Should You Buy Now or Wait? LON:JEL Stock Forecast

Prediction of stock market movement is extremely difficult due to its high mutable nature. The rapid ups and downs occur in stock market because of impact from foreign commodities like emotional behavior of investors, political, psychological and economical factors. Continuous unsettlement in the stock market is major reason why investors sell out at the wrong time and often fail to gain the benefit. While investing in stock market investors must not forget the risk of reward rule and expose their holdings to greater risks. Although it is not possible predict stock market movement with full accuracy, losses from selling stocks at wrong time and its impacts can be reduce to greater extent using prediction of stock market movement based on analysis of historical data. We evaluate JERSEY ELECTRICITY PLC prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the LON:JEL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:JEL stock.

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

Key Points

1. What is Markov decision process in reinforcement learning?
2. What is statistical models in machine learning?
3. What is the use of Markov decision process?

LON:JEL Target Price Prediction Modeling Methodology

Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. We consider JERSEY ELECTRICITY PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:JEL 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Speculative Sentiment Analysis)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of LON:JEL 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:JEL Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:JEL JERSEY ELECTRICITY PLC
Time series to forecast n: 21 Oct 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:JEL 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

JERSEY ELECTRICITY PLC assigned short-term Ba1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the LON:JEL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold LON:JEL stock.

Financial State Forecast for LON:JEL Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	B2
Operational Risk	52	36
Market Risk	86	32
Technical Analysis	84	82
Fundamental Analysis	38	47
Risk Unsystematic	90	46

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 474 signals.

References

1. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
2. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
3. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
4. 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
5. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
6. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
7. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.

Frequently Asked Questions

Q: What is the prediction methodology for LON:JEL stock?
A: LON:JEL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is LON:JEL stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:JEL Stock.
Q: Is JERSEY ELECTRICITY PLC stock a good investment?
A: The consensus rating for JERSEY ELECTRICITY PLC is Hold and assigned short-term Ba1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:JEL stock?
A: The consensus rating for LON:JEL is Hold.
Q: What is the prediction period for LON:JEL stock?
A: The prediction period for LON:JEL is (n+4 weeks)

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