Modelling A.I. in Economics

Trading Signals (LON:BMS Stock Forecast)

Stock index price prediction is prevalent in both academic and economic fields. The index price is hard to forecast due to its uncertain noise. With the development of computer science, neural networks are applied in kinds of industrial fields. In this paper, we introduce four different methods in machine learning including three typical machine learning models: Multilayer Perceptron (MLP), Long Short Term Memory (LSTM) and Convolutional Neural Network (CNN) and one attention-based neural network. We evaluate BRAEMAR SHIPPING SERVICES PLC prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Stepwise Regression1,2,3,4 and conclude that the LON:BMS 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:BMS stock.


Keywords: LON:BMS, BRAEMAR SHIPPING SERVICES PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Probability Distribution
  2. How accurate is machine learning in stock market?
  3. Prediction Modeling

LON:BMS Target Price Prediction Modeling Methodology

We present an Artificial Neural Network (ANN) approach to predict stock market indices, particularly with respect to the forecast of their trend movements up or down. Exploiting different Neural Networks architectures, we provide numerical analysis of concrete financial time series. In particular, after a brief r ́esum ́e of the existing literature on the subject, we consider the Multi-layer Perceptron (MLP), the Convolutional Neural Net- works (CNN), and the Long Short-Term Memory (LSTM) recurrent neural networks techniques. We consider BRAEMAR SHIPPING SERVICES PLC Stock Decision Process with Stepwise Regression where A is the set of discrete actions of LON:BMS 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(Stepwise 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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+1 year) R = r 1 r 2 r 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:BMS BRAEMAR SHIPPING SERVICES PLC
Time series to forecast n: 07 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:BMS 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

BRAEMAR SHIPPING SERVICES PLC assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Stepwise Regression1,2,3,4 and conclude that the LON:BMS 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:BMS stock.

Financial State Forecast for LON:BMS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Operational Risk 6238
Market Risk5780
Technical Analysis8479
Fundamental Analysis8868
Risk Unsystematic3658

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 848 signals.

References

  1. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  2. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  3. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  4. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  5. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:BMS stock?
A: LON:BMS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Stepwise Regression
Q: Is LON:BMS stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:BMS Stock.
Q: Is BRAEMAR SHIPPING SERVICES PLC stock a good investment?
A: The consensus rating for BRAEMAR SHIPPING SERVICES PLC is Hold and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:BMS stock?
A: The consensus rating for LON:BMS is Hold.
Q: What is the prediction period for LON:BMS stock?
A: The prediction period for LON:BMS is (n+1 year)

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