Modelling A.I. in Economics

LGM LEGACY MINERALS HOLDINGS LIMITED (Forecast)

LEGACY MINERALS HOLDINGS LIMITED Research Report

Summary

This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. We evaluate LEGACY MINERALS HOLDINGS LIMITED prediction models with Modular Neural Network (Market Volatility Analysis) and Sign Test1,2,3,4 and conclude that the LGM 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 Buy LGM stock.

Key Points

  1. Should I buy stocks now or wait amid such uncertainty?
  2. What is statistical models in machine learning?
  3. Can neural networks predict stock market?

LGM Target Price Prediction Modeling Methodology

We consider LEGACY MINERALS HOLDINGS LIMITED Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of LGM 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(Sign Test)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 (Market Volatility Analysis)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of LGM 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?

LGM Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LGM LEGACY MINERALS HOLDINGS LIMITED
Time series to forecast n: 30 Nov 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy LGM 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 LEGACY MINERALS HOLDINGS LIMITED

  1. The characteristics of the hedged item, including how and when the hedged item affects profit or loss, also affect the period over which the forward element of a forward contract that hedges a time-period related hedged item is amortised, which is over the period to which the forward element relates. For example, if a forward contract hedges the exposure to variability in threemonth interest rates for a three-month period that starts in six months' time, the forward element is amortised during the period that spans months seven to nine.
  2. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
  3. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.
  4. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income changes in the fair value of an investment in an equity instrument that is not held for trading. This election is made on an instrument-by-instrument (ie share-by-share) basis. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity. Dividends on such investments are recognised in profit or loss in accordance with paragraph 5.7.6 unless the dividend clearly represents a recovery of part of the cost of the investment.

*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

LEGACY MINERALS HOLDINGS LIMITED assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Sign Test1,2,3,4 and conclude that the LGM 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 Buy LGM stock.

Financial State Forecast for LGM LEGACY MINERALS HOLDINGS LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 8878
Market Risk4343
Technical Analysis5368
Fundamental Analysis7230
Risk Unsystematic5531

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 855 signals.

References

  1. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  2. Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
  3. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]
  4. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  5. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  6. 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]
  7. N. B ̈auerle and J. Ott. Markov decision processes with average-value-at-risk criteria. Mathematical Methods of Operations Research, 74(3):361–379, 2011
Frequently Asked QuestionsQ: What is the prediction methodology for LGM stock?
A: LGM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Sign Test
Q: Is LGM stock a buy or sell?
A: The dominant strategy among neural network is to Buy LGM Stock.
Q: Is LEGACY MINERALS HOLDINGS LIMITED stock a good investment?
A: The consensus rating for LEGACY MINERALS HOLDINGS LIMITED is Buy and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LGM stock?
A: The consensus rating for LGM is Buy.
Q: What is the prediction period for LGM stock?
A: The prediction period for LGM is (n+4 weeks)

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