AC Investment Research

OPL OPYL LIMITED Research Report

Outlook: OPYL LIMITED assigned short-term B2 & long-term B2 forecasted stock rating.
Dominant Strategy : Sell
Time series to forecast n: 07 Dec 2022 for (n+6 month)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

It has never been easy to invest in a set of assets, the abnormally of financial market does not allow simple models to predict future asset values with higher accuracy. Machine learning, which consist of making computers perform tasks that normally requiring human intelligence is currently the dominant trend in scientific research. This article aims to build a model using Recurrent Neural Networks (RNN) and especially Long-Short Term Memory model (LSTM) to predict future stock market values.(Khan, W., Ghazanfar, M.A., Azam, M.A., Karami, A., Alyoubi, K.H. and Alfakeeh, A.S., 2020. Stock market prediction using machine learning classifiers and social media, news. Journal of Ambient Intelligence and Humanized Computing, pp.1-24.) We evaluate OPYL LIMITED prediction models with Modular Neural Network (Market Volatility Analysis) and Lasso Regression1,2,3,4 and conclude that the OPL stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell OPL stock.

Key Points

  1. How useful are statistical predictions?
  2. Reaction Function
  3. Prediction Modeling

OPL Target Price Prediction Modeling Methodology

We consider OPYL LIMITED Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of OPL 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(Lasso Regression)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 (Market Volatility Analysis)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of OPL 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?

OPL Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: OPL OPYL LIMITED
Time series to forecast n: 07 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell OPL 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 OPYL LIMITED

  1. For the purposes of measuring expected credit losses, the estimate of expected cash shortfalls shall reflect the cash flows expected from collateral and other credit enhancements that are part of the contractual terms and are not recognised separately by the entity. The estimate of expected cash shortfalls on a collateralised financial instrument reflects the amount and timing of cash flows that are expected from foreclosure on the collateral less the costs of obtaining and selling the collateral, irrespective of whether foreclosure is probable (ie the estimate of expected cash flows considers the probability of a foreclosure and the cash flows that would result from it). Consequently, any cash flows that are expected from the realisation of the collateral beyond the contractual maturity of the contract should be included in this analysis. Any collateral obtained as a result of foreclosure is not recognised as an asset that is separate from the collateralised financial instrument unless it meets the relevant recognition criteria for an asset in this or other Standards.
  2. A hedge of a firm commitment (for example, a hedge of the change in fuel price relating to an unrecognised contractual commitment by an electric utility to purchase fuel at a fixed price) is a hedge of an exposure to a change in fair value. Accordingly, such a hedge is a fair value hedge. However, in accordance with paragraph 6.5.4, a hedge of the foreign currency risk of a firm commitment could alternatively be accounted for as a cash flow hedge.
  3. Subject to the conditions in paragraphs 4.1.5 and 4.2.2, this Standard allows an entity to designate a financial asset, a financial liability, or a group of financial instruments (financial assets, financial liabilities or both) as at fair value through profit or loss provided that doing so results in more relevant information.
  4. A net position is eligible for hedge accounting only if an entity hedges on a net basis for risk management purposes. Whether an entity hedges in this way is a matter of fact (not merely of assertion or documentation). Hence, an entity cannot apply hedge accounting on a net basis solely to achieve a particular accounting outcome if that would not reflect its risk management approach. Net position hedging must form part of an established risk management strategy. Normally this would be approved by key management personnel as defined in IAS 24.

*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

OPYL LIMITED assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Lasso Regression1,2,3,4 and conclude that the OPL stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell OPL stock.

Financial State Forecast for OPL OPYL LIMITED Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 4255
Market Risk5266
Technical Analysis6365
Fundamental Analysis6032
Risk Unsystematic4638

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 579 signals.

References

  1. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  2. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  3. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  4. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  5. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
Frequently Asked QuestionsQ: What is the prediction methodology for OPL stock?
A: OPL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Lasso Regression
Q: Is OPL stock a buy or sell?
A: The dominant strategy among neural network is to Sell OPL Stock.
Q: Is OPYL LIMITED stock a good investment?
A: The consensus rating for OPYL LIMITED is Sell and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of OPL stock?
A: The consensus rating for OPL is Sell.
Q: What is the prediction period for OPL stock?
A: The prediction period for OPL is (n+6 month)

People also ask

What are the top stocks to invest in right now?
Stock Forecast