Modelling A.I. in Economics

LON:MTVW MOUNTVIEW ESTATES PLC (Forecast)

Outlook: MOUNTVIEW ESTATES PLC assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 22 Dec 2022 for (n+3 month)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

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.(Khan, W., Ghazanfar, M.A., Azam, M.A., Karami, A., Alyoubi, K.H. and Alfakeeh, A.S., 2020. Stock market prediction using machine learning classifiers and social media, news. Journal of Ambient Intelligence and Humanized Computing, pp.1-24.) We evaluate MOUNTVIEW ESTATES PLC prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Linear Regression1,2,3,4 and conclude that the LON:MTVW 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. Game Theory
  2. What is Markov decision process in reinforcement learning?
  3. Technical Analysis with Algorithmic Trading

LON:MTVW Target Price Prediction Modeling Methodology

We consider MOUNTVIEW ESTATES PLC Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of LON:MTVW 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(Linear 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 (Social Media Sentiment Analysis)) X S(n):→ (n+3 month) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:MTVW MOUNTVIEW ESTATES PLC
Time series to forecast n: 22 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%

IFRS Reconciliation Adjustments for MOUNTVIEW ESTATES PLC

  1. Accordingly the date of the modification shall be treated as the date of initial recognition of that financial asset when applying the impairment requirements to the modified financial asset. This typically means measuring the loss allowance at an amount equal to 12-month expected credit losses until the requirements for the recognition of lifetime expected credit losses in paragraph 5.5.3 are met. However, in some unusual circumstances following a modification that results in derecognition of the original financial asset, there may be evidence that the modified financial asset is credit-impaired at initial recognition, and thus, the financial asset should be recognised as an originated credit-impaired financial asset. This might occur, for example, in a situation in which there was a substantial modification of a distressed asset that resulted in the derecognition of the original financial asset. In such a case, it may be possible for the modification to result in a new financial asset which is credit-impaired at initial recognition.
  2. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.
  3. For the purpose of applying paragraph 6.5.11, at the point when an entity amends the description of a hedged item as required in paragraph 6.9.1(b), the amount accumulated in the cash flow hedge reserve shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows are determined.
  4. The rebuttable presumption in paragraph 5.5.11 is not an absolute indicator that lifetime expected credit losses should be recognised, but is presumed to be the latest point at which lifetime expected credit losses should be recognised even when using forward-looking information (including macroeconomic factors on a portfolio level).

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

MOUNTVIEW ESTATES PLC assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Linear Regression1,2,3,4 and conclude that the LON:MTVW 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

LON:MTVW MOUNTVIEW ESTATES PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB1Baa2
Balance SheetCaa2Ba2
Leverage RatiosCCaa2
Cash FlowB3Ba2
Rates of Return and ProfitabilityBa2Ba3

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 637 signals.

References

  1. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  2. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
  3. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  4. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  5. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  6. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
  7. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for LON:MTVW stock?
A: LON:MTVW stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Linear Regression
Q: Is LON:MTVW stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:MTVW Stock.
Q: Is MOUNTVIEW ESTATES PLC stock a good investment?
A: The consensus rating for MOUNTVIEW ESTATES PLC is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:MTVW stock?
A: The consensus rating for LON:MTVW is Hold.
Q: What is the prediction period for LON:MTVW stock?
A: The prediction period for LON:MTVW is (n+3 month)

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