Modelling A.I. in Economics

LON:UTL UIL LIMITED

Outlook: UIL LIMITED assigned short-term B2 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 13 Dec 2022 for (n+8 weeks)
Methodology : Deductive Inference (ML)

Abstract

Social media comments have in the past had an instantaneous effect on stock markets. This paper investigates the sentiments expressed on the social media platform Twitter and their pr edictive impact on the Stock Market. (Raza, K., 2017, April. Prediction of Stock Market performance by using machine learning techniques. In 2017 International Conference on Innovations in Electrical Engineering and Computational Technologies (ICIEECT) (pp. 1-1). IEEE.) We evaluate UIL LIMITED prediction models with Deductive Inference (ML) and Factor1,2,3,4 and conclude that the LON:UTL stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is statistical models in machine learning?
  2. Technical Analysis with Algorithmic Trading
  3. Nash Equilibria

LON:UTL Target Price Prediction Modeling Methodology

We consider UIL LIMITED Decision Process with Deductive Inference (ML) where A is the set of discrete actions of LON:UTL 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(Factor)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(Deductive Inference (ML)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: LON:UTL UIL LIMITED
Time series to forecast n: 13 Dec 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) 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%

Adjusted IFRS* Prediction Methods for UIL LIMITED

  1. When an entity designates a financial liability as at fair value through profit or loss, it must determine whether presenting in other comprehensive income the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in profit or loss. An accounting mismatch would be created or enlarged if presenting the effects of changes in the liability's credit risk in other comprehensive income would result in a greater mismatch in profit or loss than if those amounts were presented in profit or loss
  2. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.
  3. For the purpose of applying paragraphs B4.1.11(b) and B4.1.12(b), irrespective of the event or circumstance that causes the early termination of the contract, a party may pay or receive reasonable compensation for that early termination. For example, a party may pay or receive reasonable compensation when it chooses to terminate the contract early (or otherwise causes the early termination to occur).
  4. Measurement of a financial asset or financial liability and classification of recognised changes in its value are determined by the item's classification and whether the item is part of a designated hedging relationship. Those requirements can create a measurement or recognition inconsistency (sometimes referred to as an 'accounting mismatch') when, for example, in the absence of designation as at fair value through profit or loss, a financial asset would be classified as subsequently measured at fair value through profit or loss and a liability the entity considers related would be subsequently measured at amortised cost (with changes in fair value not recognised). In such circumstances, an entity may conclude that its financial statements would provide more relevant information if both the asset and the liability were measured as at fair value through profit or loss.

*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

UIL LIMITED assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Factor1,2,3,4 and conclude that the LON:UTL stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for LON:UTL UIL LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 3336
Market Risk7383
Technical Analysis3069
Fundamental Analysis7575
Risk Unsystematic5967

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 726 signals.

References

  1. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
  2. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Trading Signals (WTS Stock Forecast). AC Investment Research Journal, 101(3).
  4. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  5. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  6. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  7. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:UTL stock?
A: LON:UTL stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Factor
Q: Is LON:UTL stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:UTL Stock.
Q: Is UIL LIMITED stock a good investment?
A: The consensus rating for UIL LIMITED is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of LON:UTL stock?
A: The consensus rating for LON:UTL is Hold.
Q: What is the prediction period for LON:UTL stock?
A: The prediction period for LON:UTL is (n+8 weeks)

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