Modelling A.I. in Economics

What are buy sell or hold recommendations? (LON:ANP Stock Forecast)

Neural networks, as an intelligent data mining method, have been used in many different challenging pattern recognition problems such as stock market prediction. However, there is no formal method to determine the optimal neural network for prediction purpose in the literature. In this paper, two kinds of neural networks, a feed forward multi layer Perceptron (MLP) and an Elman recurrent network, are used to predict a company's stock value based on its stock share value history. We evaluate ANPARIO PLC prediction models with Inductive Learning (ML) and Polynomial Regression1,2,3,4 and conclude that the LON:ANP 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 Sell LON:ANP stock.


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

Key Points

  1. Stock Forecast Based On a Predictive Algorithm
  2. Game Theory
  3. Probability Distribution

LON:ANP Target Price Prediction Modeling Methodology

In the finance world stock trading is one of the most important activities. Stock market prediction is an act of trying to determine the future value of a stock other financial instrument traded on a financial exchange. This paper explains the prediction of a stock using Machine Learning. The technical and fundamental or the time series analysis is used by the most of the stockbrokers while making the stock predictions. We consider ANPARIO PLC Stock Decision Process with Polynomial Regression where A is the set of discrete actions of LON:ANP 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(Polynomial 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(Inductive Learning (ML)) X S(n):→ (n+4 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:ANP ANPARIO PLC
Time series to forecast n: 22 Oct 2022 for (n+4 weeks)

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

ANPARIO PLC assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Inductive Learning (ML) with Polynomial Regression1,2,3,4 and conclude that the LON:ANP 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 Sell LON:ANP stock.

Financial State Forecast for LON:ANP Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B3
Operational Risk 7939
Market Risk4456
Technical Analysis4640
Fundamental Analysis5570
Risk Unsystematic7832

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 765 signals.

References

  1. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
  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. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  4. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  5. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
  6. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  7. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ANP stock?
A: LON:ANP stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Polynomial Regression
Q: Is LON:ANP stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:ANP Stock.
Q: Is ANPARIO PLC stock a good investment?
A: The consensus rating for ANPARIO PLC is Sell and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:ANP stock?
A: The consensus rating for LON:ANP is Sell.
Q: What is the prediction period for LON:ANP stock?
A: The prediction period for LON:ANP is (n+4 weeks)

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