Modelling A.I. in Economics

LON:BOXE Options & Futures Prediction

With technological advancements, big data can be easily generated and collected in many applications. Embedded in these big data are useful information and knowledge that can be discovered by machine learning and data mining models, techniques or algorithms. We evaluate TRITAX EUROBOX PLC prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:BOXE 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:BOXE stock.


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

Key Points

  1. Trading Interaction
  2. Trading Interaction
  3. Which neural network is best for prediction?

LON:BOXE Target Price Prediction Modeling Methodology

Prediction of stocks is complicated by the dynamic, complex, and chaotic environment of the stock market. Many studies predict stock price movements using deep learning models. Although the attention mechanism has gained popularity recently in neural machine translation, little focus has been devoted to attention-based deep learning models for stock prediction. We consider TRITAX EUROBOX PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:BOXE 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(Wilcoxon Rank-Sum 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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+6 month) R = r 1 r 2 r 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:BOXE TRITAX EUROBOX PLC
Time series to forecast n: 03 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:BOXE 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

TRITAX EUROBOX PLC assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:BOXE 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:BOXE stock.

Financial State Forecast for LON:BOXE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 3431
Market Risk7937
Technical Analysis6190
Fundamental Analysis6484
Risk Unsystematic8837

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 543 signals.

References

  1. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
  2. 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
  3. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. 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.
  6. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  7. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BOXE stock?
A: LON:BOXE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test
Q: Is LON:BOXE stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:BOXE Stock.
Q: Is TRITAX EUROBOX PLC stock a good investment?
A: The consensus rating for TRITAX EUROBOX PLC is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:BOXE stock?
A: The consensus rating for LON:BOXE is Hold.
Q: What is the prediction period for LON:BOXE stock?
A: The prediction period for LON:BOXE is (n+6 month)

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