Modelling A.I. in Economics

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

The stock market prediction has attracted much attention from academia as well as business. Due to the non-linear, volatile and complex nature of the market, it is quite difficult to predict. As the stock markets grow bigger, more investors pay attention to develop a systematic approach to predict the stock market. We evaluate INTUITIVE INVESTMENTS GROUP PLC prediction models with Multi-Instance Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and conclude that the LON:IIG 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:IIG stock.


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

Key Points

  1. Nash Equilibria
  2. Stock Rating
  3. Buy, Sell and Hold Signals

LON:IIG Target Price Prediction Modeling Methodology

The stock market prediction patterns are seen as an important activity and it is more effective. Hence, stock prices will lead to lucrative profits from sound taking decisions. Because of the stagnant and noisy data, stock market-related forecasts are a major challenge for investors. Therefore, forecasting the stock market is a major challenge for investors to use their money to make more profit. Stock market predictions use mathematical strategies and learning tools. We consider INTUITIVE INVESTMENTS GROUP PLC Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of LON:IIG 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(Statistical Hypothesis Testing)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(Multi-Instance Learning (ML)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:IIG INTUITIVE INVESTMENTS GROUP 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:IIG 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

INTUITIVE INVESTMENTS GROUP PLC assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Statistical Hypothesis Testing1,2,3,4 and conclude that the LON:IIG 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:IIG stock.

Financial State Forecast for LON:IIG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Operational Risk 6151
Market Risk9055
Technical Analysis8674
Fundamental Analysis4659
Risk Unsystematic4972

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 648 signals.

References

  1. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  2. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  3. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  4. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
  5. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  6. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  7. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
Frequently Asked QuestionsQ: What is the prediction methodology for LON:IIG stock?
A: LON:IIG stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Statistical Hypothesis Testing
Q: Is LON:IIG stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:IIG Stock.
Q: Is INTUITIVE INVESTMENTS GROUP PLC stock a good investment?
A: The consensus rating for INTUITIVE INVESTMENTS GROUP PLC is Hold and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:IIG stock?
A: The consensus rating for LON:IIG is Hold.
Q: What is the prediction period for LON:IIG stock?
A: The prediction period for LON:IIG is (n+1 year)

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