Can stock prices be predicted? (LON:PAGE Stock Forecast) (Forecast)

Machine learning addresses the question of how to build computers that improve automatically through experience. It is one of today's most rapidly growing technical fields, lying at the intersection of computer science and statistics, and at the core of artificial intelligence and data science. We evaluate PAGEGROUP PLC prediction models with Transductive Learning (ML) and Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the LON:PAGE stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Buy LON:PAGE stock.

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

Key Points

1. Short/Long Term Stocks
2. Probability Distribution
3. How do you know when a stock will go up or down?

LON:PAGE Target Price Prediction Modeling Methodology

Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches are limited to using technical analysis to capture historical trends of each stock price and thus limited to certain experimental setups to obtain good prediction results. On the other hand, professional investors additionally use their rich knowledge of inter-market and inter-company relations to map the connectivity of companies and events, and use this map to make better market predictions. For instance, they would predict the movement of a certain company's stock price based not only on its former stock price trends but also on the performance of its suppliers or customers, the overall industry, macroeconomic factors and trade policies. This paper investigates the effectiveness of work at the intersection of market predictions and graph neural networks, which hold the potential to mimic the ways in which investors make decisions by incorporating company knowledge graphs directly into the predictive model. We consider PAGEGROUP PLC Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of LON:PAGE 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(Wilcoxon Sign-Rank Test)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Transductive Learning (ML)) X S(n):→ (n+1 year) $\sum _{i=1}^n\left(s_i\right)$

n:Time series to forecast

p:Price signals of LON:PAGE 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:PAGE Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: LON:PAGE PAGEGROUP PLC
Time series to forecast n: 06 Nov 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Buy LON:PAGE 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 PAGEGROUP PLC

1. The definition of a derivative in this Standard includes contracts that are settled gross by delivery of the underlying item (eg a forward contract to purchase a fixed rate debt instrument). An entity may have a contract to buy or sell a non-financial item that can be settled net in cash or another financial instrument or by exchanging financial instruments (eg a contract to buy or sell a commodity at a fixed price at a future date). Such a contract is within the scope of this Standard unless it was entered into and continues to be held for the purpose of delivery of a non-financial item in accordance with the entity's expected purchase, sale or usage requirements. However, this Standard applies to such contracts for an entity's expected purchase, sale or usage requirements if the entity makes a designation in accordance with paragraph 2.5 (see paragraphs 2.4–2.7).
2. 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.
3. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness
4. An entity applies IAS 21 to financial assets and financial liabilities that are monetary items in accordance with IAS 21 and denominated in a foreign currency. IAS 21 requires any foreign exchange gains and losses on monetary assets and monetary liabilities to be recognised in profit or loss. An exception is a monetary item that is designated as a hedging instrument in a cash flow hedge (see paragraph 6.5.11), a hedge of a net investment (see paragraph 6.5.13) or a fair value hedge of an equity instrument for which an entity has elected to present changes in fair value in other comprehensive income in accordance with paragraph 5.7.5 (see paragraph 6.5.8).

*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

PAGEGROUP PLC assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the LON:PAGE stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Buy LON:PAGE stock.

Financial State Forecast for LON:PAGE PAGEGROUP PLC Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B3	B1
Operational Risk	42	39
Market Risk	34	51
Technical Analysis	56	55
Fundamental Analysis	59	75
Risk Unsystematic	44	80

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 489 signals.

References

1. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
2. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
3. E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
4. Gentzkow M, Kelly BT, Taddy M. 2017. Text as data. NBER Work. Pap. 23276
5. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
6. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
7. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012

Frequently Asked Questions

Q: What is the prediction methodology for LON:PAGE stock?
A: LON:PAGE stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is LON:PAGE stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:PAGE Stock.
Q: Is PAGEGROUP PLC stock a good investment?
A: The consensus rating for PAGEGROUP PLC is Buy and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:PAGE stock?
A: The consensus rating for LON:PAGE is Buy.
Q: What is the prediction period for LON:PAGE stock?
A: The prediction period for LON:PAGE is (n+1 year)

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