Modelling A.I. in Economics

What are the most successful trading algorithms? (LON:GLV Stock Forecast) (Forecast)

Security indices are the main tools for evaluation of the status of financial markets. Moreover, a main part of the economy of any country is constituted of investment in stock markets. Therefore, investors could maximize the return of investment if it becomes possible to predict the future trend of stock market with appropriate methods. The nonlinearity and nonstationarity of financial series make their prediction complicated. This study seeks to evaluate the prediction power of machine-learning models in a stock market. We evaluate GLENVEAGH PROPERTIES PLC prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square1,2,3,4 and conclude that the LON:GLV stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:GLV stock.


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

Key Points

  1. Market Risk
  2. Can statistics predict the future?
  3. Understanding Buy, Sell, and Hold Ratings

LON:GLV Target Price Prediction Modeling Methodology

Short - term price movements, contribute a considerable measure to the unpredictability of the securities exchanges. Accurately predicting the price fluctuations in stock market is a huge economical advantage. The aforementioned task is generally achieved by analyzing the company, this is called as fundamental analysis. Another method, which is undergoing a lot of research work recently, is to create a predictive algorithmic model using machine learning. To train machines to take trading decisions in such short - period of time, the latter method needs to be adopted. Deep Neural Networks, being the most exceptional innovation in Machine Learning, have been utilized to develop a short-term prediction model. We consider GLENVEAGH PROPERTIES PLC Stock Decision Process with Chi-Square where A is the set of discrete actions of LON:GLV 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(Chi-Square)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 (Social Media Sentiment Analysis)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LON:GLV 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:GLV Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:GLV GLENVEAGH PROPERTIES PLC
Time series to forecast n: 20 Oct 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:GLV 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

GLENVEAGH PROPERTIES PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Chi-Square1,2,3,4 and conclude that the LON:GLV stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:GLV stock.

Financial State Forecast for LON:GLV Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 3049
Market Risk7355
Technical Analysis8332
Fundamental Analysis3833
Risk Unsystematic5385

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 617 signals.

References

  1. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  2. 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
  3. 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
  4. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  5. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  6. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  7. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GLV stock?
A: LON:GLV stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square
Q: Is LON:GLV stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:GLV Stock.
Q: Is GLENVEAGH PROPERTIES PLC stock a good investment?
A: The consensus rating for GLENVEAGH PROPERTIES PLC is Buy and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:GLV stock?
A: The consensus rating for LON:GLV is Buy.
Q: What is the prediction period for LON:GLV stock?
A: The prediction period for LON:GLV is (n+3 month)

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