:AGR Target Price Prediction Modeling Methodology

The prediction of a stock market direction may serve as an early recommendation system for short-term investors and as an early financial distress warning system for long-term shareholders. We consider ASSURA PLC Stock Decision Process with Spearman Correlation where A is the set of discrete actions of LON:AGR 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(Spearman 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(Deductive Inference (ML)) X S(n):→ (n+16 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LON:AGR 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:AGR Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:AGR ASSURA PLC
Time series to forecast n: 23 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:AGR 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

ASSURA PLC assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Spearman Correlation1,2,3,4 and conclude that the LON:AGR 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:AGR stock.

Financial State Forecast for LON:AGR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 6244
Market Risk3461
Technical Analysis6032
Fundamental Analysis6754
Risk Unsystematic8867

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 593 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. Harris ZS. 1954. Distributional structure. Word 10:146–62
  3. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
  4. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  5. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  6. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  7. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:AGR stock?
A: LON:AGR stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Spearman Correlation
Q: Is LON:AGR stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:AGR Stock.
Q: Is ASSURA PLC stock a good investment?
A: The consensus rating for ASSURA PLC is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:AGR stock?
A: The consensus rating for LON:AGR is Hold.
Q: What is the prediction period for LON:AGR stock?
A: The prediction period for LON:AGR is (n+16 weeks)

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