Modelling A.I. in Economics

Is now good time to invest? (LON:PRIM Stock Forecast)

Stock market predictions are one of the challenging tasks for financial investors across the globe. This challenge is due to the uncertainty and volatility of the stock prices in the market. Due to technology and globalization of business and financial markets it is important to predict the stock prices more quickly and accurately. Last few years there has been much improvement in the field of Neural Network (NN) applications in business and financial markets. Artificial Neural Network (ANN) methods are mostly implemented and play a vital role in decision making for stock market predictions. We evaluate PRIMORUS INVESTMENTS PLC prediction models with Modular Neural Network (Market Direction Analysis) and Paired T-Test1,2,3,4 and conclude that the LON:PRIM 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:PRIM stock.


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

Key Points

  1. Short/Long Term Stocks
  2. Nash Equilibria
  3. Can neural networks predict stock market?

LON:PRIM Target Price Prediction Modeling Methodology

Short - term price movements, contribute a considerable measure to the unpredictability of the securities exchanges. Accurately predicting the price fluctuations in stock market is a huge economical advantage. The aforementioned task is generally achieved by analyzing the company, this is called as fundamental analysis. Another method, which is undergoing a lot of research work recently, is to create a predictive algorithmic model using machine learning. To train machines to take trading decisions in such short - period of time, the latter method needs to be adopted. Deep Neural Networks, being the most exceptional innovation in Machine Learning, have been utilized to develop a short-term prediction model. We consider PRIMORUS INVESTMENTS PLC Stock Decision Process with Paired T-Test where A is the set of discrete actions of LON:PRIM 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 (Market Direction Analysis)) X S(n):→ (n+8 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:PRIM PRIMORUS INVESTMENTS PLC
Time series to forecast n: 08 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:PRIM 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

PRIMORUS INVESTMENTS PLC assigned short-term B3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Paired T-Test1,2,3,4 and conclude that the LON:PRIM 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:PRIM stock.

Financial State Forecast for LON:PRIM Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba1
Operational Risk 3782
Market Risk4090
Technical Analysis7241
Fundamental Analysis4757
Risk Unsystematic5578

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 655 signals.

References

  1. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  2. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  3. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  4. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
  5. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
  6. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:PRIM stock?
A: LON:PRIM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Paired T-Test
Q: Is LON:PRIM stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:PRIM Stock.
Q: Is PRIMORUS INVESTMENTS PLC stock a good investment?
A: The consensus rating for PRIMORUS INVESTMENTS PLC is Sell and assigned short-term B3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:PRIM stock?
A: The consensus rating for LON:PRIM is Sell.
Q: What is the prediction period for LON:PRIM stock?
A: The prediction period for LON:PRIM is (n+8 weeks)

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