Modelling A.I. in Economics

LON:VELA Stock Price Prediction

Recently, a lot of interesting work has been done in the area of applying Machine Learning Algorithms for analyzing price patterns and predicting stock prices and index changes. Most stock traders nowadays depend on Intelligent Trading Systems which help them in predicting prices based on various situations and conditions, thereby helping them in making instantaneous investment decisions. We evaluate VELA TECHNOLOGIES PLC prediction models with Statistical Inference (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:VELA 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 Hold LON:VELA stock.


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

Key Points

  1. How accurate is machine learning in stock market?
  2. Operational Risk
  3. How useful are statistical predictions?

LON:VELA Target Price Prediction Modeling Methodology

This paper aims to develop an innovative neural network approach to achieve better stock market predictions. Data were obtained from the live stock market for real-time and off-line analysis and results of visualizations and analytics to demonstrate Internet of Multimedia of Things for stock analysis. To study the influence of market characteristics on stock prices, traditional neural network algorithms may incorrectly predict the stock market, since the initial weight of the random selection problem can be easily prone to incorrect predictions. We consider VELA TECHNOLOGIES PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:VELA 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(Statistical Inference (ML)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:VELA VELA TECHNOLOGIES PLC
Time series to forecast n: 15 Oct 2022 for (n+3 month)

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

VELA TECHNOLOGIES PLC assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:VELA 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 Hold LON:VELA stock.

Financial State Forecast for LON:VELA Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 5987
Market Risk7749
Technical Analysis8344
Fundamental Analysis5055
Risk Unsystematic3134

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 472 signals.

References

  1. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  2. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  3. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
  4. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  5. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  6. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
  7. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
Frequently Asked QuestionsQ: What is the prediction methodology for LON:VELA stock?
A: LON:VELA stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Wilcoxon Rank-Sum Test
Q: Is LON:VELA stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:VELA Stock.
Q: Is VELA TECHNOLOGIES PLC stock a good investment?
A: The consensus rating for VELA TECHNOLOGIES PLC is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:VELA stock?
A: The consensus rating for LON:VELA is Hold.
Q: What is the prediction period for LON:VELA stock?
A: The prediction period for LON:VELA is (n+3 month)

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