Summary
Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. We evaluate ACCENT RESOURCES NL prediction models with Modular Neural Network (Market Volatility Analysis) and Linear Regression1,2,3,4 and conclude that the ACS stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold ACS stock.
Key Points
- Trust metric by Neural Network
- Trading Interaction
- What is Markov decision process in reinforcement learning?
ACS Target Price Prediction Modeling Methodology
We consider ACCENT RESOURCES NL Stock Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of ACS 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= X R(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+4 weeks)
n:Time series to forecast
p:Price signals of ACS stock
j:Nash equilibria (Neural Network)
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?
ACS Stock Forecast (Buy or Sell) for (n+4 weeks)
Sample Set: Neural NetworkStock/Index: ACS ACCENT RESOURCES NL
Time series to forecast n: 26 Nov 2022 for (n+4 weeks)
According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold ACS 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%
Adjusted IFRS* Prediction Methods for ACCENT RESOURCES NL
- If there is a hedging relationship between a non-derivative monetary asset and a non-derivative monetary liability, changes in the foreign currency component of those financial instruments are presented in profit or loss.
- If a call option right retained by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the asset continues to be measured at its fair value. The associated liability is measured at (i) the option exercise price less the time value of the option if the option is in or at the money, or (ii) the fair value of the transferred asset less the time value of the option if the option is out of the money. The adjustment to the measurement of the associated liability ensures that the net carrying amount of the asset and the associated liability is the fair value of the call option right. For example, if the fair value of the underlying asset is CU80, the option exercise price is CU95 and the time value of the option is CU5, the carrying amount of the associated liability is CU75 (CU80 – CU5) and the carrying amount of the transferred asset is CU80 (ie its fair value)
- If a put option written by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the associated liability is measured at the option exercise price plus the time value of the option. The measurement of the asset at fair value is limited to the lower of the fair value and the option exercise price because the entity has no right to increases in the fair value of the transferred asset above the exercise price of the option. This ensures that the net carrying amount of the asset and the associated liability is the fair value of the put option obligation. For example, if the fair value of the underlying asset is CU120, the option exercise price is CU100 and the time value of the option is CU5, the carrying amount of the associated liability is CU105 (CU100 + CU5) and the carrying amount of the asset is CU100 (in this case the option exercise price).
- An entity has not retained control of a transferred asset if the transferee has the practical ability to sell the transferred asset. An entity has retained control of a transferred asset if the transferee does not have the practical ability to sell the transferred asset. A transferee has the practical ability to sell the transferred asset if it is traded in an active market because the transferee could repurchase the transferred asset in the market if it needs to return the asset to the entity. For example, a transferee may have the practical ability to sell a transferred asset if the transferred asset is subject to an option that allows the entity to repurchase it, but the transferee can readily obtain the transferred asset in the market if the option is exercised. A transferee does not have the practical ability to sell the transferred asset if the entity retains such an option and the transferee cannot readily obtain the transferred asset in the market if the entity exercises its option
*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.
Conclusions
ACCENT RESOURCES NL assigned short-term Ba1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Linear Regression1,2,3,4 and conclude that the ACS stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold ACS stock.
Financial State Forecast for ACS ACCENT RESOURCES NL Stock Options & Futures
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | Ba1 | Ba3 |
Operational Risk | 87 | 88 |
Market Risk | 76 | 63 |
Technical Analysis | 73 | 53 |
Fundamental Analysis | 52 | 60 |
Risk Unsystematic | 66 | 67 |
Prediction Confidence Score
References
- Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
- S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
- Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
- K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
- R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
- S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
- Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
Frequently Asked Questions
Q: What is the prediction methodology for ACS stock?A: ACS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Linear Regression
Q: Is ACS stock a buy or sell?
A: The dominant strategy among neural network is to Hold ACS Stock.
Q: Is ACCENT RESOURCES NL stock a good investment?
A: The consensus rating for ACCENT RESOURCES NL is Hold and assigned short-term Ba1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of ACS stock?
A: The consensus rating for ACS is Hold.
Q: What is the prediction period for ACS stock?
A: The prediction period for ACS is (n+4 weeks)