Modelling A.I. in Economics

Lancaster Colony Corp Stock Forecast, Price & Rating (LANC)

Short-term trading is a difficult task due to fluctuating demand and supply in the stock market. These demands and supply are reflected in stock prices. The stock prices may be predicted using technical indicators. Most of the existing literature considered the limited technical indicators to measure short-term prices. We have considered 82 different combinations of technical indicators to predict the stock prices. We evaluate Lancaster Colony Corp prediction models with Ensemble Learning (ML) and Paired T-Test1,2,3,4 and conclude that the LANC stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LANC stock.


Keywords: LANC, Lancaster Colony Corp, 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. Market Outlook
  3. What statistical methods are used to analyze data?

LANC Target Price Prediction Modeling Methodology

Recently, numerous investigations for stock price prediction and portfolio management using machine learning have been trying to develop efficient mechanical trading systems. But these systems have a limitation in that they are mainly based on the supervised learning which is not so adequate for learning problems with long-term goals and delayed rewards. This paper proposes a method of applying reinforcement learning, suitable for modeling and learning various kinds of interactions in real situations, to the problem of stock price prediction. We consider Lancaster Colony Corp Stock Decision Process with Paired T-Test where A is the set of discrete actions of LANC 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(Ensemble Learning (ML)) X S(n):→ (n+1 year) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LANC 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?

LANC Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: LANC Lancaster Colony Corp
Time series to forecast n: 13 Oct 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LANC 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

Lancaster Colony Corp assigned short-term B2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Paired T-Test1,2,3,4 and conclude that the LANC stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LANC stock.

Financial State Forecast for LANC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba2
Operational Risk 4439
Market Risk6568
Technical Analysis3776
Fundamental Analysis8176
Risk Unsystematic5783

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 629 signals.

References

  1. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  2. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  3. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  4. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
  5. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  6. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  7. 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
Frequently Asked QuestionsQ: What is the prediction methodology for LANC stock?
A: LANC stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Paired T-Test
Q: Is LANC stock a buy or sell?
A: The dominant strategy among neural network is to Hold LANC Stock.
Q: Is Lancaster Colony Corp stock a good investment?
A: The consensus rating for Lancaster Colony Corp is Hold and assigned short-term B2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LANC stock?
A: The consensus rating for LANC is Hold.
Q: What is the prediction period for LANC stock?
A: The prediction period for LANC is (n+1 year)

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