Machine Learning stock prediction: LON:PTD Stock Prediction

Recently, a lot of interesting work has been done in the area of applying Machine Learning Algorithms for analyzing price patterns and predicting stock prices and index changes. Most stock traders nowadays depend on Intelligent Trading Systems which help them in predicting prices based on various situations and conditions, thereby helping them in making instantaneous investment decisions. We evaluate PITTARDS PLC prediction models with Modular Neural Network (Market Volatility Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:PTD stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:PTD stock.


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

Key Points

  1. Buy, Sell and Hold Signals
  2. How do you know when a stock will go up or down?
  3. Can statistics predict the future?

LON:PTD Target Price Prediction Modeling Methodology

Market systems are so complex that they overwhelm the ability of any individual to predict. But it is crucial for the investors to predict stock market price to generate notable profit. We have taken into factors such as Commodity Prices (crude oil, gold, silver), Market History, and Foreign exchange rate (FEX) that influence the stock trend. We consider PITTARDS PLC Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of LON:PTD 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= 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+16 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LON:PTD 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:PTD Stock Forecast (Buy or Sell) for (n+16 weeks)


Sample Set: Neural Network
Stock/Index: LON:PTD PITTARDS PLC
Time series to forecast n: 14 Nov 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:PTD 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 PITTARDS PLC

  1. In some circumstances an entity does not have reasonable and supportable information that is available without undue cost or effort to measure lifetime expected credit losses on an individual instrument basis. In that case, lifetime expected credit losses shall be recognised on a collective basis that considers comprehensive credit risk information. This comprehensive credit risk information must incorporate not only past due information but also all relevant credit information, including forward-looking macroeconomic information, in order to approximate the result of recognising lifetime expected credit losses when there has been a significant increase in credit risk since initial recognition on an individual instrument level.
  2. The purpose of estimating expected credit losses is neither to estimate a worstcase scenario nor to estimate the best-case scenario. Instead, an estimate of expected credit losses shall always reflect the possibility that a credit loss occurs and the possibility that no credit loss occurs even if the most likely outcome is no credit loss.
  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. 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.

*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

PITTARDS PLC assigned short-term B3 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the LON:PTD stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:PTD stock.

Financial State Forecast for LON:PTD PITTARDS PLC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba2
Operational Risk 6290
Market Risk4134
Technical Analysis4661
Fundamental Analysis4664
Risk Unsystematic4984

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 713 signals.

References

  1. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
  2. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  3. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  4. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  5. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  6. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  7. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:PTD stock?
A: LON:PTD stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Wilcoxon Rank-Sum Test
Q: Is LON:PTD stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:PTD Stock.
Q: Is PITTARDS PLC stock a good investment?
A: The consensus rating for PITTARDS PLC is Hold and assigned short-term B3 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of LON:PTD stock?
A: The consensus rating for LON:PTD is Hold.
Q: What is the prediction period for LON:PTD stock?
A: The prediction period for LON:PTD is (n+16 weeks)

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