LON:CASP CASPIAN SUNRISE PLC

Outlook: CASPIAN SUNRISE PLC assigned short-term Caa2 & long-term B2 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 19 Dec 2022 for (n+3 month)
Methodology : Transfer Learning (ML)

Abstract

Stock market investment strategies are complex and rely on an evaluation of vast amounts of data. In recent years, machine learning techniques have increasingly been examined to assess whether they can improve market forecasting when compared with traditional approaches. The objective for this study is to identify directions for future machine learning stock market prediction research based upon a review of current literature.(Parray, I.R., Khurana, S.S., Kumar, M. and Altalbe, A.A., 2020. Time series data analysis of stock price movement using machine learning techniques. Soft Computing, 24(21), pp.16509-16517.) We evaluate CASPIAN SUNRISE PLC prediction models with Transfer Learning (ML) and Spearman Correlation^1,2,3,4 and conclude that the LON:CASP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

1. How useful are statistical predictions?
2. How useful are statistical predictions?
3. Technical Analysis with Algorithmic Trading

LON:CASP Target Price Prediction Modeling Methodology

We consider CASPIAN SUNRISE PLC Decision Process with Transfer Learning (ML) where A is the set of discrete actions of LON:CASP 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Transfer Learning (ML)) X S(n):→ (n+3 month) $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:CASP CASPIAN SUNRISE PLC
Time series to forecast n: 19 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

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 (Grey to Black): *Technical Analysis%

Adjusted IFRS* Prediction Methods for CASPIAN SUNRISE PLC

1. When designating a group of items as the hedged item, or a combination of financial instruments as the hedging instrument, an entity shall prospectively cease applying paragraphs 6.8.4–6.8.6 to an individual item or financial instrument in accordance with paragraphs 6.8.9, 6.8.10, or 6.8.11, as relevant, when the uncertainty arising from interest rate benchmark reform is no longer present with respect to the hedged risk and/or the timing and the amount of the interest rate benchmark-based cash flows of that item or financial instrument.
2. Paragraph 4.1.1(b) requires an entity to classify a financial asset on the basis of its contractual cash flow characteristics if the financial asset is held within a business model whose objective is to hold assets to collect contractual cash flows or within a business model whose objective is achieved by both collecting contractual cash flows and selling financial assets, unless paragraph 4.1.5 applies. To do so, the condition in paragraphs 4.1.2(b) and 4.1.2A(b) requires an entity to determine whether the asset's contractual cash flows are solely payments of principal and interest on the principal amount outstanding.
3. In accordance with the hedge effectiveness requirements, the hedge ratio of the hedging relationship must be the same as that resulting from the quantity of the hedged item that the entity actually hedges and the quantity of the hedging instrument that the entity actually uses to hedge that quantity of hedged item. Hence, if an entity hedges less than 100 per cent of the exposure on an item, such as 85 per cent, it shall designate the hedging relationship using a hedge ratio that is the same as that resulting from 85 per cent of the exposure and the quantity of the hedging instrument that the entity actually uses to hedge those 85 per cent. Similarly, if, for example, an entity hedges an exposure using a nominal amount of 40 units of a financial instrument, it shall designate the hedging relationship using a hedge ratio that is the same as that resulting from that quantity of 40 units (ie the entity must not use a hedge ratio based on a higher quantity of units that it might hold in total or a lower quantity of units) and the quantity of the hedged item that it actually hedges with those 40 units.
4. Paragraph 4.1.1(b) requires an entity to classify a financial asset on the basis of its contractual cash flow characteristics if the financial asset is held within a business model whose objective is to hold assets to collect contractual cash flows or within a business model whose objective is achieved by both collecting contractual cash flows and selling financial assets, unless paragraph 4.1.5 applies. To do so, the condition in paragraphs 4.1.2(b) and 4.1.2A(b) requires an entity to determine whether the asset's contractual cash flows are solely payments of principal and interest on the principal amount outstanding.

*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

CASPIAN SUNRISE PLC assigned short-term Caa2 & long-term B2 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Spearman Correlation^1,2,3,4 and conclude that the LON:CASP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Financial State Forecast for LON:CASP CASPIAN SUNRISE PLC Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Caa2	B2
Operational Risk	52	62
Market Risk	31	58
Technical Analysis	44	74
Fundamental Analysis	45	32
Risk Unsystematic	38	46

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 461 signals.

References

1. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
2. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
3. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., When to Sell and When to Hold FTNT Stock. AC Investment Research Journal, 101(3).
5. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
6. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
7. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer

Frequently Asked Questions

Q: What is the prediction methodology for LON:CASP stock?
A: LON:CASP stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Spearman Correlation
Q: Is LON:CASP stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:CASP Stock.
Q: Is CASPIAN SUNRISE PLC stock a good investment?
A: The consensus rating for CASPIAN SUNRISE PLC is Hold and assigned short-term Caa2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:CASP stock?
A: The consensus rating for LON:CASP is Hold.
Q: What is the prediction period for LON:CASP stock?
A: The prediction period for LON:CASP is (n+3 month)

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