Modelling A.I. in Economics

Short/Long Term Stocks: LON:FA17 Stock Forecast

Market systems are so complex that they overwhelm the ability of any individual to predict. But it is crucial for the investors to predict stock market price to generate notable profit. We have taken into factors such as Commodity Prices (crude oil, gold, silver), Market History, and Foreign exchange rate (FEX) that influence the stock trend. We evaluate FAIR OAKS INCOME LIMITED prediction models with Multi-Task Learning (ML) and Spearman Correlation1,2,3,4 and conclude that the LON:FA17 stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:FA17 stock.


Keywords: LON:FA17, FAIR OAKS INCOME LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Dominated Move
  2. Should I buy stocks now or wait amid such uncertainty?
  3. Buy, Sell and Hold Signals

LON:FA17 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 FAIR OAKS INCOME LIMITED Stock Decision Process with Spearman Correlation where A is the set of discrete actions of LON:FA17 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(Spearman Correlation)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+8 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LON:FA17 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:FA17 Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:FA17 FAIR OAKS INCOME LIMITED
Time series to forecast n: 26 Oct 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:FA17 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%

Adjusted IFRS* Prediction Methods for FAIR OAKS INCOME LIMITED

  1. An entity that first applies these amendments after it first applies this Standard shall apply paragraphs 7.2.32–7.2.34. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  2. For example, an entity may use this condition to designate financial liabilities as at fair value through profit or loss if it meets the principle in paragraph 4.2.2(b) and the entity has financial assets and financial liabilities that share one or more risks and those risks are managed and evaluated on a fair value basis in accordance with a documented policy of asset and liability management. An example could be an entity that has issued 'structured products' containing multiple embedded derivatives and manages the resulting risks on a fair value basis using a mix of derivative and non-derivative financial instruments
  3. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).
  4. For loan commitments, an entity considers changes in the risk of a default occurring on the loan to which a loan commitment relates. For financial guarantee contracts, an entity considers the changes in the risk that the specified debtor will default on the contract.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

FAIR OAKS INCOME LIMITED assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Spearman Correlation1,2,3,4 and conclude that the LON:FA17 stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:FA17 stock.

Financial State Forecast for LON:FA17 FAIR OAKS INCOME LIMITED Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 7849
Market Risk7958
Technical Analysis4375
Fundamental Analysis3970
Risk Unsystematic3366

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 585 signals.

References

  1. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
  2. 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
  3. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  4. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  5. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
Frequently Asked QuestionsQ: What is the prediction methodology for LON:FA17 stock?
A: LON:FA17 stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Spearman Correlation
Q: Is LON:FA17 stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:FA17 Stock.
Q: Is FAIR OAKS INCOME LIMITED stock a good investment?
A: The consensus rating for FAIR OAKS INCOME LIMITED is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:FA17 stock?
A: The consensus rating for LON:FA17 is Hold.
Q: What is the prediction period for LON:FA17 stock?
A: The prediction period for LON:FA17 is (n+8 weeks)

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