Outlook: NORTHERN BEAR PLC assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 30 Dec 2022 for (n+6 month)
Methodology : Inductive Learning (ML)

Abstract

Stock price forecasting is a popular and important topic in financial and academic studies. Share market is an volatile place for predicting since there are no significant rules to estimate or predict the price of a share in the share market. Many methods like technical analysis, fundamental analysis, time series analysis and statistical analysis etc. are used to predict the price in tie share market but none of these methods are proved as a consistently acceptable prediction tool. In this paper, we implemented a Random Forest approach to predict stock market prices. (Bogle, S.A. and Potter, W.D., 2015. SentAMaL-a sentiment analysis machine learning stock predictive model. In Proceedings on the international conference on artificial intelligence (ICAI) (p. 610). The Steering Committee of The World Congress in Computer Science, Computer Engineering and Applied Computing (WorldComp).) We evaluate NORTHERN BEAR PLC prediction models with Inductive Learning (ML) and Sign Test1,2,3,4 and conclude that the LON:NTBR stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

Key Points

1. Can we predict stock market using machine learning?
2. How accurate is machine learning in stock market?
3. Can machine learning predict?

LON:NTBR Target Price Prediction Modeling Methodology

We consider NORTHERN BEAR PLC Decision Process with Inductive Learning (ML) where A is the set of discrete actions of LON:NTBR 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(Sign Test)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Inductive Learning (ML)) X S(n):→ (n+6 month) $∑ i = 1 n s i$

n:Time series to forecast

p:Price signals of LON:NTBR 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:NTBR Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:NTBR NORTHERN BEAR PLC
Time series to forecast n: 30 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 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 NORTHERN BEAR PLC

1. An entity may manage and evaluate the performance of a group of financial liabilities or financial assets and financial liabilities in such a way that measuring that group at fair value through profit or loss results in more relevant information. The focus in this instance is on the way the entity manages and evaluates performance, instead of on the nature of its financial instruments.
2. For hedges other than hedges of foreign currency risk, when an entity designates a non-derivative financial asset or a non-derivative financial liability measured at fair value through profit or loss as a hedging instrument, it may only designate the non-derivative financial instrument in its entirety or a proportion of it.
3. The fair value of a financial instrument at initial recognition is normally the transaction price (ie the fair value of the consideration given or received, see also paragraph B5.1.2A and IFRS 13). However, if part of the consideration given or received is for something other than the financial instrument, an entity shall measure the fair value of the financial instrument. For example, the fair value of a long-term loan or receivable that carries no interest can be measured as the present value of all future cash receipts discounted using the prevailing market rate(s) of interest for a similar instrument (similar as to currency, term, type of interest rate and other factors) with a similar credit rating. Any additional amount lent is an expense or a reduction of income unless it qualifies for recognition as some other type of asset.
4. For the purposes of the transition provisions in paragraphs 7.2.1, 7.2.3–7.2.28 and 7.3.2, the date of initial application is the date when an entity first applies those requirements of this Standard and must be the beginning of a reporting period after the issue of this Standard. Depending on the entity's chosen approach to applying IFRS 9, the transition can involve one or more than one date of initial application for different requirements.

*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

NORTHERN BEAR PLC assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Inductive Learning (ML) with Sign Test1,2,3,4 and conclude that the LON:NTBR stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

LON:NTBR NORTHERN BEAR PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetBa3C
Leverage RatiosBa3Baa2
Cash FlowB3Ba3
Rates of Return and ProfitabilityCCaa2

*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: 83 out of 100 with 788 signals.

References

1. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
2. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you know when a stock will go up or down?(STJ Stock Forecast). AC Investment Research Journal, 101(3).
4. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
5. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
6. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
7. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:NTBR stock?
A: LON:NTBR stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Sign Test
Q: Is LON:NTBR stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:NTBR Stock.
Q: Is NORTHERN BEAR PLC stock a good investment?
A: The consensus rating for NORTHERN BEAR PLC is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:NTBR stock?
A: The consensus rating for LON:NTBR is Hold.
Q: What is the prediction period for LON:NTBR stock?
A: The prediction period for LON:NTBR is (n+6 month)