Is LON:JPEC Stock Expected to Go Up? (Stock Forecast)

This paper addresses problem of predicting direction of movement of stock and stock price index. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), random forest and naive-Bayes with two approaches for input to these models. We evaluate JPMORGAN ELECT PLC prediction models with Active Learning (ML) and Multiple Regression^1,2,3,4 and conclude that the LON:JPEC stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:JPEC stock.

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

Key Points

1. What is Markov decision process in reinforcement learning?
2. Decision Making
3. Trading Interaction

LON:JPEC Target Price Prediction Modeling Methodology

Social media comments have in the past had an instantaneous effect on stock markets. This paper investigates the sentiments expressed on the social media platform Twitter and their pr edictive impact on the Stock Market. We consider JPMORGAN ELECT PLC Stock Decision Process with Multiple Regression where A is the set of discrete actions of LON:JPEC 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(Multiple Regression)^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(Active Learning (ML)) X S(n):→ (n+6 month) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of LON:JPEC 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:JPEC Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:JPEC JPMORGAN ELECT PLC
Time series to forecast n: 07 Nov 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:JPEC 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 JPMORGAN ELECT PLC

1. For the purpose of applying the requirements in paragraphs 6.4.1(c)(i) and B6.4.4–B6.4.6, an entity shall assume that the interest rate benchmark on which the hedged cash flows and/or the hedged risk (contractually or noncontractually specified) are based, or the interest rate benchmark on which the cash flows of the hedging instrument are based, is not altered as a result of interest rate benchmark reform.
2. IFRS 16, issued in January 2016, amended paragraphs 2.1, 5.5.15, B4.3.8, B5.5.34 and B5.5.46. An entity shall apply those amendments when it applies IFRS 16.
3. The underlying pool must contain one or more instruments that have contractual cash flows that are solely payments of principal and interest on the principal amount outstanding
4. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.

*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

JPMORGAN ELECT PLC assigned short-term Baa2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Multiple Regression^1,2,3,4 and conclude that the LON:JPEC stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold LON:JPEC stock.

Financial State Forecast for LON:JPEC JPMORGAN ELECT PLC Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Baa2	Ba2
Operational Risk	84	89
Market Risk	87	47
Technical Analysis	68	83
Fundamental Analysis	85	38
Risk Unsystematic	38	82

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 786 signals.

References

1. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
2. 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]
3. Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
4. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
5. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
6. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
7. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231

Frequently Asked Questions

Q: What is the prediction methodology for LON:JPEC stock?
A: LON:JPEC stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Multiple Regression
Q: Is LON:JPEC stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:JPEC Stock.
Q: Is JPMORGAN ELECT PLC stock a good investment?
A: The consensus rating for JPMORGAN ELECT PLC is Hold and assigned short-term Baa2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LON:JPEC stock?
A: The consensus rating for LON:JPEC is Hold.
Q: What is the prediction period for LON:JPEC stock?
A: The prediction period for LON:JPEC is (n+6 month)

Premium

• Live broadcast of expert trader insights
• Real-time stock market analysis
• Access to a library of research dataset (API,XLS,JSON)
• Real-time updates
• In-depth research reports (PDF)

Login