Modelling A.I. in Economics

LON:DISH AMALA FOODS PLC

Buy

Hold

Sell

Speculative

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Outlook: AMALA FOODS PLC assigned short-term B2 & long-term B3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 06 Dec 2022 for (n+3 month)

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Abstract

Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS).(Güreşen, E. and Kayakutlu, G., 2008, October. Forecasting stock exchange movements using artificial neural network models and hybrid models. In International Conference on Intelligent Information Processing (pp. 129-137). Springer, Boston, MA.) We evaluate AMALA FOODS PLC prediction models with Modular Neural Network (CNN Layer) and ElasticNet Regression1,2,3,4 and conclude that the LON:DISH 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:DISH stock.

Key Points

  1. How do you decide buy or sell a stock?
  2. Market Signals
  3. Technical Analysis with Algorithmic Trading

LON:DISH Target Price Prediction Modeling Methodology

We consider AMALA FOODS PLC Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of LON:DISH 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(ElasticNet Regression)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 (CNN Layer)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:DISH AMALA FOODS PLC
Time series to forecast n: 06 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:DISH 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 AMALA FOODS PLC

  1. For example, an entity may use this condition to designate financial liabilities as at fair value through profit or loss if it meets the principle in paragraph 4.2.2(b) and the entity has financial assets and financial liabilities that share one or more risks and those risks are managed and evaluated on a fair value basis in accordance with a documented policy of asset and liability management. An example could be an entity that has issued 'structured products' containing multiple embedded derivatives and manages the resulting risks on a fair value basis using a mix of derivative and non-derivative financial instruments
  2. When a group of items that constitute a net position is designated as a hedged item, an entity shall designate the overall group of items that includes the items that can make up the net position. An entity is not permitted to designate a non-specific abstract amount of a net position. For example, an entity has a group of firm sale commitments in nine months' time for FC100 and a group of firm purchase commitments in 18 months' time for FC120. The entity cannot designate an abstract amount of a net position up to FC20. Instead, it must designate a gross amount of purchases and a gross amount of sales that together give rise to the hedged net position. An entity shall designate gross positions that give rise to the net position so that the entity is able to comply with the requirements for the accounting for qualifying hedging relationships.
  3. An entity applies IAS 21 to financial assets and financial liabilities that are monetary items in accordance with IAS 21 and denominated in a foreign currency. IAS 21 requires any foreign exchange gains and losses on monetary assets and monetary liabilities to be recognised in profit or loss. An exception is a monetary item that is designated as a hedging instrument in a cash flow hedge (see paragraph 6.5.11), a hedge of a net investment (see paragraph 6.5.13) or a fair value hedge of an equity instrument for which an entity has elected to present changes in fair value in other comprehensive income in accordance with paragraph 5.7.5 (see paragraph 6.5.8).
  4. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.

*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

AMALA FOODS PLC assigned short-term B2 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with ElasticNet Regression1,2,3,4 and conclude that the LON:DISH 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:DISH stock.

Financial State Forecast for LON:DISH AMALA FOODS PLC Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B3
Operational Risk 3131
Market Risk5732
Technical Analysis5232
Fundamental Analysis3480
Risk Unsystematic8940

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 581 signals.

References

  1. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  2. Alpaydin E. 2009. Introduction to Machine Learning. Cambridge, MA: MIT Press
  3. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  4. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  5. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  6. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  7. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
Frequently Asked QuestionsQ: What is the prediction methodology for LON:DISH stock?
A: LON:DISH stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and ElasticNet Regression
Q: Is LON:DISH stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:DISH Stock.
Q: Is AMALA FOODS PLC stock a good investment?
A: The consensus rating for AMALA FOODS PLC is Hold and assigned short-term B2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:DISH stock?
A: The consensus rating for LON:DISH is Hold.
Q: What is the prediction period for LON:DISH stock?
A: The prediction period for LON:DISH is (n+3 month)

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