ROCKPOOL ACQUISITIONS PLC Research Report

## Summary

This paper addresses problem of predicting direction of movement of stock and stock price index. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), random forest and naive-Bayes with two approaches for input to these models. We evaluate ROCKPOOL ACQUISITIONS PLC prediction models with Ensemble Learning (ML) and Sign Test1,2,3,4 and conclude that the LON:ROC stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:ROC stock.

## Key Points

1. How accurate is machine learning in stock market?
2. What is a prediction confidence?
3. How accurate is machine learning in stock market?

## LON:ROC Target Price Prediction Modeling Methodology

We consider ROCKPOOL ACQUISITIONS PLC Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of LON:ROC 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(Ensemble Learning (ML)) X S(n):→ (n+8 weeks) $\begin{array}{l}\int {r}^{s}\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of LON:ROC 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:ROC Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: LON:ROC ROCKPOOL ACQUISITIONS PLC
Time series to forecast n: 04 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:ROC 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 ROCKPOOL ACQUISITIONS PLC

1. When designating risk components as hedged items, an entity considers whether the risk components are explicitly specified in a contract (contractually specified risk components) or whether they are implicit in the fair value or the cash flows of an item of which they are a part (noncontractually specified risk components). Non-contractually specified risk components can relate to items that are not a contract (for example, forecast transactions) or contracts that do not explicitly specify the component (for example, a firm commitment that includes only one single price instead of a pricing formula that references different underlyings)
2. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
3. If a put option obligation written by an entity or call option right held by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at amortised cost, the associated liability is measured at its cost (ie the consideration received) adjusted for the amortisation of any difference between that cost and the gross carrying amount of the transferred asset at the expiration date of the option. For example, assume that the gross carrying amount of the asset on the date of the transfer is CU98 and that the consideration received is CU95. The gross carrying amount of the asset on the option exercise date will be CU100. The initial carrying amount of the associated liability is CU95 and the difference between CU95 and CU100 is recognised in profit or loss using the effective interest method. If the option is exercised, any difference between the carrying amount of the associated liability and the exercise price is recognised in profit or loss.
4. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.

*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

ROCKPOOL ACQUISITIONS PLC assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Sign Test1,2,3,4 and conclude that the LON:ROC stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold LON:ROC stock.

### Financial State Forecast for LON:ROC ROCKPOOL ACQUISITIONS PLC Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 3454
Market Risk7264
Technical Analysis8976
Fundamental Analysis7245
Risk Unsystematic4535

### Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 534 signals.

## References

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3. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
4. 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.
5. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
6. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
7. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ROC stock?
A: LON:ROC stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Sign Test
Q: Is LON:ROC stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ROC Stock.
Q: Is ROCKPOOL ACQUISITIONS PLC stock a good investment?
A: The consensus rating for ROCKPOOL ACQUISITIONS PLC is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:ROC stock?
A: The consensus rating for LON:ROC is Hold.
Q: What is the prediction period for LON:ROC stock?
A: The prediction period for LON:ROC is (n+8 weeks)