LON:MNKS MONKS INVESTMENT TRUST PLC

Outlook: MONKS INVESTMENT TRUST PLC assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 08 Dec 2022 for (n+4 weeks)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

The presented paper modeled and predicted stock returns using LSTM. The historical data of stock market were transformed into 30-days-long sequences with 10 learning features and 7-day earning rate labeling. The model was fitted by training on 1200000 sequences and tested using the other 350000 sequences. (Yu, P. and Yan, X., 2020. Stock price prediction based on deep neural networks. Neural Computing and Applications, 32(6), pp.1609-1628.) We evaluate MONKS INVESTMENT TRUST PLC prediction models with Modular Neural Network (Market News Sentiment Analysis) and Lasso Regression^1,2,3,4 and conclude that the LON:MNKS stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Key Points

1. Decision Making
2. Dominated Move
3. Which neural network is best for prediction?

LON:MNKS Target Price Prediction Modeling Methodology

We consider MONKS INVESTMENT TRUST PLC Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of LON:MNKS 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(Lasso Regression)^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(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+4 weeks) $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

p:Price signals of LON:MNKS 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:MNKS Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:MNKS MONKS INVESTMENT TRUST PLC
Time series to forecast n: 08 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

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 MONKS INVESTMENT TRUST PLC

1. Annual Improvements to IFRSs 2010–2012 Cycle, issued in December 2013, amended paragraphs 4.2.1 and 5.7.5 as a consequential amendment derived from the amendment to IFRS 3. An entity shall apply that amendment prospectively to business combinations to which the amendment to IFRS 3 applies.
2. In some cases, the qualitative and non-statistical quantitative information available may be sufficient to determine that a financial instrument has met the criterion for the recognition of a loss allowance at an amount equal to lifetime expected credit losses. That is, the information does not need to flow through a statistical model or credit ratings process in order to determine whether there has been a significant increase in the credit risk of the financial instrument. In other cases, an entity may need to consider other information, including information from its statistical models or credit ratings processes.
3. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
4. The accounting for the time value of options in accordance with paragraph 6.5.15 applies only to the extent that the time value relates to the hedged item (aligned time value). The time value of an option relates to the hedged item if the critical terms of the option (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the option and the hedged item are not fully aligned, an entity shall determine the aligned time value, ie how much of the time value included in the premium (actual time value) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.15). An entity determines the aligned time value using the valuation of the option that would have critical terms that perfectly match the hedged item.

*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

MONKS INVESTMENT TRUST PLC assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Lasso Regression^1,2,3,4 and conclude that the LON:MNKS stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Buy

Financial State Forecast for LON:MNKS MONKS INVESTMENT TRUST PLC Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	Ba3
Operational Risk	65	86
Market Risk	84	88
Technical Analysis	74	53
Fundamental Analysis	43	62
Risk Unsystematic	69	37

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 849 signals.

References

1. Bengio Y, Schwenk H, Senécal JS, Morin F, Gauvain JL. 2006. Neural probabilistic language models. In Innovations in Machine Learning: Theory and Applications, ed. DE Holmes, pp. 137–86. Berlin: Springer
2. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
3. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
4. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
5. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
6. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
7. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99

Frequently Asked Questions

Q: What is the prediction methodology for LON:MNKS stock?
A: LON:MNKS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Lasso Regression
Q: Is LON:MNKS stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:MNKS Stock.
Q: Is MONKS INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for MONKS INVESTMENT TRUST PLC is Buy and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:MNKS stock?
A: The consensus rating for LON:MNKS is Buy.
Q: What is the prediction period for LON:MNKS stock?
A: The prediction period for LON:MNKS is (n+4 weeks)

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