Modelling A.I. in Economics

LON:ANG ANGLING DIRECT PLC

Outlook: ANGLING DIRECT PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 06 Jan 2023 for (n+6 month)
Methodology : Modular Neural Network (DNN Layer)

Abstract

ANGLING DIRECT PLC prediction model is evaluated with Modular Neural Network (DNN Layer) and Pearson Correlation1,2,3,4 and it is concluded that the LON:ANG 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

  1. Can neural networks predict stock market?
  2. Stock Rating
  3. What is Markov decision process in reinforcement learning?

LON:ANG Target Price Prediction Modeling Methodology

We consider ANGLING DIRECT PLC Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of LON:ANG 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(Pearson 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+6 month) i = 1 n s i

n:Time series to forecast

p:Price signals of LON:ANG 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:ANG Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:ANG ANGLING DIRECT PLC
Time series to forecast n: 06 Jan 2023 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%

IFRS Reconciliation Adjustments for ANGLING DIRECT PLC

  1. Interest Rate Benchmark Reform—Phase 2, which amended IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16, issued in August 2020, added paragraphs 5.4.5–5.4.9, 6.8.13, Section 6.9 and paragraphs 7.2.43–7.2.46. An entity shall apply these amendments for annual periods beginning on or after 1 January 2021. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
  2. IFRS 16, issued in January 2016, amended paragraphs 2.1, 5.5.15, B4.3.8, B5.5.34 and B5.5.46. An entity shall apply those amendments when it applies IFRS 16.
  3. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  4. However, the designation of the hedging relationship using the same hedge ratio as that resulting from the quantities of the hedged item and the hedging instrument that the entity actually uses shall not reflect an imbalance between the weightings of the hedged item and the hedging instrument that would in turn create hedge ineffectiveness (irrespective of whether recognised or not) that could result in an accounting outcome that would be inconsistent with the purpose of hedge accounting. Hence, for the purpose of designating a hedging relationship, an entity must adjust the hedge ratio that results from the quantities of the hedged item and the hedging instrument that the entity actually uses if that is needed to avoid such an imbalance

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

ANGLING DIRECT PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. ANGLING DIRECT PLC prediction model is evaluated with Modular Neural Network (DNN Layer) and Pearson Correlation1,2,3,4 and it is concluded that the LON:ANG 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

LON:ANG ANGLING DIRECT PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Caa2
Balance SheetBa3Baa2
Leverage RatiosBaa2Baa2
Cash FlowB3Caa2
Rates of Return and ProfitabilityCBaa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 672 signals.

References

  1. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  2. 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).
  3. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you know when a stock will go up or down?(STJ Stock Forecast). AC Investment Research Journal, 101(3).
  5. E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
  6. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  7. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
Frequently Asked QuestionsQ: What is the prediction methodology for LON:ANG stock?
A: LON:ANG stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Pearson Correlation
Q: Is LON:ANG stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ANG Stock.
Q: Is ANGLING DIRECT PLC stock a good investment?
A: The consensus rating for ANGLING DIRECT PLC is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:ANG stock?
A: The consensus rating for LON:ANG is Hold.
Q: What is the prediction period for LON:ANG stock?
A: The prediction period for LON:ANG is (n+6 month)

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.