Modelling A.I. in Economics

LON:JSG Stock Price Prediction (Forecast)

Nowadays, the stock market's prediction is a topic that attracted researchers in the world. Stock market prediction is a process that requires a comprehensive understanding of the data stock movement and analysis it accurately. Therefore, it needs intelligent methods to deal with this task to ensure that the prediction is as correct as possible, which will return profitable benefits to investors. The main goal of this article is the employment of effective machine learning techniques to build a strong model for stock market prediction. We evaluate JOHNSON SERVICE GROUP PLC prediction models with Modular Neural Network (CNN Layer) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:JSG stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell LON:JSG stock.


Keywords: LON:JSG, JOHNSON SERVICE GROUP PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Probability Distribution
  2. Prediction Modeling
  3. Market Risk

LON:JSG Target Price Prediction Modeling Methodology

The main perfect of this composition is to discover the stylish version to prognosticate the cost of the inventory request. During the procedure of analyzing the colorful ways and variables to remember, we plant that approaches similar as Random woodland, machine help Vector were not absolutely exploited. We consider JOHNSON SERVICE GROUP PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:JSG 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 (CNN Layer)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of LON:JSG 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:JSG Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:JSG JOHNSON SERVICE GROUP PLC
Time series to forecast n: 10 Oct 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell LON:JSG 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

JOHNSON SERVICE GROUP PLC assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:JSG stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell LON:JSG stock.

Financial State Forecast for LON:JSG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 4781
Market Risk3934
Technical Analysis4668
Fundamental Analysis6262
Risk Unsystematic3959

Prediction Confidence Score

Trust metric by Neural Network: 91 out of 100 with 470 signals.

References

  1. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  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. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  4. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  5. Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
  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. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:JSG stock?
A: LON:JSG stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Wilcoxon Rank-Sum Test
Q: Is LON:JSG stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:JSG Stock.
Q: Is JOHNSON SERVICE GROUP PLC stock a good investment?
A: The consensus rating for JOHNSON SERVICE GROUP PLC is Sell and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:JSG stock?
A: The consensus rating for LON:JSG is Sell.
Q: What is the prediction period for LON:JSG stock?
A: The prediction period for LON:JSG is (n+3 month)

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