Modelling A.I. in Economics

LON:FUL Stock: A Bubble Waiting to Burst

Outlook: THE FULHAM SHORE PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 19 Jun 2023 for 1 Year
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

THE FULHAM SHORE PLC prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the LON:FUL stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for speculative sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Sell

Graph 9

Key Points

  1. Trading Signals
  2. Investment Risk
  3. Probability Distribution

LON:FUL Target Price Prediction Modeling Methodology

We consider THE FULHAM SHORE PLC Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of LON:FUL 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 (Speculative Sentiment Analysis)) X S(n):→ 1 Year R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of LON:FUL stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (Speculative Sentiment Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for speculative sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of speculative sentiment analysis, MNNs can be used to identify the sentiment of people who are speculating about the future value of an asset, such as a stock or a cryptocurrency. This information can then be used to make investment decisions, to identify trends in the market, and to target investors with relevant advertising.

Independent T-Test

An independent t-test is a statistical test that compares the means of two independent samples. In an independent t-test, the data points in each sample are not related to each other. The independent t-test is a parametric test, which means that it assumes that the data is normally distributed. The independent t-test is also a two-sample test, which means that it compares the means of two independent samples.

 

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:FUL Stock Forecast (Buy or Sell) for 1 Year

Sample Set: Neural Network
Stock/Index: LON:FUL THE FULHAM SHORE PLC
Time series to forecast n: 19 Jun 2023 for 1 Year

According to price forecasts for 1 Year period, the dominant strategy among neural network is: Sell

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 THE FULHAM SHORE PLC

  1. In addition to those hedging relationships specified in paragraph 6.9.1, an entity shall apply the requirements in paragraphs 6.9.11 and 6.9.12 to new hedging relationships in which an alternative benchmark rate is designated as a non-contractually specified risk component (see paragraphs 6.3.7(a) and B6.3.8) when, because of interest rate benchmark reform, that risk component is not separately identifiable at the date it is designated.
  2. Contractual cash flows that are solely payments of principal and interest on the principal amount outstanding are consistent with a basic lending arrangement. In a basic lending arrangement, consideration for the time value of money (see paragraphs B4.1.9A–B4.1.9E) and credit risk are typically the most significant elements of interest. However, in such an arrangement, interest can also include consideration for other basic lending risks (for example, liquidity risk) and costs (for example, administrative costs) associated with holding the financial asset for a particular period of time. In addition, interest can include a profit margin that is consistent with a basic lending arrangement. In extreme economic circumstances, interest can be negative if, for example, the holder of a financial asset either explicitly or implicitly pays for the deposit of its money for a particular period of time (and that fee exceeds the consideration that the holder receives for the time value of money, credit risk and other basic lending risks and costs).
  3. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.
  4. For the purpose of applying paragraph 6.5.11, at the point when an entity amends the description of a hedged item as required in paragraph 6.9.1(b), the amount accumulated in the cash flow hedge reserve shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows are determined.

*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

THE FULHAM SHORE PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. THE FULHAM SHORE PLC prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test1,2,3,4 and it is concluded that the LON:FUL stock is predictable in the short/long term. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Sell

LON:FUL THE FULHAM SHORE PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3C
Balance SheetBa1Baa2
Leverage RatiosBa3B3
Cash FlowB1Baa2
Rates of Return and ProfitabilityCaa2Caa2

*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: 90 out of 100 with 494 signals.

References

  1. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
  2. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  3. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  4. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  5. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  6. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  7. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
Frequently Asked QuestionsQ: What is the prediction methodology for LON:FUL stock?
A: LON:FUL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Independent T-Test
Q: Is LON:FUL stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:FUL Stock.
Q: Is THE FULHAM SHORE PLC stock a good investment?
A: The consensus rating for THE FULHAM SHORE PLC is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:FUL stock?
A: The consensus rating for LON:FUL is Sell.
Q: What is the prediction period for LON:FUL stock?
A: The prediction period for LON:FUL is 1 Year

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