LON:NBPE NB PRIVATE EQUITY PARTNERS LIMITED

Outlook: NB PRIVATE EQUITY PARTNERS LIMITED assigned short-term Ba2 & long-term Ba1 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 07 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

Stock market or Share market is one of the most complicated and sophisticated way to do business. Small ownerships, brokerage corporations, banking sector, all depend on this very body to make revenue and divide risks; a very complicated model. However, this paper proposes to use machine learning algorithm to predict the future stock price for exchange by using open source libraries and preexisting algorithms to help make this unpredictable format of business a little more predictable.(Nelson, D.M., Pereira, A.C. and De Oliveira, R.A., 2017, May. Stock market's price movement prediction with LSTM neural networks. In 2017 International joint conference on neural networks (IJCNN) (pp. 1419-1426). Ieee.) We evaluate NB PRIVATE EQUITY PARTNERS LIMITED prediction models with Modular Neural Network (Financial Sentiment Analysis) and Chi-Square^1,2,3,4 and conclude that the LON:NBPE 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 Sell LON:NBPE stock.

Key Points

1. How can neural networks improve predictions?
2. What is the use of Markov decision process?
3. Trading Interaction

LON:NBPE Target Price Prediction Modeling Methodology

We consider NB PRIVATE EQUITY PARTNERS LIMITED Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of LON:NBPE 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(Chi-Square)^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 (Financial Sentiment Analysis)) X S(n):→ (n+16 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:NBPE NB PRIVATE EQUITY PARTNERS LIMITED
Time series to forecast n: 07 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell LON:NBPE 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 NB PRIVATE EQUITY PARTNERS LIMITED

1. If an entity originates a loan that bears an off-market interest rate (eg 5 per cent when the market rate for similar loans is 8 per cent), and receives an upfront fee as compensation, the entity recognises the loan at its fair value, ie net of the fee it receives.
2. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.
3. IFRS 16, issued in January 2016, amended paragraphs 2.1, 5.5.15, B4.3.8, B5.5.34 and B5.5.46. An entity shall apply those amendments when it applies IFRS 16.
4. 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.

*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

NB PRIVATE EQUITY PARTNERS LIMITED assigned short-term Ba2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Chi-Square^1,2,3,4 and conclude that the LON:NBPE 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 Sell LON:NBPE stock.

Financial State Forecast for LON:NBPE NB PRIVATE EQUITY PARTNERS LIMITED Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba2	Ba1
Operational Risk	81	57
Market Risk	75	90
Technical Analysis	81	56
Fundamental Analysis	68	70
Risk Unsystematic	39	74

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 752 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. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
3. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
4. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
5. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
6. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
7. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.

Frequently Asked Questions

Q: What is the prediction methodology for LON:NBPE stock?
A: LON:NBPE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Chi-Square
Q: Is LON:NBPE stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:NBPE Stock.
Q: Is NB PRIVATE EQUITY PARTNERS LIMITED stock a good investment?
A: The consensus rating for NB PRIVATE EQUITY PARTNERS LIMITED is Sell and assigned short-term Ba2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:NBPE stock?
A: The consensus rating for LON:NBPE is Sell.
Q: What is the prediction period for LON:NBPE stock?
A: The prediction period for LON:NBPE is (n+16 weeks)

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