Modelling A.I. in Economics

When should you buy or sell a stock? (LON:NBMI Stock Forecast)

The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We evaluate NB GLOBAL MONTHLY INCOME FUND LIMITED prediction models with Inductive Learning (ML) and Multiple Regression1,2,3,4 and conclude that the LON:NBMI stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:NBMI stock.


Keywords: LON:NBMI, NB GLOBAL MONTHLY INCOME FUND LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Buy, Sell and Hold Signals
  2. What is a prediction confidence?
  3. Market Outlook

LON:NBMI Target Price Prediction Modeling Methodology

With the advent of machine learning, numerous approaches have been proposed to forecast stock prices. Various models have been developed to date such as Recurrent Neural Networks, Long Short-Term Memory, Convolutional Neural Network sliding window, etc., but were not accurate enough. Here, the aim is to predict the price of a stock and compare the results obtained using three major algorithms namely Kalman filters, XGBoost and ARIMA. We consider NB GLOBAL MONTHLY INCOME FUND LIMITED Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:NBMI 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(Multiple 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+8 weeks) e x rx

n:Time series to forecast

p:Price signals of LON:NBMI 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:NBMI Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:NBMI NB GLOBAL MONTHLY INCOME FUND LIMITED
Time series to forecast n: 12 Oct 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:NBMI 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

NB GLOBAL MONTHLY INCOME FUND LIMITED assigned short-term B1 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Inductive Learning (ML) with Multiple Regression1,2,3,4 and conclude that the LON:NBMI stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:NBMI stock.

Financial State Forecast for LON:NBMI Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Operational Risk 3683
Market Risk4287
Technical Analysis9063
Fundamental Analysis8159
Risk Unsystematic6051

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 758 signals.

References

  1. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
  2. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  3. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  4. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
  5. Harris ZS. 1954. Distributional structure. Word 10:146–62
  6. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  7. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:NBMI stock?
A: LON:NBMI stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Multiple Regression
Q: Is LON:NBMI stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:NBMI Stock.
Q: Is NB GLOBAL MONTHLY INCOME FUND LIMITED stock a good investment?
A: The consensus rating for NB GLOBAL MONTHLY INCOME FUND LIMITED is Hold and assigned short-term B1 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LON:NBMI stock?
A: The consensus rating for LON:NBMI is Hold.
Q: What is the prediction period for LON:NBMI stock?
A: The prediction period for LON:NBMI is (n+8 weeks)

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