Modelling A.I. in Economics

Short/Long Term Stocks: LON:BBSN Stock 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 BRAVE BISON GROUP PLC prediction models with Multi-Task Learning (ML) and ElasticNet Regression1,2,3,4 and conclude that the LON:BBSN stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LON:BBSN stock.


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

Key Points

  1. Trading Interaction
  2. Operational Risk
  3. Short/Long Term Stocks

LON:BBSN Target Price Prediction Modeling Methodology

Machine Learning refers to a concept in which a machine has been programmed to learn specific patterns from historical data using powerful algorithms and make predictions in future based on the patterns it learnt. Machine learning is a branch of Artificial Intelligence (AI), the term proposed in 1959 by Arthur Samuel who defined it as the ability of computers or machines to learn new rules and concepts from data without being explicitly programmed. We consider BRAVE BISON GROUP PLC Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of LON:BBSN 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(ElasticNet 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(Multi-Task Learning (ML)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LON:BBSN 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:BBSN Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: LON:BBSN BRAVE BISON GROUP PLC
Time series to forecast n: 16 Oct 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LON:BBSN 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

BRAVE BISON GROUP PLC assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with ElasticNet Regression1,2,3,4 and conclude that the LON:BBSN stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold LON:BBSN stock.

Financial State Forecast for LON:BBSN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 4359
Market Risk6947
Technical Analysis4269
Fundamental Analysis8566
Risk Unsystematic6338

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 762 signals.

References

  1. Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
  2. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
  3. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  4. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
  5. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  6. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  7. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BBSN stock?
A: LON:BBSN stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and ElasticNet Regression
Q: Is LON:BBSN stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:BBSN Stock.
Q: Is BRAVE BISON GROUP PLC stock a good investment?
A: The consensus rating for BRAVE BISON GROUP PLC is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:BBSN stock?
A: The consensus rating for LON:BBSN is Hold.
Q: What is the prediction period for LON:BBSN stock?
A: The prediction period for LON:BBSN is (n+1 year)

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