Modelling A.I. in Economics

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

Stock market is basically nonlinear in nature and the research on stock market is one of the most important issues in recent years. People invest in stock market based on some prediction. For predict, the stock market prices people search such methods and tools which will increase their profits, while minimize their risks. Prediction plays a very important role in stock market business which is very complicated and challenging process. We evaluate JPMORGAN MID CAPITAL INVESTMENT TRUST PLC prediction models with Reinforcement Machine Learning (ML) and Factor1,2,3,4 and conclude that the LON:JMF 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:JMF stock.


Keywords: LON:JMF, JPMORGAN MID CAPITAL INVESTMENT TRUST PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Can we predict stock market using machine learning?
  2. Investment Risk
  3. What is prediction in deep learning?

LON:JMF Target Price Prediction Modeling Methodology

With technological advancements, big data can be easily generated and collected in many applications. Embedded in these big data are useful information and knowledge that can be discovered by machine learning and data mining models, techniques or algorithms. We consider JPMORGAN MID CAPITAL INVESTMENT TRUST PLC Stock Decision Process with Factor where A is the set of discrete actions of LON:JMF 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(Factor)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(Reinforcement Machine Learning (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:JMF JPMORGAN MID CAPITAL INVESTMENT TRUST PLC
Time series to forecast n: 17 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:JMF 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

JPMORGAN MID CAPITAL INVESTMENT TRUST PLC assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Factor1,2,3,4 and conclude that the LON:JMF 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:JMF stock.

Financial State Forecast for LON:JMF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 5035
Market Risk4456
Technical Analysis6989
Fundamental Analysis5436
Risk Unsystematic5348

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 687 signals.

References

  1. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  2. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  3. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  4. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  5. 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
  6. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  7. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
Frequently Asked QuestionsQ: What is the prediction methodology for LON:JMF stock?
A: LON:JMF stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Factor
Q: Is LON:JMF stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:JMF Stock.
Q: Is JPMORGAN MID CAPITAL INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for JPMORGAN MID CAPITAL INVESTMENT TRUST PLC is Buy and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:JMF stock?
A: The consensus rating for LON:JMF is Buy.
Q: What is the prediction period for LON:JMF stock?
A: The prediction period for LON:JMF is (n+3 month)

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