Modelling A.I. in Economics

LON:PEYS Target Price Forecast

Stock market prediction is a major exertion in the field of finance and establishing businesses. Stock market is totally uncertain as the prices of stocks keep fluctuating on a daily basis because of numerous factors that influence it. One of the traditional ways of predicting stock prices was by using only historical data. But with time it was observed that other factors such as peoples' sentiments and other news events occurring in and around the country affect the stock market, for e.g. national elections, natural calamity etc. We evaluate PRINCESS PRIVATE EQUITY HOLDING LIMITED prediction models with Modular Neural Network (DNN Layer) and Lasso Regression1,2,3,4 and conclude that the LON:PEYS 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 Buy LON:PEYS stock.


Keywords: LON:PEYS, PRINCESS PRIVATE EQUITY HOLDING LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What is the use of Markov decision process?
  2. What are buy sell or hold recommendations?
  3. How do predictive algorithms actually work?

LON:PEYS Target Price Prediction Modeling Methodology

Fuzzy rough theory can describe real-world situations in a mathematically effective and interpretable way, while evolutionary neural networks can be utilized to solve complex problems. Combining them with these complementary capabilities may lead to evolutionary fuzzy rough neural network with the interpretability and prediction capability. In this article, we propose modifications to the existing models of fuzzy rough neural network and then develop a powerful evolutionary framework for fuzzy rough neural networks by inheriting the merits of both the aforementioned systems. We consider PRINCESS PRIVATE EQUITY HOLDING LIMITED Stock Decision Process with Lasso Regression where A is the set of discrete actions of LON:PEYS 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(Lasso Regression)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 (DNN Layer)) X S(n):→ (n+3 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:PEYS PRINCESS PRIVATE EQUITY HOLDING LIMITED
Time series to forecast n: 13 Oct 2022 for (n+3 month)

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

PRINCESS PRIVATE EQUITY HOLDING LIMITED assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Lasso Regression1,2,3,4 and conclude that the LON:PEYS 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 Buy LON:PEYS stock.

Financial State Forecast for LON:PEYS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B2
Operational Risk 3030
Market Risk5089
Technical Analysis3655
Fundamental Analysis6458
Risk Unsystematic7137

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 549 signals.

References

  1. Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
  2. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
  3. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
  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. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  6. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  7. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
Frequently Asked QuestionsQ: What is the prediction methodology for LON:PEYS stock?
A: LON:PEYS stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Lasso Regression
Q: Is LON:PEYS stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:PEYS Stock.
Q: Is PRINCESS PRIVATE EQUITY HOLDING LIMITED stock a good investment?
A: The consensus rating for PRINCESS PRIVATE EQUITY HOLDING LIMITED is Buy and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:PEYS stock?
A: The consensus rating for LON:PEYS is Buy.
Q: What is the prediction period for LON:PEYS stock?
A: The prediction period for LON:PEYS is (n+3 month)

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