Modelling A.I. in Economics

LON:BBB Stock Price Prediction (Forecast)

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. We evaluate BIGBLU BROADBAND PLC prediction models with Modular Neural Network (Market Direction Analysis) and Independent T-Test1,2,3,4 and conclude that the LON:BBB stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:BBB stock.


Keywords: LON:BBB, BIGBLU BROADBAND 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 neural prediction?
  2. Is Target price a good indicator?
  3. Can we predict stock market using machine learning?

LON:BBB Target Price Prediction Modeling Methodology

The study of financial markets has been addressed in many works during the last years. Different methods have been used in order to capture the non-linear behavior which is characteristic of these complex systems. The development of profitable strategies has been associated with the predictive character of the market movement, and special attention has been devoted to forecast the trends of financial markets. We consider BIGBLU BROADBAND PLC Stock Decision Process with Independent T-Test where A is the set of discrete actions of LON:BBB 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(Independent 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+6 month) e x rx

n:Time series to forecast

p:Price signals of LON:BBB 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:BBB Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:BBB BIGBLU BROADBAND PLC
Time series to forecast n: 20 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:BBB 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

BIGBLU BROADBAND PLC assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Independent T-Test1,2,3,4 and conclude that the LON:BBB stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:BBB stock.

Financial State Forecast for LON:BBB Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 5744
Market Risk8244
Technical Analysis5290
Fundamental Analysis5942
Risk Unsystematic4073

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 525 signals.

References

  1. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  2. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  3. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  4. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
  5. J. Filar, L. Kallenberg, and H. Lee. Variance-penalized Markov decision processes. Mathematics of Opera- tions Research, 14(1):147–161, 1989
  6. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  7. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BBB stock?
A: LON:BBB stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Independent T-Test
Q: Is LON:BBB stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:BBB Stock.
Q: Is BIGBLU BROADBAND PLC stock a good investment?
A: The consensus rating for BIGBLU BROADBAND PLC is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:BBB stock?
A: The consensus rating for LON:BBB is Hold.
Q: What is the prediction period for LON:BBB stock?
A: The prediction period for LON:BBB is (n+6 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.