Modelling A.I. in Economics

LON:STG STRIP TINNING HOLDINGS PLC

Outlook: STRIP TINNING HOLDINGS PLC assigned short-term B3 & long-term B1 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 06 Dec 2022 for (n+8 weeks)
Methodology : Modular Neural Network (DNN Layer)

Abstract

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. This paper will showcase how to perform stock prediction using Machine Learning algorithms.(Ticknor, J.L., 2013. A Bayesian regularized artificial neural network for stock market forecasting. Expert systems with applications, 40(14), pp.5501-5506.) We evaluate STRIP TINNING HOLDINGS PLC prediction models with Modular Neural Network (DNN Layer) and Spearman Correlation1,2,3,4 and conclude that the LON:STG 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 Buy LON:STG stock.

Key Points

  1. What are the most successful trading algorithms?
  2. Short/Long Term Stocks
  3. Market Signals

LON:STG Target Price Prediction Modeling Methodology

We consider STRIP TINNING HOLDINGS PLC Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of LON:STG 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(Spearman Correlation)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 (DNN Layer)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:STG STRIP TINNING HOLDINGS PLC
Time series to forecast n: 06 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy LON:STG 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 STRIP TINNING HOLDINGS PLC

  1. If a call option right retained by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the asset continues to be measured at its fair value. The associated liability is measured at (i) the option exercise price less the time value of the option if the option is in or at the money, or (ii) the fair value of the transferred asset less the time value of the option if the option is out of the money. The adjustment to the measurement of the associated liability ensures that the net carrying amount of the asset and the associated liability is the fair value of the call option right. For example, if the fair value of the underlying asset is CU80, the option exercise price is CU95 and the time value of the option is CU5, the carrying amount of the associated liability is CU75 (CU80 – CU5) and the carrying amount of the transferred asset is CU80 (ie its fair value)
  2. Credit risk analysis is a multifactor and holistic analysis; whether a specific factor is relevant, and its weight compared to other factors, will depend on the type of product, characteristics of the financial instruments and the borrower as well as the geographical region. An entity shall consider reasonable and supportable information that is available without undue cost or effort and that is relevant for the particular financial instrument being assessed. However, some factors or indicators may not be identifiable on an individual financial instrument level. In such a case, the factors or indicators should be assessed for appropriate portfolios, groups of portfolios or portions of a portfolio of financial instruments to determine whether the requirement in paragraph 5.5.3 for the recognition of lifetime expected credit losses has been met.
  3. An entity shall apply Prepayment Features with Negative Compensation (Amendments to IFRS 9) retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.30–7.2.34
  4. In almost every lending transaction the creditor's instrument is ranked relative to the instruments of the debtor's other creditors. An instrument that is subordinated to other instruments may have contractual cash flows that are payments of principal and interest on the principal amount outstanding if the debtor's non-payment is a breach of contract and the holder has a contractual right to unpaid amounts of principal and interest on the principal amount outstanding even in the event of the debtor's bankruptcy. For example, a trade receivable that ranks its creditor as a general creditor would qualify as having payments of principal and interest on the principal amount outstanding. This is the case even if the debtor issued loans that are collateralised, which in the event of bankruptcy would give that loan holder priority over the claims of the general creditor in respect of the collateral but does not affect the contractual right of the general creditor to unpaid principal and other amounts due.

*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

STRIP TINNING HOLDINGS PLC assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Spearman Correlation1,2,3,4 and conclude that the LON:STG 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 Buy LON:STG stock.

Financial State Forecast for LON:STG STRIP TINNING HOLDINGS PLC Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 3654
Market Risk4090
Technical Analysis5569
Fundamental Analysis4434
Risk Unsystematic5554

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 590 signals.

References

  1. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  2. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  3. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
  4. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
  5. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  6. Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
  7. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
Frequently Asked QuestionsQ: What is the prediction methodology for LON:STG stock?
A: LON:STG stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Spearman Correlation
Q: Is LON:STG stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:STG Stock.
Q: Is STRIP TINNING HOLDINGS PLC stock a good investment?
A: The consensus rating for STRIP TINNING HOLDINGS PLC is Buy and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:STG stock?
A: The consensus rating for LON:STG is Buy.
Q: What is the prediction period for LON:STG stock?
A: The prediction period for LON:STG is (n+8 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.