Modelling A.I. in Economics

LON:ZPHR Stock Price Prediction

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and derive profit from it. Improving the prediction accuracy remains the single most challenge in this area of research. We propose a hybrid approach for stock price movement prediction using machine learning, deep learning, and natural language processing. We evaluate ZEPHYR ENERGY PLC prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Linear Regression1,2,3,4 and conclude that the LON:ZPHR 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:ZPHR stock.


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

Key Points

  1. Stock Rating
  2. Can machine learning predict?
  3. What are the most successful trading algorithms?

LON:ZPHR Target Price Prediction Modeling Methodology

The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We consider ZEPHYR ENERGY PLC Stock Decision Process with Linear Regression where A is the set of discrete actions of LON:ZPHR 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(Linear 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 (Social Media Sentiment Analysis)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:ZPHR ZEPHYR ENERGY PLC
Time series to forecast n: 19 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:ZPHR 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

ZEPHYR ENERGY PLC assigned short-term B3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Linear Regression1,2,3,4 and conclude that the LON:ZPHR 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:ZPHR stock.

Financial State Forecast for LON:ZPHR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba3
Operational Risk 7688
Market Risk4663
Technical Analysis5075
Fundamental Analysis3470
Risk Unsystematic3634

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 512 signals.

References

  1. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  2. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  3. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
  4. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  5. 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.
  6. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  7. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ZPHR stock?
A: LON:ZPHR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Linear Regression
Q: Is LON:ZPHR stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ZPHR Stock.
Q: Is ZEPHYR ENERGY PLC stock a good investment?
A: The consensus rating for ZEPHYR ENERGY PLC is Hold and assigned short-term B3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:ZPHR stock?
A: The consensus rating for LON:ZPHR is Hold.
Q: What is the prediction period for LON:ZPHR stock?
A: The prediction period for LON:ZPHR is (n+6 month)

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