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

How to predict stock price movements based on quantitative market data modeling is an attractive topic. In front of the market news and stock prices that are commonly believed as two important market data sources, how to extract and exploit the hidden information within the raw data and make both accurate and fast predictions simultaneously becomes a challenging problem. In this paper, we present the design and architecture of our trading signal mining platform that employs extreme learning machine (ELM) to make stock price prediction based on those two data sources concurrently. We evaluate MONEYSUPERMARKET.COM GROUP PLC prediction models with Ensemble Learning (ML) and Linear Regression^1,2,3,4 and conclude that the LON:MONY stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:MONY stock.

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

Key Points

1. Can machine learning predict?
2. Fundemental Analysis with Algorithmic Trading
3. Is now good time to invest?

LON:MONY Target Price Prediction Modeling Methodology

As part of this research, different techniques have been studied for data extraction and analysis. After having reviewed the work related to the initial idea of the research, it is shown the development carried out, together with the data extraction and the machine learning algorithms for prediction used. The calculation of technical analysis metrics is also included. The development of a visualization platform has been proposed for high-level interaction between the user and the recommendation system. We consider MONEYSUPERMARKET.COM GROUP PLC Stock Decision Process with Linear Regression where A is the set of discrete actions of LON:MONY 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(Linear Regression)^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(Ensemble Learning (ML)) X S(n):→ (n+16 weeks) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of LON:MONY 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:MONY Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:MONY MONEYSUPERMARKET.COM GROUP PLC
Time series to forecast n: 05 Oct 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:MONY 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

MONEYSUPERMARKET.COM GROUP PLC assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Linear Regression^1,2,3,4 and conclude that the LON:MONY stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:MONY stock.

Financial State Forecast for LON:MONY Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B1
Operational Risk	79	60
Market Risk	57	55
Technical Analysis	31	58
Fundamental Analysis	75	63
Risk Unsystematic	82	50

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 767 signals.

References

1. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
2. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
3. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
4. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
5. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
6. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
7. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28

Frequently Asked Questions

Q: What is the prediction methodology for LON:MONY stock?
A: LON:MONY stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Linear Regression
Q: Is LON:MONY stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:MONY Stock.
Q: Is MONEYSUPERMARKET.COM GROUP PLC stock a good investment?
A: The consensus rating for MONEYSUPERMARKET.COM GROUP PLC is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:MONY stock?
A: The consensus rating for LON:MONY is Hold.
Q: What is the prediction period for LON:MONY stock?
A: The prediction period for LON:MONY is (n+16 weeks)

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