How do you decide buy or sell a stock? (LON:ENT Stock Forecast)

ENTAIN PLC Research Report

Summary

We present an Artificial Neural Network (ANN) approach to predict stock market indices, particularly with respect to the forecast of their trend movements up or down. Exploiting different Neural Networks architectures, we provide numerical analysis of concrete financial time series. In particular, after a brief r ́esum ́e of the existing literature on the subject, we consider the Multi-layer Perceptron (MLP), the Convolutional Neural Net- works (CNN), and the Long Short-Term Memory (LSTM) recurrent neural networks techniques. We evaluate ENTAIN PLC prediction models with Modular Neural Network (CNN Layer) and Spearman Correlation1,2,3,4 and conclude that the LON:ENT 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:ENT stock.

Key Points

  1. Game Theory
  2. Trading Interaction
  3. Operational Risk

LON:ENT Target Price Prediction Modeling Methodology

We consider ENTAIN PLC Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of LON:ENT 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(Spearman Correlation)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(Modular Neural Network (CNN Layer)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of LON:ENT 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?

LON:ENT Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:ENT ENTAIN PLC
Time series to forecast n: 19 Nov 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:ENT 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 ENTAIN PLC

  1. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
  2. For the purposes of applying the requirements in paragraphs 5.7.7 and 5.7.8, an accounting mismatch is not caused solely by the measurement method that an entity uses to determine the effects of changes in a liability's credit risk. An accounting mismatch in profit or loss would arise only when the effects of changes in the liability's credit risk (as defined in IFRS 7) are expected to be offset by changes in the fair value of another financial instrument. A mismatch that arises solely as a result of the measurement method (ie because an entity does not isolate changes in a liability's credit risk from some other changes in its fair value) does not affect the determination required by paragraphs 5.7.7 and 5.7.8. For example, an entity may not isolate changes in a liability's credit risk from changes in liquidity risk. If the entity presents the combined effect of both factors in other comprehensive income, a mismatch may occur because changes in liquidity risk may be included in the fair value measurement of the entity's financial assets and the entire fair value change of those assets is presented in profit or loss. However, such a mismatch is caused by measurement imprecision, not the offsetting relationship described in paragraph B5.7.6 and, therefore, does not affect the determination required by paragraphs 5.7.7 and 5.7.8.
  3. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.
  4. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.

*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

ENTAIN PLC assigned short-term B1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Spearman Correlation1,2,3,4 and conclude that the LON:ENT 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:ENT stock.

Financial State Forecast for LON:ENT ENTAIN PLC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba1
Operational Risk 5464
Market Risk8180
Technical Analysis7937
Fundamental Analysis6077
Risk Unsystematic3189

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 519 signals.

References

  1. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  2. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  3. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  4. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
  5. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  6. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  7. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ENT stock?
A: LON:ENT stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Spearman Correlation
Q: Is LON:ENT stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:ENT Stock.
Q: Is ENTAIN PLC stock a good investment?
A: The consensus rating for ENTAIN PLC is Buy and assigned short-term B1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:ENT stock?
A: The consensus rating for LON:ENT is Buy.
Q: What is the prediction period for LON:ENT stock?
A: The prediction period for LON:ENT is (n+3 month)

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