Modelling A.I. in Economics

What is LON:SUPR stock prediction?

Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We evaluate SUPERMARKET INCOME REIT PLC prediction models with Modular Neural Network (Market Volatility Analysis) and Lasso Regression1,2,3,4 and conclude that the LON:SUPR stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell LON:SUPR stock.


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

Key Points

  1. Can neural networks predict stock market?
  2. Trading Signals
  3. Short/Long Term Stocks

LON:SUPR Target Price Prediction Modeling Methodology

Stock market or Share market is one of the most complicated and sophisticated way to do business. Small ownerships, brokerage corporations, banking sector, all depend on this very body to make revenue and divide risks; a very complicated model. However, this paper proposes to use machine learning algorithm to predict the future stock price for exchange by using open source libraries and preexisting algorithms to help make this unpredictable format of business a little more predictable. We consider SUPERMARKET INCOME REIT PLC Stock Decision Process with Lasso Regression where A is the set of discrete actions of LON:SUPR 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(Lasso 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 (Market Volatility Analysis)) X S(n):→ (n+6 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LON:SUPR 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:SUPR Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:SUPR SUPERMARKET INCOME REIT PLC
Time series to forecast n: 13 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell LON:SUPR 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

SUPERMARKET INCOME REIT PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Lasso Regression1,2,3,4 and conclude that the LON:SUPR stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell LON:SUPR stock.

Financial State Forecast for LON:SUPR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 3359
Market Risk6634
Technical Analysis3763
Fundamental Analysis8550
Risk Unsystematic4452

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 545 signals.

References

  1. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
  2. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  3. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  4. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  5. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  6. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  7. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
Frequently Asked QuestionsQ: What is the prediction methodology for LON:SUPR stock?
A: LON:SUPR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Lasso Regression
Q: Is LON:SUPR stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:SUPR Stock.
Q: Is SUPERMARKET INCOME REIT PLC stock a good investment?
A: The consensus rating for SUPERMARKET INCOME REIT PLC is Sell and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:SUPR stock?
A: The consensus rating for LON:SUPR is Sell.
Q: What is the prediction period for LON:SUPR stock?
A: The prediction period for LON:SUPR is (n+6 month)

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