AUC Score :
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n:
Methodology : Modular Neural Network (Market Direction Analysis)
Hypothesis Testing : Wilcoxon Sign-Rank Test
Surveillance : Major exchange and OTC
1The accuracy of the model is being monitored on a regular basis.(15-minute period)
2Time series is updated based on short-term trends.
Summary
ABRDN EUROPEAN LOGISTICS INCOME PLC prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the LON:ASLI stock is predictable in the short/long term. Modular neural networks (MNNs) are a type of artificial neural network that can be used for market direction analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying patterns in data or predicting future price movements. The modules are then combined to form a single neural network that can perform multiple tasks.In the context of market direction analysis, MNNs can be used to identify patterns in market data that suggest that the market is likely to move in a particular direction. This information can then be used to make predictions about future price movements. According to price forecasts for 6 Month period, the dominant strategy among neural network is: Sell
Key Points
- How do you decide buy or sell a stock?
- Should I buy stocks now or wait amid such uncertainty?
- Technical Analysis with Algorithmic Trading
LON:ASLI Target Price Prediction Modeling Methodology
We consider ABRDN EUROPEAN LOGISTICS INCOME PLC Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of LON:ASLI 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(Wilcoxon Sign-Rank Test)5,6,7= X R(Modular Neural Network (Market Direction Analysis)) X S(n):→ 6 Month
n:Time series to forecast
p:Price signals of LON:ASLI stock
j:Nash equilibria (Neural Network)
k:Dominated move
a:Best response for target price
Modular Neural Network (Market Direction Analysis)
Modular neural networks (MNNs) are a type of artificial neural network that can be used for market direction analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying patterns in data or predicting future price movements. The modules are then combined to form a single neural network that can perform multiple tasks.In the context of market direction analysis, MNNs can be used to identify patterns in market data that suggest that the market is likely to move in a particular direction. This information can then be used to make predictions about future price movements.Wilcoxon Sign-Rank Test
The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.
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:ASLI Stock Forecast (Buy or Sell)
Sample Set: Neural NetworkStock/Index: LON:ASLI ABRDN EUROPEAN LOGISTICS INCOME PLC
Time series to forecast: 6 Month
According to price forecasts, the dominant strategy among neural network is: Sell
Strategic Interaction Table Legend:
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%
Financial Data Adjustments for Modular Neural Network (Market Direction Analysis) based LON:ASLI Stock Prediction Model
- When an entity first applies this Standard, it may choose as its accounting policy to continue to apply the hedge accounting requirements of IAS 39 instead of the requirements in Chapter 6 of this Standard. An entity shall apply that policy to all of its hedging relationships. An entity that chooses that policy shall also apply IFRIC 16 Hedges of a Net Investment in a Foreign Operation without the amendments that conform that Interpretation to the requirements in Chapter 6 of this Standard.
- 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.
- The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.
- When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
*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.
LON:ASLI ABRDN EUROPEAN LOGISTICS INCOME PLC Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B1 | B2 |
Income Statement | C | Baa2 |
Balance Sheet | Baa2 | Caa2 |
Leverage Ratios | Baa2 | C |
Cash Flow | Ba3 | B3 |
Rates of Return and Profitability | C | Baa2 |
*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?
Conclusions
ABRDN EUROPEAN LOGISTICS INCOME PLC is assigned short-term B1 & long-term B2 estimated rating. ABRDN EUROPEAN LOGISTICS INCOME PLC prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the LON:ASLI stock is predictable in the short/long term. According to price forecasts for 6 Month period, the dominant strategy among neural network is: Sell
Prediction Confidence Score
References
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- Miller A. 2002. Subset Selection in Regression. New York: CRC Press
- Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
- J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
- ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. The Dow Jones Industrial Average (No. Stock Analysis). AC Investment Research.
- Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
- Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
Frequently Asked Questions
Q: What is the prediction methodology for LON:ASLI stock?A: LON:ASLI stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Wilcoxon Sign-Rank Test
Q: Is LON:ASLI stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:ASLI Stock.
Q: Is ABRDN EUROPEAN LOGISTICS INCOME PLC stock a good investment?
A: The consensus rating for ABRDN EUROPEAN LOGISTICS INCOME PLC is Sell and is assigned short-term B1 & long-term B2 estimated rating.
Q: What is the consensus rating of LON:ASLI stock?
A: The consensus rating for LON:ASLI is Sell.
Q: What is the prediction period for LON:ASLI stock?
A: The prediction period for LON:ASLI is 6 Month
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