Modelling A.I. in Economics

Buy, Sell, or Hold? (LON:GFM Stock Forecast)

Stock market predictions are one of the challenging tasks for financial investors across the globe. This challenge is due to the uncertainty and volatility of the stock prices in the market. Due to technology and globalization of business and financial markets it is important to predict the stock prices more quickly and accurately. Last few years there has been much improvement in the field of Neural Network (NN) applications in business and financial markets. Artificial Neural Network (ANN) methods are mostly implemented and play a vital role in decision making for stock market predictions. We evaluate GRIFFIN MINING LIMITED prediction models with Ensemble Learning (ML) and Linear Regression1,2,3,4 and conclude that the LON:GFM stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:GFM stock.


Keywords: LON:GFM, GRIFFIN MINING LIMITED, 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. Reaction Function
  3. What are the most successful trading algorithms?

LON:GFM Target Price Prediction Modeling Methodology

In this paper, we propose a hybrid machine learning system based on Genetic Algor ithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. We consider GRIFFIN MINING LIMITED Stock Decision Process with Linear Regression where A is the set of discrete actions of LON:GFM 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= 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(Ensemble Learning (ML)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of LON:GFM 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:GFM Stock Forecast (Buy or Sell) for (n+16 weeks)


Sample Set: Neural Network
Stock/Index: LON:GFM GRIFFIN MINING LIMITED
Time series to forecast n: 09 Nov 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:GFM 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 GRIFFIN MINING LIMITED

  1. For loan commitments, an entity considers changes in the risk of a default occurring on the loan to which a loan commitment relates. For financial guarantee contracts, an entity considers the changes in the risk that the specified debtor will default on the contract.
  2. At the date of initial application, an entity shall determine whether the treatment in paragraph 5.7.7 would create or enlarge an accounting mismatch in profit or loss on the basis of the facts and circumstances that exist at the date of initial application. This Standard shall be applied retrospectively on the basis of that determination.
  3. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
  4. For loan commitments, an entity considers changes in the risk of a default occurring on the loan to which a loan commitment relates. For financial guarantee contracts, an entity considers the changes in the risk that the specified debtor will default on the contract.

*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

GRIFFIN MINING LIMITED assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Linear Regression1,2,3,4 and conclude that the LON:GFM stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:GFM stock.

Financial State Forecast for LON:GFM GRIFFIN MINING LIMITED Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 6151
Market Risk3363
Technical Analysis5363
Fundamental Analysis7276
Risk Unsystematic5537

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 836 signals.

References

  1. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
  2. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  3. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  4. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  5. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  6. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  7. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GFM stock?
A: LON:GFM stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Linear Regression
Q: Is LON:GFM stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:GFM Stock.
Q: Is GRIFFIN MINING LIMITED stock a good investment?
A: The consensus rating for GRIFFIN MINING LIMITED is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:GFM stock?
A: The consensus rating for LON:GFM is Hold.
Q: What is the prediction period for LON:GFM stock?
A: The prediction period for LON:GFM is (n+16 weeks)



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