Modelling A.I. in Economics

LON:GGP Options & Futures Prediction (Forecast)

This paper addresses problem of predicting direction of movement of stock and stock price index. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), random forest and naive-Bayes with two approaches for input to these models. We evaluate GREATLAND GOLD PLC prediction models with Modular Neural Network (CNN Layer) and Beta1,2,3,4 and conclude that the LON:GGP 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:GGP stock.


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

Key Points

  1. How useful are statistical predictions?
  2. What is neural prediction?
  3. How can neural networks improve predictions?

LON:GGP Target Price Prediction Modeling Methodology

The presented paper modeled and predicted stock returns using LSTM. The historical data of stock market were transformed into 30-days-long sequences with 10 learning features and 7-day earning rate labeling. The model was fitted by training on 1200000 sequences and tested using the other 350000 sequences. We consider GREATLAND GOLD PLC Stock Decision Process with Beta where A is the set of discrete actions of LON:GGP 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(Beta)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 (CNN Layer)) X S(n):→ (n+16 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:GGP GREATLAND GOLD PLC
Time series to forecast n: 18 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:GGP 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

GREATLAND GOLD PLC assigned short-term Baa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Beta1,2,3,4 and conclude that the LON:GGP 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:GGP stock.

Financial State Forecast for LON:GGP Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2B1
Operational Risk 8757
Market Risk8367
Technical Analysis6237
Fundamental Analysis5582
Risk Unsystematic8643

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 452 signals.

References

  1. D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
  2. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  3. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  4. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  5. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GGP stock?
A: LON:GGP stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Beta
Q: Is LON:GGP stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:GGP Stock.
Q: Is GREATLAND GOLD PLC stock a good investment?
A: The consensus rating for GREATLAND GOLD PLC is Hold and assigned short-term Baa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:GGP stock?
A: The consensus rating for LON:GGP is Hold.
Q: What is the prediction period for LON:GGP stock?
A: The prediction period for LON:GGP is (n+16 weeks)

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