Modelling A.I. in Economics

Where Will LON:AT. Stock Be in 6 Month?

Outlook: ASHTEAD TECHNOLOGY HOLDINGS PLC is assigned short-term Ba3 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (CNN Layer)
Hypothesis Testing : Multiple Regression
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

ASHTEAD TECHNOLOGY HOLDINGS PLC prediction model is evaluated with Modular Neural Network (CNN Layer) and Multiple Regression1,2,3,4 and it is concluded that the LON:AT. stock is predictable in the short/long term. CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications. According to price forecasts for 6 Month period, the dominant strategy among neural network is: Sell

Graph 33

Key Points

  1. What is prediction in deep learning?
  2. Buy, Sell and Hold Signals
  3. Stock Rating

LON:AT. Target Price Prediction Modeling Methodology

We consider ASHTEAD TECHNOLOGY HOLDINGS PLC Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of LON:AT. 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(Multiple Regression)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 (CNN Layer)) X S(n):→ 6 Month i = 1 n s i

n:Time series to forecast

p:Price signals of LON:AT. stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (CNN Layer)

CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications.

Multiple Regression

Multiple regression is a statistical method that analyzes the relationship between a dependent variable and multiple independent variables. The dependent variable is the variable that is being predicted, and the independent variables are the variables that are used to predict the dependent variable. Multiple regression is a more complex statistical method than simple linear regression, which only analyzes the relationship between a dependent variable and one independent variable. Multiple regression can be used to analyze more complex relationships between variables, and it can also be used to control for confounding variables. A confounding variable is a variable that is correlated with both the dependent variable and one or more of the independent variables. Confounding variables can distort the relationship between the dependent variable and the independent variables. Multiple regression can be used to control for confounding variables by including them in the model.

 

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:AT. Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: LON:AT. ASHTEAD TECHNOLOGY HOLDINGS 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 (CNN Layer) based LON:AT. Stock Prediction Model

  1. The decision of an entity to designate a financial asset or financial liability as at fair value through profit or loss is similar to an accounting policy choice (although, unlike an accounting policy choice, it is not required to be applied consistently to all similar transactions). When an entity has such a choice, paragraph 14(b) of IAS 8 requires the chosen policy to result in the financial statements providing reliable and more relevant information about the effects of transactions, other events and conditions on the entity's financial position, financial performance or cash flows. For example, in the case of designation of a financial liability as at fair value through profit or loss, paragraph 4.2.2 sets out the two circumstances when the requirement for more relevant information will be met. Accordingly, to choose such designation in accordance with paragraph 4.2.2, the entity needs to demonstrate that it falls within one (or both) of these two circumstances.
  2. Rebalancing is accounted for as a continuation of the hedging relationship in accordance with paragraphs B6.5.9–B6.5.21. On rebalancing, the hedge ineffectiveness of the hedging relationship is determined and recognised immediately before adjusting the hedging relationship.
  3. In some circumstances, the renegotiation or modification of the contractual cash flows of a financial asset can lead to the derecognition of the existing financial asset in accordance with this Standard. When the modification of a financial asset results in the derecognition of the existing financial asset and the subsequent recognition of the modified financial asset, the modified asset is considered a 'new' financial asset for the purposes of this Standard.
  4. 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).

*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:AT. ASHTEAD TECHNOLOGY HOLDINGS PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Income StatementBaa2Caa2
Balance SheetBaa2Ba2
Leverage RatiosCaa2Ba3
Cash FlowCaa2C
Rates of Return and ProfitabilityBaa2Ba2

*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

ASHTEAD TECHNOLOGY HOLDINGS PLC is assigned short-term Ba3 & long-term B1 estimated rating. ASHTEAD TECHNOLOGY HOLDINGS PLC prediction model is evaluated with Modular Neural Network (CNN Layer) and Multiple Regression1,2,3,4 and it is concluded that the LON:AT. 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

Trust metric by Neural Network: 77 out of 100 with 551 signals.

References

  1. 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
  2. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  3. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
  4. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
  5. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  6. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  7. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:AT. stock?
A: LON:AT. stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Multiple Regression
Q: Is LON:AT. stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:AT. Stock.
Q: Is ASHTEAD TECHNOLOGY HOLDINGS PLC stock a good investment?
A: The consensus rating for ASHTEAD TECHNOLOGY HOLDINGS PLC is Sell and is assigned short-term Ba3 & long-term B1 estimated rating.
Q: What is the consensus rating of LON:AT. stock?
A: The consensus rating for LON:AT. is Sell.
Q: What is the prediction period for LON:AT. stock?
A: The prediction period for LON:AT. is 6 Month

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