Modelling A.I. in Economics

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

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future. We evaluate KCR RESIDENTIAL REIT PLC prediction models with Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression1,2,3,4 and conclude that the LON:KCR 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:KCR stock.


Keywords: LON:KCR, KCR RESIDENTIAL REIT 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. Short/Long Term Stocks
  3. Probability Distribution

LON:KCR Target Price Prediction Modeling Methodology

The research reported in the paper focuses on the stock market prediction problem, the main aim being the development of a methodology to forecast the stock closing price. The methodology is based on some novel variable selection methods and an analysis of neural network and support vector machines based prediction models. Also, a hybrid approach which combines the use of the variables derived from technical and fundamental analysis of stock market indicators in order to improve prediction results of the proposed approaches is reported in this paper. We consider KCR RESIDENTIAL REIT PLC Stock Decision Process with Ridge Regression where A is the set of discrete actions of LON:KCR 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(Ridge 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 (Market News Sentiment Analysis)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:KCR KCR RESIDENTIAL REIT PLC
Time series to forecast n: 11 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:KCR 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

KCR RESIDENTIAL REIT PLC assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Ridge Regression1,2,3,4 and conclude that the LON:KCR 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:KCR stock.

Financial State Forecast for LON:KCR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 4936
Market Risk3663
Technical Analysis8971
Fundamental Analysis8576
Risk Unsystematic4246

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 852 signals.

References

  1. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  2. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  3. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  4. 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.
  5. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  6. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  7. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:KCR stock?
A: LON:KCR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression
Q: Is LON:KCR stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:KCR Stock.
Q: Is KCR RESIDENTIAL REIT PLC stock a good investment?
A: The consensus rating for KCR RESIDENTIAL REIT PLC is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:KCR stock?
A: The consensus rating for LON:KCR is Hold.
Q: What is the prediction period for LON:KCR stock?
A: The prediction period for LON:KCR is (n+1 year)

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