LON:NCA NEW CENTURY AIM VCT PLC

NEW CENTURY AIM VCT PLC Research Report

Summary

As stock data is characterized by highly noisy and non-stationary, stock price prediction is regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by combining empirical mode decomposition (EMD) (or variational mode decomposition (VMD)), extreme learning machine (ELM) and improved harmony search (IHS) algorithm for stock price prediction, which are respectively named EMD–ELM–IHS and VMD–ELM–IHS. We evaluate NEW CENTURY AIM VCT PLC prediction models with Multi-Instance Learning (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the LON:NCA 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 Hold LON:NCA stock.

Key Points

1. Can neural networks predict stock market?
2. Can machine learning predict?
3. How useful are statistical predictions?

LON:NCA Target Price Prediction Modeling Methodology

We consider NEW CENTURY AIM VCT PLC Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of LON:NCA 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 Rank-Sum 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(Multi-Instance Learning (ML)) X S(n):→ (n+3 month) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of LON:NCA 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:NCA Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:NCA NEW CENTURY AIM VCT PLC
Time series to forecast n: 01 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:NCA 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 NEW CENTURY AIM VCT PLC

1. When an entity first applies this Standard, it may choose as its accounting policy to continue to apply the hedge accounting requirements of IAS 39 instead of the requirements in Chapter 6 of this Standard. An entity shall apply that policy to all of its hedging relationships. An entity that chooses that policy shall also apply IFRIC 16 Hedges of a Net Investment in a Foreign Operation without the amendments that conform that Interpretation to the requirements in Chapter 6 of this Standard.
2. For the purposes of the transition provisions in paragraphs 7.2.1, 7.2.3–7.2.28 and 7.3.2, the date of initial application is the date when an entity first applies those requirements of this Standard and must be the beginning of a reporting period after the issue of this Standard. Depending on the entity's chosen approach to applying IFRS 9, the transition can involve one or more than one date of initial application for different requirements.
3. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
4. For the purposes of the transition provisions in paragraphs 7.2.1, 7.2.3–7.2.28 and 7.3.2, the date of initial application is the date when an entity first applies those requirements of this Standard and must be the beginning of a reporting period after the issue of this Standard. Depending on the entity's chosen approach to applying IFRS 9, the transition can involve one or more than one date of initial application for different requirements.

*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

NEW CENTURY AIM VCT PLC assigned short-term Baa2 & long-term B3 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the LON:NCA 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 Hold LON:NCA stock.

Financial State Forecast for LON:NCA NEW CENTURY AIM VCT PLC Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Baa2	B3
Operational Risk	86	73
Market Risk	60	31
Technical Analysis	64	33
Fundamental Analysis	84	35
Risk Unsystematic	71	43

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 745 signals.

References

1. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
2. 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.
3. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
4. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
5. Alpaydin E. 2009. Introduction to Machine Learning. Cambridge, MA: MIT Press
6. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
7. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.

Frequently Asked Questions

Q: What is the prediction methodology for LON:NCA stock?
A: LON:NCA stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is LON:NCA stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:NCA Stock.
Q: Is NEW CENTURY AIM VCT PLC stock a good investment?
A: The consensus rating for NEW CENTURY AIM VCT PLC is Hold and assigned short-term Baa2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:NCA stock?
A: The consensus rating for LON:NCA is Hold.
Q: What is the prediction period for LON:NCA stock?
A: The prediction period for LON:NCA is (n+3 month)

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