Dominant Strategy : Hold
Time series to forecast n: 16 Dec 2022 for (n+6 month)
Methodology : Statistical Inference (ML)
Abstract
Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS).(Sen, J. and Chaudhuri, T.D., 2018, December. Stock price prediction using machine learning and deep learning frameworks. In Proceedings of the 6th International Conference on Business Analytics and Intelligence, Bangalore, India (pp. 20-22).) We evaluate VERSARIEN PLC prediction models with Statistical Inference (ML) and Independent T-Test1,2,3,4 and conclude that the LON:VRS 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
- Is Target price a good indicator?
- Market Signals
- What is neural prediction?
LON:VRS Target Price Prediction Modeling Methodology
We consider VERSARIEN PLC Decision Process with Statistical Inference (ML) where A is the set of discrete actions of LON:VRS 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(Independent T-Test)5,6,7= X R(Statistical Inference (ML)) X S(n):→ (n+6 month)
n:Time series to forecast
p:Price signals of LON:VRS 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:VRS Stock Forecast (Buy or Sell) for (n+6 month)
Sample Set: Neural NetworkStock/Index: LON:VRS VERSARIEN PLC
Time series to forecast n: 16 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%
Adjusted IFRS* Prediction Methods for VERSARIEN PLC
- If there are changes in circumstances that affect hedge effectiveness, an entity may have to change the method for assessing whether a hedging relationship meets the hedge effectiveness requirements in order to ensure that the relevant characteristics of the hedging relationship, including the sources of hedge ineffectiveness, are still captured.
- If any instrument in the pool does not meet the conditions in either paragraph B4.1.23 or paragraph B4.1.24, the condition in paragraph B4.1.21(b) is not met. In performing this assessment, a detailed instrument-byinstrument analysis of the pool may not be necessary. However, an entity must use judgement and perform sufficient analysis to determine whether the instruments in the pool meet the conditions in paragraphs B4.1.23–B4.1.24. (See also paragraph B4.1.18 for guidance on contractual cash flow characteristics that have only a de minimis effect.)
- Changes in market conditions that give rise to market risk include changes in a benchmark interest rate, the price of another entity's financial instrument, a commodity price, a foreign exchange rate or an index of prices or rates.
- Hedging relationships that qualified for hedge accounting in accordance with IAS 39 that also qualify for hedge accounting in accordance with the criteria of this Standard (see paragraph 6.4.1), after taking into account any rebalancing of the hedging relationship on transition (see paragraph 7.2.25(b)), shall be regarded as continuing hedging relationships.
*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
VERSARIEN PLC assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Independent T-Test1,2,3,4 and conclude that the LON:VRS 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
Financial State Forecast for LON:VRS VERSARIEN PLC Options & Futures
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B1 | B1 |
Operational Risk | 69 | 75 |
Market Risk | 69 | 51 |
Technical Analysis | 73 | 65 |
Fundamental Analysis | 32 | 43 |
Risk Unsystematic | 60 | 55 |
Prediction Confidence Score
References
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- Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
- Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
- Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
- V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
- Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
- Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
Frequently Asked Questions
Q: What is the prediction methodology for LON:VRS stock?A: LON:VRS stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Independent T-Test
Q: Is LON:VRS stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:VRS Stock.
Q: Is VERSARIEN PLC stock a good investment?
A: The consensus rating for VERSARIEN PLC is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of LON:VRS stock?
A: The consensus rating for LON:VRS is Hold.
Q: What is the prediction period for LON:VRS stock?
A: The prediction period for LON:VRS is (n+6 month)