Modelling A.I. in Economics

LON:MNKS MONKS INVESTMENT TRUST PLC (Forecast)

Outlook: MONKS INVESTMENT TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 04 Jan 2023 for (n+3 month)
Methodology : Ensemble Learning (ML)

Abstract

MONKS INVESTMENT TRUST PLC prediction model is evaluated with Ensemble Learning (ML) and Sign Test1,2,3,4 and it is concluded that the LON:MNKS stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

Key Points

  1. What is neural prediction?
  2. What is a prediction confidence?
  3. Market Risk

LON:MNKS Target Price Prediction Modeling Methodology

We consider MONKS INVESTMENT TRUST PLC Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of LON:MNKS 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(Sign Test)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(Ensemble Learning (ML)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of LON:MNKS 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:MNKS Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:MNKS MONKS INVESTMENT TRUST PLC
Time series to forecast n: 04 Jan 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

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 MONKS INVESTMENT TRUST PLC

  1. An entity that first applies IFRS 17 as amended in June 2020 at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.38–7.2.42.
  2. As with all fair value measurements, an entity's measurement method for determining the portion of the change in the liability's fair value that is attributable to changes in its credit risk must make maximum use of relevant observable inputs and minimum use of unobservable inputs.
  3. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.
  4. At the date of initial application, an entity shall use reasonable and supportable information that is available without undue cost or effort to determine the credit risk at the date that a financial instrument was initially recognised (or for loan commitments and financial guarantee contracts at the date that the entity became a party to the irrevocable commitment in accordance with paragraph 5.5.6) and compare that to the credit risk at the date of initial application of this Standard.

*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

MONKS INVESTMENT TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. MONKS INVESTMENT TRUST PLC prediction model is evaluated with Ensemble Learning (ML) and Sign Test1,2,3,4 and it is concluded that the LON:MNKS stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

LON:MNKS MONKS INVESTMENT TRUST PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B1
Balance SheetB3C
Leverage RatiosB2B3
Cash FlowBaa2C
Rates of Return and ProfitabilityBaa2Caa2

*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: 81 out of 100 with 707 signals.

References

  1. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  2. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  3. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  4. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  5. Li L, Chu W, Langford J, Moon T, Wang X. 2012. An unbiased offline evaluation of contextual bandit algo- rithms with generalized linear models. In Proceedings of 4th ACM International Conference on Web Search and Data Mining, pp. 297–306. New York: ACM
  6. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
  7. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:MNKS stock?
A: LON:MNKS stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Sign Test
Q: Is LON:MNKS stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:MNKS Stock.
Q: Is MONKS INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for MONKS INVESTMENT TRUST PLC is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:MNKS stock?
A: The consensus rating for LON:MNKS is Buy.
Q: What is the prediction period for LON:MNKS stock?
A: The prediction period for LON:MNKS is (n+3 month)

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