Modelling A.I. in Economics

LON:VIC VICTORIAN PLUMBING GROUP PLC

Outlook: VICTORIAN PLUMBING GROUP PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 14 Feb 2023 for (n+16 weeks)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

VICTORIAN PLUMBING GROUP PLC prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the LON:VIC stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is the use of Markov decision process?
  2. What is a prediction confidence?
  3. Market Outlook

LON:VIC Target Price Prediction Modeling Methodology

We consider VICTORIAN PLUMBING GROUP PLC Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of LON:VIC 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= 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 (Social Media Sentiment Analysis)) X S(n):→ (n+16 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of LON:VIC 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:VIC Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:VIC VICTORIAN PLUMBING GROUP PLC
Time series to forecast n: 14 Feb 2023 for (n+16 weeks)

According to price forecasts for (n+16 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%

IFRS Reconciliation Adjustments for VICTORIAN PLUMBING GROUP PLC

  1. The fair value of a financial instrument at initial recognition is normally the transaction price (ie the fair value of the consideration given or received, see also paragraph B5.1.2A and IFRS 13). However, if part of the consideration given or received is for something other than the financial instrument, an entity shall measure the fair value of the financial instrument. For example, the fair value of a long-term loan or receivable that carries no interest can be measured as the present value of all future cash receipts discounted using the prevailing market rate(s) of interest for a similar instrument (similar as to currency, term, type of interest rate and other factors) with a similar credit rating. Any additional amount lent is an expense or a reduction of income unless it qualifies for recognition as some other type of asset.
  2. Compared to a business model whose objective is to hold financial assets to collect contractual cash flows, this business model will typically involve greater frequency and value of sales. This is because selling financial assets is integral to achieving the business model's objective instead of being only incidental to it. However, there is no threshold for the frequency or value of sales that must occur in this business model because both collecting contractual cash flows and selling financial assets are integral to achieving its objective.
  3. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).
  4. 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.

*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

VICTORIAN PLUMBING GROUP PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. VICTORIAN PLUMBING GROUP PLC prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the LON:VIC stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

LON:VIC VICTORIAN PLUMBING GROUP PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCC
Balance SheetBaa2Baa2
Leverage RatiosB2C
Cash FlowCaa2Ba2
Rates of Return and ProfitabilityBaa2B2

*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: 80 out of 100 with 850 signals.

References

  1. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  2. T. Morimura, M. Sugiyama, M. Kashima, H. Hachiya, and T. Tanaka. Nonparametric return distribution ap- proximation for reinforcement learning. In Proceedings of the 27th International Conference on Machine Learning, pages 799–806, 2010
  3. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is DOW Stock Expected to Go Up?(Stock Forecast). AC Investment Research Journal, 101(3).
  5. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  6. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  7. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
Frequently Asked QuestionsQ: What is the prediction methodology for LON:VIC stock?
A: LON:VIC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Independent T-Test
Q: Is LON:VIC stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:VIC Stock.
Q: Is VICTORIAN PLUMBING GROUP PLC stock a good investment?
A: The consensus rating for VICTORIAN PLUMBING GROUP PLC is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:VIC stock?
A: The consensus rating for LON:VIC is Hold.
Q: What is the prediction period for LON:VIC stock?
A: The prediction period for LON:VIC is (n+16 weeks)



Stop Guessing, Start Winning.
Get Today's AI-Driven Picks.

Click here to see what the AI recommends.




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.